Identifiability of Unique Elements of Noise Covariances in State-Space Models
| dc.contributor.author | Kost, Oliver | |
| dc.contributor.author | Duník, Jindřich | |
| dc.contributor.author | Straka, Ondřej | |
| dc.date.accessioned | 2023-03-20T11:00:15Z | |
| dc.date.available | 2023-03-20T11:00:15Z | |
| dc.date.issued | 2021 | |
| dc.description.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. | cs |
| dc.description.abstract-translated | 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. | en |
| dc.format | 6 s. | cs |
| dc.format.mimetype | application/pdf | |
| dc.identifier.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 | cs |
| dc.identifier.document-number | 696396200055 | |
| dc.identifier.doi | 10.1016/j.ifacol.2021.08.378 | |
| dc.identifier.issn | 2405-8963 | |
| dc.identifier.obd | 43936006 | |
| dc.identifier.uri | 2-s2.0-85118114451 | |
| dc.identifier.uri | http://hdl.handle.net/11025/51714 | |
| dc.language.iso | en | en |
| dc.project.ID | SGS-2019-020/Rozvoj a využití kybernetických systémů identifikace, diagnostiky a řízení 4 | cs |
| dc.publisher | Elsevier | en |
| dc.relation.ispartofseries | Paginae Historiae | en |
| dc.rights | © authors | en |
| dc.rights.access | openAccess | en |
| dc.subject.translated | Linear systems, Noise Covariance Matrices, Correlation methods, Identifiability | en |
| dc.title | Identifiability of Unique Elements of Noise Covariances in State-Space Models | en |
| dc.type | konferenční příspěvek | cs |
| dc.type | ConferenceObject | en |
| dc.type.status | Peer-reviewed | en |
| dc.type.version | publishedVersion | en |
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