Correlated Noise Characteristics Estimation for Linear Time-Varying Systems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F18%3A43952489" target="_blank" >RIV/49777513:23520/18:43952489 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1109/CDC.2018.8619543" target="_blank" >http://dx.doi.org/10.1109/CDC.2018.8619543</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/CDC.2018.8619543" target="_blank" >10.1109/CDC.2018.8619543</a>

Result language
angličtina
Original language name
Correlated Noise Characteristics Estimation for Linear Time-Varying Systems
Original language description
The paper deals with the estimation of characteristics of the state and measurement noises of a system described by the linear time-varying state space model, where the state and measurement noises can be either mutually correlated or correlated in time. In particular, a novel correlation measurement difference method is designed. The method, which may provide unbiased estimates, is based on a statistical analysis of the prediction error of an augment measurement vector leading into a system of linear equations. The theoretical results are thoroughly discussed and illustrated in numerical examples.
Czech name
—
Czech description
—

Project
<a href="/en/project/LO1506" target="_blank" >LO1506: Sustainability support of the centre NTIS - New Technologies for the Information Society</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 57th IEEE Conference on Decision and Control
ISBN
978-1-5386-1395-5
ISSN
2576-2370
e-ISSN
2576-2370
Number of pages
6
Pages from-to
650-655
Publisher name
IEEE
Place of publication
neuveden
Event location
Miami Beach, USA
Event date
Dec 17, 2018
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000458114800091

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