0422958 20240103203644.520141023235959.9 000344176000008 84885353249 10.1002/acs.2438 17 s. P cav_un_epca*02567720890-63272811 (2014)1189-1205Wiley state-space models bounded noise filtering problems estimation algorithms uncertain dynamic systems cav_un_auth*0101175 Pavelková Lenka Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0101124 Kárný Miroslav Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2014/AS/pavelkova-0422958.pdf TA01030123 GA TA ČR cav_un_auth*0271776 GA13-13502S GA ČR cav_un_auth*0292725 CEZ:AV0Z1075907 Joint parameter and state estimation is proposed for linear state-space model with uniform, entry-wise correlated, state and output noises (LSU model for short). The adopted Bayesian modelling and approximate estimation produce an estimator that (a) provides the maximum a posteriori estimate enriched by information on its precision, (b) respects correlated noise entries without demanding the user to tune noise covariances, and (c) respects bounded nature of real-life variables. 2015 BC 2 4 A 4a 20231122140033.3 http://hdl.handle.net/11104/0230623 S AUTOMATIONCONTROLSYSTEMS|ENGINEERINGELECTRICALELECTRONIC 0.599 1.157 Q1 52.27 52.640 Q2 Q1 2014 Soubory v repozitáři: pavelkova-0422958-nezverejnovat.pdf 84885353249 SCOPUS 000344176000008 WOS cav_un_epca*0256772 International Journal of Adaptive Control and Signal Processing 0890-6327 1099-1115 Roč. 28 č. 11 2014 1189 1205 Wiley