Detail publikace

Estimation of parameters of one-step predictor with particle filter method

LEBEDA, A.

Originální název

Estimation of parameters of one-step predictor with particle filter method

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

This paper is focused on estimation of the parameters of a system with non-Gaussian noise. Firstly, the Bayesian inference is described and the method of the particle filters is introduced which is directly based on the Bayesian inference. The particle filters method numrically solve a problem of a recursive Bayesian state estimator. Secondly, the method for transformation of a random variables is introduced which changes the relative likelihood of the particle filters according to the distribution of the measurement noise. Thirdly, recursive least square method is derived and linear one-step predictor is described. Fourthly, parameters of the one-step predictor are estimated online with two methods that were mention before. The outputs of both methods are compared and results are discussed. The particle filters method with random variables is analyzed.

Klíčová slova

particle filters, non-Gaussian, Bayessian inference, identification, linear model

Klíčová slova v angličtině

částicové filtry, neGausovské systémy, Bayesovská inference, identifikace, lineární model

Autoři

LEBEDA, A.

Rok RIV

2015

Vydáno

13. 5. 2015

Nakladatel

Silesian University of Technology, Poland

Místo

Cracow, Poland

ISSN

1474-6670

Periodikum

Programmable devices and systems

Ročník

2015

Číslo

13

Stát

Spojené království Velké Británie a Severního Irska

Strany od

256

Strany do

261

Strany počet

6

URL

https://www.sciencedirect.com/science/article/pii/S2405896315008186

BibTex

@inproceedings{BUT115314,
  author="Aleš {Lebeda}",
  title="Estimation of parameters of one-step predictor with particle filter method",
  booktitle="13th IFAC Conference on Programmable Devices and Embedded Systems - PDeS 2015",
  year="2015",
  journal="Programmable devices and systems",
  volume="2015",
  number="13",
  pages="256--261",
  publisher="Silesian University of Technology, Poland",
  address="Cracow, Poland",
  doi="10.1016/j.ifacol.2015.07.043",
  issn="1474-6670",
  url="https://www.sciencedirect.com/science/article/pii/S2405896315008186"
}