Desensitized Filtering for Systems with Uncertain Parameters and Noise Correlation

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F18%3A00324501" target="_blank" >RIV/68407700:21230/18:00324501 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1109/MED.2018.8443049" target="_blank" >http://dx.doi.org/10.1109/MED.2018.8443049</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/MED.2018.8443049" target="_blank" >10.1109/MED.2018.8443049</a>

Result language
angličtina
Original language name
Desensitized Filtering for Systems with Uncertain Parameters and Noise Correlation
Original language description
This paper introduces estimation algorithms for systems with uncertain parameters and correlated noises. The algorithms are derived using the standard Kalman filter for correlated noises and the desensitized filtering technique for systems with uncertain parameters. A general algorithm and its special case are proposed. The latter updates statistics with explicit expressions, which makes it simpler and faster. The extended forms of the algorithms, which can be used for nonlinear systems, are also introduced. The developed algorithm is tested on an example, where the importance of the noise correlation information is shown.
Czech name
—
Czech description
—

Project
<a href="/en/project/GA18-26278S" target="_blank" >GA18-26278S: Incorporation of Prior Knowledge for Identification of Nonlinear Systems</a><br>
Continuities
S - Specificky vyzkum na vysokych skolach

Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
The 26th Mediterranean Conference on Control and Automation
ISBN
978-1-5386-7890-9
ISSN
2325-369X
e-ISSN
—
Number of pages
6
Pages from-to
794-799
Publisher name
IEEE
Place of publication
Piscataway, NJ
Event location
Zadar
Event date
Jun 19, 2018
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000454718500131

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