| Title: | Estimation of Parameters of Gaussian Sum Distributed Noises in State-Space Models |
| Authors: | Duník, Jindřich Kost, Oliver Straka, Ondřej |
| Citation: | DUNÍK, J. KOST, O. STRAKA, O. Estimation of Parameters of Gaussian Sum Distributed Noises in State-Space Models. In Proceedings of the 21st IFAC World Congress. Amsterdam: Elsevier, 2020. s. 2415-2422. ISBN: neuvedeno , ISSN: 2405-8963 |
| Issue Date: | 2020 |
| Publisher: | Elsevier |
| Document type: | konferenční příspěvek ConferenceObject |
| URI: | 2-s2.0-85105046780 http://hdl.handle.net/11025/47123 |
| ISSN: | 2405-8963 |
| Keywords in different language: | Noise parameter estimation, State-space models, Gaussian sum density |
| Abstract: | Článek je identifikaci popisu poruch stochastického dynamického systému, který je popsán stavovým model. Důraz je kladen na systémy, kde poruchy lze popsat hustotou pravěpodobnosti ve formě Gaussovských součtů. Navržená identifikační metoda je dvoukroková, kdy jsou nejprve odhadnuty momenty poruch a pak odpovídající parametry hustot. |
| Abstract in different language: | The paper deals with the estimation of noise parameters of a linear time-varying system. In particular, the stress is laid on the state-space models, where the state and measurement noises are described by the Gaussian sum probability density functions. The recently introduced measurement difference method for the estimation of higher-order moments of the state and measurement noises is revised and, subsequently, extended for estimation of the parameters of the noise Gaussian sum densities with a special focus on the densities with two-components. The theoretical results are discussed and illustrated in a numerical example. |
| Rights: | © authors |
| Appears in Collections: | Konferenční příspěvky / Conference Papers (KKY) OBD |
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|---|---|---|---|
| Dunik_Kost_Straka_Estimation_of_parameters.pdf | 703,79 kB | Adobe PDF | View/Open |
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