Institute of Information Theory and Automation

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Bibliography

Conference Paper (Czech conference)

Application of marginalized particle filter to linear-Gaussian problems with unknown model error covariance structure

Hofman Radek

: Sborník workshopu doktorandů FJFI oboru Matematické inženýrství, p. 1-12

: Doktorandske dny 2008, (Praha, CZ, 07.11.2008-21.11.2008)

: CEZ:AV0Z10750506

: GA102/07/1596, GA ČR

: asimilation, linear-Gaussian problems

: http://library.utia.cas.cz/separaty/2008/AS/hofman-application of marginalized particle filter to linear-gaussian problems with unknown model error covariance structure.pdf

(eng): The paper presents a scheme for estimation of spatio-temporal evolution of a quantity with unknown model error. Model error is estimated on basis of measured-minus-observed residuals evaluated upon measured and modeled values. Methods of Bayesian filtering are applied to the problem. The main contribution of this paper is application of general marginalized particle filter algorithm to the linear-Gaussian problem with unknown model error covariance structure. Methodology is demonstrated on the problem of modeling of spatio-temporal evolution of groundshine-dose from radionuclides deposited on terrain in long-time horizon.

(cze): Článek se zabývá odhadováním spatio-temporální evoluce kvantity s neznámým modelem chyb.

: DI

2019-01-07 08:39