Optimal state - estimation system with a singular uncertainty
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F00%3A00057362" target="_blank" >RIV/49777513:23520/00:00057362 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Optimal state - estimation system with a singular uncertainty
Original language description
The most general model of a real system is a stochastic causal (abstract) system. The estimation of unknown state of linear, Gaussian system is known as Kalman filtering, provided the matrices of stochastic signal are non-singular. Both non-singular andespecially singular systems are considered in this paper. The obtained results provide a generalization of Kalman filter consisting in the usage of a wider class of systems for synthesis of optimal state-estimation system. This class is extended withdifferentiators. The theoretic background is given by a supersystem approach to system theory.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
—
Result continuities
Project
<a href="/en/project/VS97159" target="_blank" >VS97159: Center for research in the field of cybernetic systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2000
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Optimal state - estimation system with a singular uncertainty
ISBN
—
ISSN
—
e-ISSN
—
Number of pages
6
Pages from-to
—
Publisher name
International Institute of Informatics and
Place of publication
Orlando
Event location
—
Event date
—
Type of event by nationality
—
UT code for WoS article
—