Konferenční příspěvek

Abstracts of Contributions to 4th International Workshop on Data-Algorithms-Decision Making

ÚTIA AV ČR, v.v.i

Praha

2008

Ing. Lenka Pavelková, Ph.D. (ÚTIA - Oddělení adaptivních systémů)

state model, uniform innovations, parameter estimation, stat

The contribution summarizes the results achieved by the author in the field of developing of a linear uniform state model (LU model) and its estimation. The system states and parameters are estimated on-line with fixed memory on the sliding window. The sliding window as the alternative of the forgetting allows to catch the slow parameter changes. The MAP estimation of the LU model reduces to the linear programming. The illustrative example with traffic data is presented. There, the lengths of the queues on the controlled intersection are estimated.