Noise Covariance Matrices Estimation for Systems with Time-Varying Availability of Sensors

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F17%3A43929735" target="_blank" >RIV/49777513:23520/17:43929735 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1088/1742-6596/783/1/012059" target="_blank" >http://dx.doi.org/10.1088/1742-6596/783/1/012059</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1088/1742-6596/783/1/012059" target="_blank" >10.1088/1742-6596/783/1/012059</a>

Result language
angličtina
Original language name
Noise Covariance Matrices Estimation for Systems with Time-Varying Availability of Sensors
Original language description
The paper deals with the estimation of the noise covariance matrices of a time-varying system described by a state-space model with a time-varying set of sensors. In particular, the measurement difference autocovariance method, is proposed. The method is based on a statistical analysis of linearity transformed measurements leading to a system of linear matrix equations. The theoretical results are discussed and illustrated using a numerical study.
Czech name
—
Czech description
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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)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Journal of Physics: Conference Series 783 (2017) 012059
ISBN
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ISSN
1742-6588
e-ISSN
neuvedeno
Number of pages
12
Pages from-to
1-12
Publisher name
IOP Publishing Ltd.
Place of publication
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Event location
Lille, France
Event date
Nov 17, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000399400800059

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