Detail publikačního výsledku

Kalman Filter and Identifiability of the Observation Model

BENKO, M.; ŽÁK, L.

Originální název

Kalman Filter and Identifiability of the Observation Model

Anglický název

Kalman Filter and Identifiability of the Observation Model

Druh

Stať ve sborníku mimo WoS a Scopus

Originální abstrakt

Kalman filter has become a commonly used approach in many technological applications to filter uncertainty from noisy measurements. In this paper, we describe the Kalman filter as an optimal unbiased estimator of the hidden state in the linear model. Additionally, a discussion of the model estimation is provided. In the end, as an original contribution, a discussion of the observation model is done.

Anglický abstrakt

Kalman filter has become a commonly used approach in many technological applications to filter uncertainty from noisy measurements. In this paper, we describe the Kalman filter as an optimal unbiased estimator of the hidden state in the linear model. Additionally, a discussion of the model estimation is provided. In the end, as an original contribution, a discussion of the observation model is done.

Klíčová slova

Hidden Markov model, Kalman filtering, Bayesian estimation, Parameter identifiability, Observation model

Klíčová slova v angličtině

Hidden Markov model, Kalman filtering, Bayesian estimation, Parameter identifiability, Observation model

Autoři

BENKO, M.; ŽÁK, L.

Vydáno

24.10.2024

Nakladatel

Statistical Society of Slovenia

Místo

Ljubljana, Slovenia

ISBN

978-961-94283-6-8

Kniha

23rd European Young Statisticians Meeting – Short of papers

Strany od

87

Strany do

92

Strany počet

6

URL

https://www.researchgate.net/profile/Andrej-Srakar/publication/397412266_23rd_European_Young_Statisticians_Meeting_11-15_September_2023_Ljubljana_Slovenia_Proceedings/links/690f2cf1a404d65709a419ee/23rd-European-Young-Statisticians-Meeting-11-15-September-2023-Ljubljana-Slovenia-Proceedings.pdf#page=101

BibTex

@inproceedings{BUT200985,
  author="Matej {Benko} and Libor {Žák}",
  title="Kalman Filter and Identifiability of the Observation Model",
  booktitle="23rd European Young Statisticians Meeting – Short of papers",
  year="2024",
  pages="87--92",
  publisher="Statistical Society of Slovenia",
  address="Ljubljana, Slovenia",
  isbn="978-961-94283-6-8",
  url="https://www.researchgate.net/profile/Andrej-Srakar/publication/397412266_23rd_European_Young_Statisticians_Meeting_11-15_September_2023_Ljubljana_Slovenia_Proceedings/links/690f2cf1a404d65709a419ee/23rd-European-Young-Statisticians-Meeting-11-15-September-2023-Ljubljana-Slovenia-Proceedings.pdf#page=101"
}