Noise Covariances Identification by MDM: Weighting, Recursion, and Implementation

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F24%3A43973104" target="_blank" >RIV/49777513:23520/24:43973104 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1016/j.ifacol.2024.08.552" target="_blank" >https://doi.org/10.1016/j.ifacol.2024.08.552</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ifacol.2024.08.552" target="_blank" >10.1016/j.ifacol.2024.08.552</a>

Result language
angličtina
Original language name
Noise Covariances Identification by MDM: Weighting, Recursion, and Implementation
Original language description
The problem of noise covariance matrix identification of stochastic linear time-varying state-space models is addressed. The measurement difference method (MDM) is generalized to time-varying dimensions of the measurement and control. Three MDM identification techniques that differ in weighting used in the underlying least squares method are proposed. The techniques differ in estimate quality and computational complexity. In addition, recursive forms are designed for two techniques. The performance of the proposed techniques is analyzed using two numerical examples. The implementation of techniques is enclosed with the paper.
Czech name
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Czech description
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Project
<a href="/en/project/EH22_008%2F0004590" target="_blank" >EH22_008/0004590: Robotics and advanced industrial production</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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