| Presentation | 2013-09-27 State Estimation for Large Scale Nonlinear Systems by using the Covariance Structure Analysis for Multivariate Time Series and Particle Filters Shozo TOKINAGA, Yoshikazu IKEDA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This report deals with the state estimation for large scale nonlinear systems by using the covariance structure analysis for multivariate time series and the PF. At first, we propose an approximate representation of multivariate time series by using the representative time series called latent time series based on the covariance structure analysis where correlation among observed time series is utilized. The dynamic factor analysis for multivariate time series is extended. To avoid the whole estimation of state variable to each nonlinear system, we apply PF only for latent time series, and for another observed time series we use these estimated states. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Covariance structure analysis / Large scale network / Particle filter / Latent time series |
| Paper # | CAS2013-56,NLP2013-68 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2013/9/19(1days) |
| Place (in Japanese) | (See Japanese page) |
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| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | State Estimation for Large Scale Nonlinear Systems by using the Covariance Structure Analysis for Multivariate Time Series and Particle Filters |
| Sub Title (in English) | |
| Keyword(1) | Covariance structure analysis |
| Keyword(2) | Large scale network |
| Keyword(3) | Particle filter |
| Keyword(4) | Latent time series |
| 1st Author's Name | Shozo TOKINAGA |
| 1st Author's Affiliation | Graduate School of Economics, Kyushu University() |
| 2nd Author's Name | Yoshikazu IKEDA |
| 2nd Author's Affiliation | Faculty of Economics and Business administration, The University of Kitakyushu |
| Date | 2013-09-27 |
| Paper # | CAS2013-56,NLP2013-68 |
| Volume (vol) | vol.113 |
| Number (no) | 225 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |