Kalman Filter and Identifiability of the Observation Model

Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F26%3A0200985" target="_blank" >RIV/00216305:26210/26:0200985 - isvavai.cz</a>
Výsledek na webu
<a href="https://www.researchgate.net/profile/Andrej-Srakar/publication/397412266_23rd_European_Young_Statisticians_Meeting_11-15_September_2023_Ljubljana_Slovenia_Proceedings/links/690f2cf1a404d65709a419ee/23rd-European-Young-Statisticians-Meeting-11-15-September-2023-Ljubljana-Slovenia-Proceedings.pdf#page=101" target="_blank" >https://www.researchgate.net/profile/Andrej-Srakar/publication/397412266_23rd_European_Young_Statisticians_Meeting_11-15_September_2023_Ljubljana_Slovenia_Proceedings/links/690f2cf1a404d65709a419ee/23rd-European-Young-Statisticians-Meeting-11-15-September-2023-Ljubljana-Slovenia-Proceedings.pdf#page=101</a>
DOI - Digital Object Identifier
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Jazyk výsledku
angličtina
Název v původním jazyce
Kalman Filter and Identifiability of the Observation Model
Popis výsledku v původním jazyce
Kalman filter has become a commonly used approach in many technological applications to filter uncertainty from noisy measurements. In this paper, we describe the Kalman filter as an optimal unbiased estimator of the hidden state in the linear model. Additionally, a discussion of the model estimation is provided. In the end, as an original contribution, a discussion of the observation model is done.
Název v anglickém jazyce
Kalman Filter and Identifiability of the Observation Model
Popis výsledku anglicky
Kalman filter has become a commonly used approach in many technological applications to filter uncertainty from noisy measurements. In this paper, we describe the Kalman filter as an optimal unbiased estimator of the hidden state in the linear model. Additionally, a discussion of the model estimation is provided. In the end, as an original contribution, a discussion of the observation model is done.

Rok uplatnění
2024
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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