Identification of State and Measurement Noise Covariance Matrices using Nonlinear Estimation Framework
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F15%3A43926641" target="_blank" >RIV/49777513:23520/15:43926641 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1088/1742-6596/659/1/012057" target="_blank" >http://dx.doi.org/10.1088/1742-6596/659/1/012057</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1088/1742-6596/659/1/012057" target="_blank" >10.1088/1742-6596/659/1/012057</a>
Alternative languages
Result language
angličtina
Original language name
Identification of State and Measurement Noise Covariance Matrices using Nonlinear Estimation Framework
Original language description
The paper deals with identification of the noise covariance matrices affecting the linear system described by the state-space model. In particular, the stress is laid on the autocovariance least-squares method which belongs into to the class of the correlation methods. The autocovariance least-squares method is revised for a general linear stochastic dynamic system and is implemented within the publicly available MATLAB toolbox Nonlinear Estimation Framework. The toolbox then offers except of a large set of state estimation algorithms for prediction, filtering, and smoothing, the integrated easy-to-use method for the identification of the noise covariance matrices. The implemented method is tested by a thorough Monte-Carlo simulation for various user-defined options of the implemented method.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
20205 - Automation and control systems
Result continuities
Project
<a href="/en/project/GA15-12068S" target="_blank" >GA15-12068S: Adaptive Approaches to State Estimation of Nonlinear Stochastic Systems</a><br>
Continuities
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
Journal of Physics: Conference Series, Volume 659
ISBN
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ISSN
1742-6588
e-ISSN
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Number of pages
12
Pages from-to
1-12
Publisher name
IOP Publishing
Place of publication
Bristol
Event location
Plzeň, Česká Republika
Event date
Nov 19, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000368103000057