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National Repository of Grey Literature

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Nastavení kovariancí a stavových parametrů pro Kalmanův filtr Pecherková, Pavla The estimation of queue lengths via local filters is depend on initial settings of covariances and state parameters if they are unknown. Using of Subspace methods looks as a good possibilities for initial settings but the traffic problem is so complicated that it is not possible used the Subspace methods generally. Detailed record

Faktorizovaný Kalmanův filtr Suzdaleva, Evgenia 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. Detailed record

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