| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0312650 |
| utime |
20240111140706.7 |
| mtime |
20081008235959.9 |
| title
(primary) (eng) |
Problem of State Filtering in Case of Partially Known System Matrices |
| specification |
| page_count |
6 s. |
| media_type |
CD |
|
| serial |
| ARLID |
cav_un_epca*0312649 |
| ISBN |
978-961-264-003-3 |
| title
|
Proceedings of the 9th International PhD Workshop on Systems and Control |
| page_num |
1-6 |
| publisher |
| place |
Ljubljana |
| name |
Jožef Stefan Institute |
| year |
2008 |
|
| editor |
| name1 |
Gašperin |
| name2 |
Matej |
|
| editor |
| name1 |
Pregelj |
| name2 |
Boštjan |
|
|
| title
(cze) |
Úloha filtrace stavu v případě částečně známých matic modelu |
| keyword |
state model |
| keyword |
uniform innovations |
| keyword |
state filtration |
| keyword |
parameter estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0101175 |
| name1 |
Pavelková |
| name2 |
Lenka |
| institution |
UTIA-B |
| full_dept |
Department of Adaptive Systems |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| project |
| project_id |
2C06001 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0217685 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The linear state-space model with uniform innovations (LU model) proposed in previous author's work is extended here. The states and parameters of LU model are estimated under hard physical bounds. The estimation of the innovation boundaries is also included. Maximum a posteriori probability estimation reduces to the linear programming. The on-line estimation is running within the sliding window. Compared to the original model, we consider that model matrices can be time-variant. Also, offset terms are included. We present the problem of the joint parameter and state estimation, i.e., the state filtering with unknown model matrices. The ambiguity in the state estimates can be substantially decreased by the partial knowledge of some entries in the model matrices. The simple example illustrates this approach. |
| abstract
(cze) |
Příspěvek rozšiřuje rovnoměrný stavový model, zavedený v předchozích příspěvcích autora. Stavy a parametry jsou odhadované za přítomnosti pevných omezení, odhad mezí šumu je rovněž zahrnut. Maximálně věrohodný odhad je získán pomocí lineárního programování. On-line odhad probíhá na posuvném okně. Matice modelu mohou být časově proměnné. Příspěvek se zabývá sdruženým odhadem stavu a parametrů. Ukazuje, že částečná znalost matic modelu může snížit nebo i odstranit víceznačnost odhadu. |
| action |
| ARLID |
cav_un_auth*0242520 |
| name |
International PhD Workshop on Systems and Control |
| place |
Izola |
| dates |
01.10.2008-03.10.2008 |
| country |
SI |
|
| reportyear |
2009 |
| RIV |
BC |
| permalink |
http://hdl.handle.net/11104/0163655 |
| arlyear |
2008 |
| mrcbU56 |
soubor pdf 120kB |
| mrcbU63 |
cav_un_epca*0312649 Proceedings of the 9th International PhD Workshop on Systems and Control 978-961-264-003-3 1 6 Ljubljana Jožef Stefan Institute 2008 |
| mrcbU67 |
Gašperin Matej 340 |
| mrcbU67 |
Pregelj Boštjan 340 |
|