Original title: Factorized Kalman Filtering
Translated title: Faktorizovaný Kalmanův filtr
Authors: Suzdaleva, Evgenia
Document type: Papers
Conference/Event: International PhD Workshop on Interplay of Societal and Technical Decision-Making, Young Generation Viewpoint /7./, Hrubá Skála (CZ), 2006-09-25 / 2006-09-30
Year: 2006
Language: eng
Abstract: [eng] [cze]
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. 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.
Keywords: factorized filters; state estimation; traffic control
Project no.: CEZ:AV0Z10750506 (CEP), ESF, 1M0572 (CEP), GP201/06/P434 (CEP)
Funding provider: project TED, GA MŠk, GA ČR
Host item entry: Proceedings of the 7th International PhD Workshop: Interplay of Societal and Technical Decision-Making, Young Generation Viewpoint

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0138961

Permalink: http://www.nusl.cz/ntk/nusl-36131


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Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers