Measurement Difference Method: A Universal Tool for Noise Identification

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F22%3A43965810" target="_blank" >RIV/49777513:23520/22:43965810 - isvavai.cz</a>
Result on the web
<a href="https://dx.doi.org/10.1109/TAC.2022.3160679" target="_blank" >https://dx.doi.org/10.1109/TAC.2022.3160679</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/TAC.2022.3160679" target="_blank" >10.1109/TAC.2022.3160679</a>

Result language
angličtina
Original language name
Measurement Difference Method: A Universal Tool for Noise Identification
Original language description
This paper deals with noise identification of a system described by the linear time-varying state-space model using correlation methods. In particular, the stress is laid on the measurement difference method (MDM) as a universal tool allowing estimation of moments and parameters of the state and measurement noises. The recent results are summarised in a common framework and the full (and weighted) MDM implementation is developed. This implementation provides unbiased and weakly consistent estimate of an arbitrary raw or central moment of the state and measurement noises. The performance of the method is illustrated in a numerical study.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
20205 - Automation and control systems

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
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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