Estimation of Parameters of Gaussian Sum Distributed Noises in State-Space Models

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F20%3A43959778" target="_blank" >RIV/49777513:23520/20:43959778 - isvavai.cz</a>
Result on the web
<a href="https://dx.doi.org/10.1016/j.ifacol.2020.12.044" target="_blank" >https://dx.doi.org/10.1016/j.ifacol.2020.12.044</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ifacol.2020.12.044" target="_blank" >10.1016/j.ifacol.2020.12.044</a>

Result language
angličtina
Original language name
Estimation of Parameters of Gaussian Sum Distributed Noises in State-Space Models
Original language description
The paper deals with the estimation of noise parameters of a linear time-varying system. In particular, the stress is laid on the state-space models, where the state and measurement noises are described by the Gaussian sum probability density functions. The recently introduced measurement difference method for the estimation of higher-order moments of the state and measurement noises is revised and, subsequently, extended for estimation of the parameters of the noise Gaussian sum densities with a special focus on the densities with two-components. The theoretical results are discussed and illustrated in a numerical example.
Czech name
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Czech description
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Project
<a href="/en/project/GC20-06054J" target="_blank" >GC20-06054J: Intelligent Distributed Estimation Architectures</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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