Estimation of Noise Covariance Matrices for Linear Systems with Nonlinear Measurements
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F15%3A43926261" target="_blank" >RIV/49777513:23520/15:43926261 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.ifacol.2015.12.283" target="_blank" >http://dx.doi.org/10.1016/j.ifacol.2015.12.283</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ifacol.2015.12.283" target="_blank" >10.1016/j.ifacol.2015.12.283</a>
Alternative languages
Result language
angličtina
Original language name
Estimation of Noise Covariance Matrices for Linear Systems with Nonlinear Measurements
Original language description
The paper deals with the estimation of the noise covariance matrices of the state space models. In particular, the stress is laid on the autocovariance least-squares method providing unbiased estimates of the noise covariance matrices of linear time-invariant systems. The method is extended to be applicable also for the stable linear systems with time-varying linear measurement equation and for the systems with nonlinear measurement equation. The theoretical results are discussed and illustrated in numerical examples.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
—
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
IFAC Proceedings Volumes (IFAC-PapersOnline)
ISBN
—
ISSN
1474-6670
e-ISSN
—
Number of pages
6
Pages from-to
1130-1135
Publisher name
Elsevier
Place of publication
Beijing
Event location
Beijing, China
Event date
Oct 19, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—