Approximate recursive Bayesian estimation of state space model with uniform noise
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F18%3A00492001" target="_blank" >RIV/67985556:_____/18:00492001 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.5220/0006933803880394" target="_blank" >http://dx.doi.org/10.5220/0006933803880394</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.5220/0006933803880394" target="_blank" >10.5220/0006933803880394</a>
Alternative languages
Result language
angličtina
Original language name
Approximate recursive Bayesian estimation of state space model with uniform noise
Original language description
This paper proposes a recursive algorithm for the state estimation of a linear stochastic state space model. A model with discrete-time inputs, outputs and states is considered. The model matrices are supposed to be known. A noise of the involved model is described by a uniform distribution. The states are estimated using Bayesian approach. Without using an approximation, the complexity of the posterior probability density function (pdf) increases with time. The paper proposes an approximation of this complex pdf so that a feasible support of the posterior pdf is kept during the estimation. The state estimation consists of two stages, namely the time and data update including the mentioned approximation. The behaviour of the proposed algorithm is illustrated by simulations and compared with other methods.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
20205 - Automation and control systems
Result continuities
Project
<a href="/en/project/GA18-15970S" target="_blank" >GA18-15970S: Optimal Distributional Design for External Stochastic Knowledge Processing</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
ICINCO 2018 : Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics
ISBN
978-989-758-321-6
ISSN
2184-2809
e-ISSN
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Number of pages
7
Pages from-to
388-394
Publisher name
INSTICC, SCITEPRESS.
Place of publication
Setubal
Event location
Porto
Event date
Jul 29, 2018
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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