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Search results for: ESTYMACJA RÓWNOLEGŁA
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Search results for: ESTYMACJA RÓWNOLEGŁA
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Locally Adaptive Cooperative Kalman Smoothing and Its Application to Identification of Nonstationary Stochastic Systems
PublicationOne of the central problems of the stochastic approximation theory is the proper adjustment of the smoothing algorithm to the unknown, and possibly time-varying, rate and mode of variation of the estimated signals/parameters. In this paper we propose a novel locally adaptive parallel estimation scheme which can be used to solve the problem of fixed-interval Kalman smoothing in the presence of model uncertainty. The proposed solution...