No (557)
Used filters
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557
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Factorized Kalman Filtering
Suzdaleva, Evgenia
2006 - English
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:
state estimation; factorized filters; traffic control
Available at various institutes of the ASCR
Factorized Kalman Filtering
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 ...
Geoinformation modelling
Klimešová, Dana; Ocelíková, E.
2006 - English
The contribution deals with issues that are very closely conected: Web services model, Dynamic GIS and the problem of uncertainty of spatial data. The paper shows that with the developement of the Web services architecture there is a clear trend towards GIS becoming more open, robust and interoperable. Příspěvek se zabývá Dynamickým GIS, Webovými službami a problematikou neurčitosti prostorových dat. Rozvoj architektury Webových služeb otevírá prostor pro využívání GIS na široké škále úrovní v nejrůznějších oblastech a posiluje tak aspekt GIS jako systému na podporu rozhodování.
Keywords:
spatial data uncertainty; contextual modelling; context uncertainty; Web services; control GIS
Available at various institutes of the ASCR
Geoinformation modelling
The contribution deals with issues that are very closely conected: Web services model, Dynamic GIS and the problem of uncertainty of spatial data. The paper shows that with the developement of the Web ...
Design and verification methodology for reconfigurable designs in Atmel FPSLIC
Kadlec, Jiří; Daněk, Martin
2006 - English
This paper describes a methodology and design flow for designs with dynamic reconfiguration in the DSP and control domain. The described design flow starts with a description an Matlab/Simulink that is converted to Handel-C and then compiled through VHDL to EDIF, and finally to FPGA configuration. The methodology and design flow are demonstrated on implementation examples with simple floating-point IP cores targetting the Atmel AT94K FPSLIC device. Částečná dynamická rekonfigurace umožňuje zvyšovat funkční hustotu návrhu, což ale vede ke složitějším metodám návrhu. Tento článek popisuje metodologii a návrhový postup pro rekonfigurovatelná zapojení z oblasti zpracování signálů a řídící techniky. Popisovaný postup začíná popisem v prostředí Matlab/Simulink, který je převeden do Handel-C a pak přeložen do VHDL a EDIFu a konfigurační informace pro FPGA obvody. Postup je předveden na příkladech.
Keywords:
FPGA; dynamic reconfiguration; FPSLIC; floating-point IP cores; design flow
Available at various institutes of the ASCR
Design and verification methodology for reconfigurable designs in Atmel FPSLIC
This paper describes a methodology and design flow for designs with dynamic reconfiguration in the DSP and control domain. The described design flow starts with a description an Matlab/Simulink that ...
FPGA-based fault simulator
Kafka, Leoš; Novák, O.
2006 - English
This paper describes a simulator based an this technique and show that partial dynamic reconfiguration is an effective way of falut injection. Error-detection-code based CED circuits are used in experiments; the results of the experiments are reported. Článek presentuje simulátor chyb založený na programovatelném logickém poli.
Keywords:
falut simulation; FPGA; reconfiguartion
Available at various institutes of the ASCR
FPGA-based fault simulator
This paper describes a simulator based an this technique and show that partial dynamic reconfiguration is an effective way of falut injection. Error-detection-code based CED circuits are used in ...
Sensitivity of stochastic programs by means of the infimum functional
Lachout, Petr
2006 - English
Paper presents a study on sensitivity of stochastic programs. It is based on the infimum functional derivative, namely on its Hadamard derivative. The paper applies theoretical results on one- and two-stage stochastic programs. Článek představuje studii sensitivity stochastického programování. Je založen na derivaci functionalu infima, zejména na jeho Hadamardově derivaci. Teoretické výsledky jse aplikovány na jedno- a dvou-stupňové stochastické programování.
Keywords:
Sensitivity of stochastic program; Hadamard derivative; Two-stage stochastic program
Available at various institutes of the ASCR
Sensitivity of stochastic programs by means of the infimum functional
Paper presents a study on sensitivity of stochastic programs. It is based on the infimum functional derivative, namely on its Hadamard derivative. The paper applies theoretical results on one- and ...
Optimality conditions for maximizers of the information divergence from an exponential family
Matúš, František
2006 - English
The information divergence of a probability measure P from an exponential family E over a finite set is defined as infimum of the divergences of P from Q subject to Q in E. All directional derivatives of the divergence from E are explicitly found. To this end, behaviour of the conjugate of a log-Laplace transform on the boundary of its domain is analysed. The first order conditions for P to be a maximizer of the divergence from E are presented, including new ones when P is not projectable to E. Informační divergence pravděpodobnostní míry P od exponenciální rodiny se definuje jako infimum divergencí P od Q v E. Byly spočteny směrové derivace této divergence pomocí nových výsledků o konjugaci log-Lapaceovy transformace. Byly formulovány nové nutné podmínky prvního řádu proto, aby P byla maximalizátorem této divergence
Keywords:
Kullback-Leibler divergence; relative entropy; exponential family; information projection; cumulant generating function; log-Laplace transform
Available at various institutes of the ASCR
Optimality conditions for maximizers of the information divergence from an exponential family
The information divergence of a probability measure P from an exponential family E over a finite set is defined as infimum of the divergences of P from Q subject to Q in E. All directional derivatives ...
Classes of Gaussian, Discrete and Binary Representable Independence Models Have No Finite Characterization
Šimeček, Petr
2006 - English
The paper shows that there is no finite set of forbidden minors which characterizes classes of independence models that are representable by Gaussian, discrete and binary distributions, respectively.
Keywords:
conditional independence; independence models
Available at various institutes of the ASCR
Classes of Gaussian, Discrete and Binary Representable Independence Models Have No Finite Characterization
The paper shows that there is no finite set of forbidden minors which characterizes classes of independence models that are representable by Gaussian, discrete and binary distributions, ...
Independence Models
Šimeček, Petr
2006 - English
The paper inspects a possibility of construction of constraint–based learning algorithms based on the knowl- edge of representable independence models. V članku je zaveden pojem nezávislostního modelu a jeho reprezentace v různých distribučních rámcích. Dále je diskutována možnost výběr modelu na základě dat, především pro připad Gaussovsky reprezentovatelných modelů.
Keywords:
independence models
Available at various institutes of the ASCR
Independence Models
The paper inspects a possibility of construction of constraint–based learning algorithms based on the knowl- edge of representable independence models....
Comparison of approximations in stochastic and robust optimization programs
Houda, Michal
2006 - English
The paper deals with two wide areas of optimization theory: stochastic and robust programming. We specialize to different approaches when solving an optimization problem where some uncertainties in constraints occur. To overcome uncertainty, we can request the solution to be feasible to all but a small part of constraints. Both approaches gives us different methods to deal with this requirement. We try to find fundamental differencies between them and illustrate the differencies on a simple numerical example. Článek se zabývá dvěma rozsáhlými oblastmi teorie optimalizace: stochastickým a robustním programováním. Specializuje se na dva různé přístupy v případě řešení optimalizačních úloh, ve kterých se vyskytuje náhodný prvek v omezeních. Jako způsob obejití tohoto problému je možné hledat řešení, které je přípustné pro téměř všechna omezení až na malou část. Oba přístupy nabízí odlišné metody zabývající se tímto požadavkem. Ve článku se snažíme nalézt základní rozdíly mezi oběma přístupy a ilustrovat tyto rozdíly na jednoduchém numerickém příkladě.
Keywords:
chance-constrained programming; robust programming; approximations; sampling method
Available at various institutes of the ASCR
Comparison of approximations in stochastic and robust optimization programs
The paper deals with two wide areas of optimization theory: stochastic and robust programming. We specialize to different approaches when solving an optimization problem where some uncertainties in ...
Bayesian approach to change point detection of unemployment rate via MCMC methods
Reisnerová, Soňa
2006 - English
The time series of numbers of new unemployed is analyzed and modeled as a series of Poisson counts. Its intensity parameter is assumed to have a linear shape with a possible jump and trend change. The change is detected with the Markov chain Monte Carlo procedure. An application to Czech Republic data 1998-2003 is presented. Přírůstky počtu nezaměstnaných jsou modelovány jako časová řada Poissonových náhodných veličin, jejichž intensita má linearní trend s možnou změnou i skokem. Tato změna je detekována pomocí MCMC prodcedury, metoda je použita na analýzu dat z ČR z let 1998-2003.
Keywords:
Change point; unemployment rate; MCMC; poisson model
Available at various institutes of the ASCR
Bayesian approach to change point detection of unemployment rate via MCMC methods
The time series of numbers of new unemployed is analyzed and modeled as a series of Poisson counts. Its intensity parameter is assumed to have a linear shape with a possible jump and trend change. The ...
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