Results 51 to 60 of about 617,695 (198)
Sparsity-Based Kalman Filters for Data Assimilation [PDF]
, 2018 Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications.
Kang, Wei, Xu, Liang
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Measurement Error Models with Nonconstant Covariance Matrices
Journal of Multivariate Analysis, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arellano Valle, RB +2 more
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Covariance Estimation in High Dimensions via Kronecker Product Expansions [PDF]
, 2013 This paper presents a new method for estimating high dimensional covariance matrices. The method, permuted rank-penalized least-squares (PRLS), is based on a Kronecker product series expansion of the true covariance matrix. Assuming an i.i.d.
Alfred O. Hero Iii +2 more
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Features of Invariant Extended Kalman Filter Applied to Unmanned Aerial Vehicle Navigation
Sensors, 2018 This research used an invariant extended Kalman filter (IEKF) for the navigation of an unmanned aerial vehicle (UAV), and compared the properties and performance of this IEKF with those of an open-source navigation method based on an extended Kalman ...
Nak Yong Ko +4 more
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A hybrid variational-ensemble data assimilation scheme with systematic error correction for limited-area ocean models [PDF]
Ocean Science, 2016 A hybrid variational-ensemble data assimilation scheme to estimate the vertical and horizontal parts of the background error covariance matrix for an ocean variational data assimilation system is presented and tested in a limited-area ocean model ...
P. Oddo +6 more
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On optimal solution error covariances in variational data assimilation problems [PDF]
, 2010 The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find unknown parameters such as distributed model coefficients or boundary conditions. The equation for the optimal solution error
(Funder), Scottish Founding Council via GRPE +3 more
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Drones, 2023 This paper focuses on distributed state estimation (DSE) and unmanned aerial vehicle (UAV) path optimization for target tracking. First, a diffusion cubature Kalman filter with intermittent measurements based on covariance intersection (DCKFI-CI) is ...
Shen Wang +3 more
doaj +1 more source
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes [PDF]
, 2013 Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar regularity parameter.
Bachoc, François
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A Stieltjes transform approach for analyzing the RLS adaptive Filter [PDF]
, 2009 Although the RLS filter is well-known and various algorithms have been developed for its implementation, analyzing its performance when the regressors are random, as is often the case, has proven to be a formidable task.
Hassibi, Babak, Vakili, Ali
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Parametric modal regression with error in covariates
Biometrical JournalAbstractAn inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score‐based diagnostic tool exploiting parametric bootstrap is developed to assess adequacy of parametric assumptions imposed on the regression model.
Qingyang Liu, Xianzheng Huang
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