Theses will focus on the parameter and/or state estimation of stochastic models where the noise is described by the probability distribution with a bounded support. These models will be used for prediction and model-based control. The mentioned models are suitable for a description of real systems where some of the involved quantities are physically bounded, eg. inherent nonnegativity, maximal allowed speed etc.
Bibliography:
[1] A. d'Onofrio, Bounded noises in physics, biology, and engineering. New York, Springer, 2013 [2] M. Kárný etal.: Optimized Bayesian Dynamic Advising: Theory and Algorithms, Springer, 2006 [3] M. S. Grewal, A. P. Andrews: Kalman Filtering - Theory and Practice Using MATLAB, 2008, Wiley-IEEE Press [4] G. C. Goodwin, M. M. Seron and J. A. De Dona: Constrained Control and Estimation - An Optimisation Approach, Springer, 2005 [5] S. Kotz, J. R. Van Dorp: Beyond Beta - Other Continuous Families of Distributions with Bounded Support and Applications, World Scientific Publishing, 2004 [6] Další literatura dle konkrétního zaměření práce