Filtry
Noise Covariance Matrix Estimation in Navigation and Tracking: Impact of Linearisation Error
on the quality of the covariance matrix estimates. For the analysis, typical representatives of four fundamental approaches to noise covariance matrix estimation, i.e., a correlation method, a maximum-lik...
Automation and control systems
- 2017 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Estimation of Noise Means and Covariance Matrices for Linear Time-Varying Models
in a system of linear matrix equations for consistent estimation of both; noise means and noise covariance matrices. The theoretical results are discussed and illustratedThe paper deals with the estimation of the ...
Automation and control systems
- 2018 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Noise Covariance Matrices Estimation for Systems with Time-Varying Availability of Sensors
The paper deals with the estimation of the noise covariance matrices of a time-varying system described by a state-space model with a time-varying set of sensors. In particular, the measurement difference autocovariance method, is p...
Robotics and automatic control
- 2017 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Off-line Estimation of System Noise Covariance Matrices by a Special Choice of the Filter Gain
Estimation of noise covariance matrices for linear or nonlinear stochastic dynamic systems is treated. The stress is laid on the case when the initial state mean and covariance matrix are exactly known. The propert...
BC - Teorie a systémy řízení
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Design of measurement difference autocovariance method for estimation of process and measurement noise covariances
of linear matrix equations for the elements of the noise covariance matrices. ComparedThe paper deals with the estimation of the process and measurement noise covariance matrices of a system described by ...
Automation and control systems
- 2018 •
- Jimp •
- Odkaz
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Noise Covariances Identification by MDM: Weighting, Recursion, and Implementation
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 a...
Automation and control systems
- 2024 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
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Feature preserving mesh smoothing algorithm based on local normal covariance
is modeledby a covariance matrix of neighbourhood triangle normals. The eigenvalues and eigenvectors of the covariance matrix are used for local weighting of the displacement......
JC - Počítačový hardware a software
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
Noise covariance matrices in state-space models: A survey and comparison of estimation methods—Part I
This paper deals with the estimation of the noise covariance matrices of systems described by state-space models. Stress is laid on the systematic survey and classification of both the recursive and batch processing methods proposed...
Automation and control systems
- 2017 •
- Jimp •
- Odkaz
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Bayesian comparison of Kalman filters with known covariance matrices
Kalman filters. We investigate a case where the covariance of themeasurement noise and the normalized covariance matrix of the process noise are both available....
BC - Teorie a systémy řízení
- 2015 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Informed FastICA: Semi-Blind Minimum Variance Distortionless Beamformer
information here is provided by a weighted covariance matrix replacing the noise covariance matrix, the estimation of which is a frequent goal of neural beamformers......
Acoustics
- 2024 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
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