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Research Centre
Data - Algorithms - Decision Making
Data - Algorithms - Decision Making
Established in 2005 under support of MŠMT ČR (project 1M0572)
Publications
Swapping based joint estimation of uniform state model
Typ:
Conference paper
Authors:
Proceedings name:
2009 IEEE/SP 15th Workshop on Statistical Signal Processing
Publisher:
Research Publishing Services
Serie:
Cardiff
Year:
2009
ISBN:
978-1-4244-2710-9
Keywords:
state model, Bayesian learning, uniform innovations
Anotation:
The paper presents an algorithm for the on-line joint parameter and state estimation of the state model whose innovations are uniformly distributed. This task is performed as the alternating subtasks of state filtration and parameter estimation. We use a Bayesian approach and evaluate a maximum a posteriori probability (MAP) estimates in discrete time instants.