Institute of Information Theory and Automation

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Bibliography

Conference Paper (Czech conference)

Factorized Kalman Filtering

Suzdaleva Evgenia

: Proceedings of the 7th International PhD Workshop: Interplay of Societal and Technical Decision-Making, Young Generation Viewpoint, p. 226-233 , Eds: Přikryl J., Andrýsek J., Šmídl V.

: International PhD Workshop on Interplay of Societal and Technical Decision-Making, Young Generation Viewpoint /7./, (Hrubá Skála, CZ, 25.09.2006-30.09.2006)

: CEZ:AV0Z10750506

: ESF, project TED, 1M0572, GA MŠk, GP201/06/P434, GA ČR

: state estimation, factorized filters, traffic control

(eng): The present work considers the problem of the factorized filtering with Gaussian models and offers the solution, based on applying the L'DL decomposition of the covariance matrix. The results of such filtering is the posterior state estimate with the mean value and the factorized matrix of covariance.

(cze): Článek se zabývá problémem faktorizované filtrace s Gaussovskymi modely a nabízí řešení, založené na L'DL rozložení kovarianční matice. Výsledkem této filtrace je stavový odhad se středními hodnotami a faktorizovanou kovarianční maticí.

: 09I, 09J, 12B

: BC

2019-01-07 08:39