Estimation of State and Measurement Noise Characteristics

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F15%3A43925646" target="_blank" >RIV/49777513:23520/15:43925646 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7266776" target="_blank" >http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7266776</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Estimation of State and Measurement Noise Characteristics
Original language description
The paper deals with the estimation of the noise characteristics of a linear system described by the state space model. In particular, the stress is laid on the linear systems with the measurement noise correlated in time. The method, providing unbiased estimates of the state and measurement noise characteristics is analytically derived. The method extends, in principle, the concept of the correlation methods by explicit consideration of the noise time-correlation. The method is also modified into the form suitable for a sensor calibration procedure typically realized by the Allan variance method. The theoretical results are thoroughly discussed and the proposed method is validated using numerical examples.
Czech name
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Czech description
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Project
<a href="/en/project/TA03030674" target="_blank" >TA03030674: Position, Attitude and Heading Reference System</a><br>
Continuities
S - Specificky vyzkum na vysokych skolach

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 18th International Conference on Information Fusion
ISBN
978-0-9824438-6-6
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
1817-1824
Publisher name
IEEE
Place of publication
Washington
Event location
Washington, USA
Event date
Jul 6, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000389523300238

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