State and parameter estimation of state-space model with entry-wise correlated uniform noise

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F14%3A00422958" target="_blank" >RIV/67985556:_____/14:00422958 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1002/acs.2438" target="_blank" >http://dx.doi.org/10.1002/acs.2438</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1002/acs.2438" target="_blank" >10.1002/acs.2438</a>

Result language
angličtina
Original language name
State and parameter estimation of state-space model with entry-wise correlated uniform noise
Original language description
Joint parameter and state estimation is proposed for linear state-space model with uniform, entry-wise correlated, state and output noises (LSU model for short). The adopted Bayesian modelling and approximate estimation produce an estimator that (a) provides the maximum a posteriori estimate enriched by information on its precision, (b) respects correlated noise entries without demanding the user to tune noise covariances, and (c) respects bounded nature of real-life variables.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BC - Theory and management systems
OECD FORD branch
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical
International Journal of Adaptive Control and Signal Processing
ISSN
1099-1115
e-ISSN
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Volume of the periodical
28
Issue of the periodical within the volume
11
Country of publishing house
GB - UNITED KINGDOM
Number of pages
17
Pages from-to
1189-1205
UT code for WoS article
000344176000008
EID of the result in the Scopus database
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