| Title: | Identifiability of Unique Elements of Noise Covariances in State-Space Models |
| Authors: | Kost, Oliver Duník, Jindřich Straka, Ondřej |
| Citation: | KOST, O. DUNÍK, J. STRAKA, O. Identifiability of Unique Elements of Noise Covariances in State-Space Models. In Proceedings of the 19th IFAC Symposium on System Identification, SYSID 2021. Amsterdam: Elsevier, 2021. s. 316-321. ISBN: neuvedeno , ISSN: 2405-8963 |
| Issue Date: | 2021 |
| Publisher: | Elsevier |
| Document type: | konferenční příspěvek ConferenceObject |
| URI: | 2-s2.0-85118114451 http://hdl.handle.net/11025/51714 |
| ISBN: | neuvedeno |
| ISSN: | 2405-8963 |
| Keywords in different language: | Linear systems, Noise Covariance Matrices, Correlation methods, Identifiability |
| Abstract: | ento článek se zabývá identifikací šumů lineárních časově invariantních dynamických stochastických systémů diskrétních v čase. Důraz je kladen na zjistění počtu odhadnutelných prvků kovariančních matic stavového šumu a šumu v rovnici měření. |
| Abstract in different language: | This paper deals with identification of noise covariance matrices of a dynamic system described by a linear discrete-in-time time-invariant stochastic state-space model. In particular, the parametric identifiability of the correlations methods is analysed and explicit relations for determination of a number of identifiable noise covariance matrices parameters are stated. The theoretical results are thoroughly discussed and illustrated. |
| Rights: | © authors |
| Appears in Collections: | Konferenční příspěvky / Conference Papers (KKY) OBD |
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|---|---|---|---|
| article_SYSID2021_KoDuSt.pdf | 451,36 kB | Adobe PDF | View/Open |
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