Estimation of noise covariance matrices for periodic systems
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F11%3A43895754" target="_blank" >RIV/49777513:23520/11:43895754 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1002/acs.1255" target="_blank" >http://dx.doi.org/10.1002/acs.1255</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1002/acs.1255" target="_blank" >10.1002/acs.1255</a>
Alternative languages
Result language
angličtina
Original language name
Estimation of noise covariance matrices for periodic systems
Original language description
Estimation of the noise covariance matrices for linear time-variant stochastic dynamic periodic systems is treated. The novel offline method for estimation of the covariance matrices of the state and measurement noises is designed. The method is based onanalysis of second-order statistics of the state estimate produced by the linear multi-step predictor. The estimates of the noise covariance matrices are unbiased and converge to the true values with increasing number of data. The theoretical results are illustrated in numerical examples.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP103%2F11%2F1353" target="_blank" >GAP103/11/1353: State Estimation of Dynamic Stochastic Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
International Journal of Adaptive Control and Signal Processing
ISSN
0890-6327
e-ISSN
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Volume of the periodical
25
Issue of the periodical within the volume
10
Country of publishing house
US - UNITED STATES
Number of pages
15
Pages from-to
928-942
UT code for WoS article
000295228100005
EID of the result in the Scopus database
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