Results 31 to 40 of about 617,695 (198)

Polar Region Integrated Navigation Method Based on Covariance Transformation

open access: yesApplied Sciences, 2021
Aircraft flying the trans-arctic routes usually apply inertial navigation mechanization in two different navigation frames, e.g., the local geographic frame and the grid frame.
Yongjian Zhang   +3 more
doaj   +1 more source

Assessing the Quality of Natural Gas Consumption Forecasting: An Application to the Italian Residential Sector

open access: yesEnergies, 2017
(1) Background: The present paper aims at estimating the quality of the forecasts obtained by using one equation models. In particular, the focus is on the effect that the explanatory variables have on the forecasted quantity.
Federico Scarpa, Vincenzo Bianco
doaj   +1 more source

Facilitating Inversion of the Error Covariance Models for the Wide-Swath Altimeters

open access: yesRemote Sensing, 2020
Wide-swath satellite altimeter observations are contaminated by errors caused by the uncertainties in the geometry and orientation of the on-board interferometer.
Max Yaremchuk   +2 more
doaj   +1 more source

Estimating correlated observation error statistics using an ensemble transform Kalman filter [PDF]

open access: yesTellus: Series A, Dynamic Meteorology and Oceanography, 2014
For certain observing types, such as those that are remotely sensed, the observation errors are correlated and these correlations are state- and time-dependent.
Joanne A. Waller   +3 more
doaj   +1 more source

Rank deficiency of Kalman error covariance matrices in linear time-varying system with deterministic evolution [PDF]

open access: yes, 2016
We prove that for-linear, discrete, time-varying, deterministic system (perfect-model) with noisy outputs, the Riccati transformation in the Kalman filter asymptotically bounds the rank of the forecast and the analysis error covariance matrices to be ...
Alberto Carrassi   +11 more
core   +2 more sources

Large Covariance Estimation by Thresholding Principal Orthogonal Complements [PDF]

open access: yes, 2013
This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-
Fan, Jianqing   +2 more
core   +2 more sources

Logistic regression error‐in‐covariate models for longitudinal high‐dimensional covariates

open access: yesStat, 2019
We consider a logistic regression model for a binary response where part of its covariates are subject‐specific random intercepts and slopes from a large number of longitudinal covariates. These random effect covariates must be estimated from the observed data, and therefore, the model essentially involves errors in covariates.
Hyung Park, Seonjoo Lee
openaire   +3 more sources

An Adaptive Fusion Attitude and Heading Measurement Method of MEMS/GNSS Based on Covariance Matching

open access: yesMicromachines, 2022
Aimed at the problem of filter divergence caused by unknown noise statistical characteristics or variable noise characteristics in an MEMS/GNSS integrated navigation system in a dynamic environment, on the basis of revealing the parameter adjustment ...
Wei Sun, Peilun Sun, Jiaji Wu
doaj   +1 more source

Shrinkage Estimation of the Power Spectrum Covariance Matrix [PDF]

open access: yes, 2008
We seek to improve estimates of the power spectrum covariance matrix from a limited number of simulations by employing a novel statistical technique known as shrinkage estimation.
Adrian C. Pope   +14 more
core   +1 more source

Efficient Regional Hybrid Ensemble-Variational Data Assimilation using the Global-Ensemble-Model-Augmented Error Covariance for Numerical Weather Prediction over Eastern China

open access: yesAtmosphere, 2020
An efficient regional hybrid ensemble-variational (EnVar) data assimilation method using the global-ensemble-model-augmented error covariance is proposed and preliminarily tested in this study. This method uses the global ensemble error covariance as the
Yuanbing Wang   +2 more
doaj   +1 more source

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