Results 101 to 110 of about 8,582 (299)
Distributed bearings-only tracking using the federated Kalman filter
, 2022 6 S.In this paper, a novel approach for distributed bearings-only tracking is presented. In the past years, the literature on tracking has focused more and more on the distributed Kalman filter, which yields the optimal state estimate, given that the ...
Wilms, M., Govaers, F.
core
Nowcasting World Trade With Machine Learning: A Three‐Step Approach
Journal of Forecasting, EarlyView.ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn +2 more
wiley +1 more source
On Kalman Filtering with Nonlinear Equality Constraints
, 2007 The state space description of some physical systems possess nonlinear equality constraints between some state variables. In this paper, we consider the problem of applying a Kalman filter-type estimator in the presence of such constraints. We categorize
Julier, SJ +3 more
core +1 more source
Redundant multi-mode filter for a navigation system [PDF]
, 2007 An approach is introduced to the design of a multi-mode navigation filter to combine a low-cost skewed redundant inertial measurement unit (SRIMU) with a multifunctional GPS (MF-GPS) receiver in order to implement a fault-tolerant aircraft navigation ...
Jia, Huamin, Allerton, David J.
core +1 more source
Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley +1 more source
Distributed Fusion Receding Horizon Filtering in Linear Stochastic Systems
EURASIP Journal on Advances in Signal Processing, 2009 This paper presents a distributed receding horizon filtering algorithm for multisensor continuous-time linear stochastic systems. Distributed fusion with a weighted sum structure is applied to local receding horizon Kalman filters having different ...
Il Young Song +4 more
doaj +1 more source
Privacy-Preserving Distributed Kalman Filtering
IEEE Transactions on Signal Processing, 2022 Ashkan Moradi +3 more
openaire +2 more sources
The Sector Liquidity Timing Ability of Bond Mutual Funds
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin +3 more
wiley +1 more source
The Self-Tuning Distributed Information Fusion Kalman Filter for ARMA Signals
, 2011 For the multisensor Autoregressive Moving Average (ARMA) signals with unknown model parameters and noise variances, using the Recursive Instrumental Variable (RIV) algorithm, the correlation method and the Gevers-Wouters algorithm with dead band, the ...
Gui Li Tao, Zi Li Deng
core +1 more source
BART Streams: Real‐Time Reconstruction Using a Modular Framework for Pipeline Processing
Magnetic Resonance in Medicine, EarlyView.ABSTRACT Purpose To create modular solutions for interactive real‐time MRI using reconstruction algorithms implemented in BART. Methods A new protocol for streaming of multidimensional arrays is presented and integrated into BART. The new functionality is demonstrated using examples for cardiac interactive real‐time MRI based on radial FLASH, where ...
Philip Schaten +4 more
wiley +1 more source