Results 81 to 90 of about 617,695 (198)
Best linear unbiased estimation for varying probability with and without replacement sampling
Special Matrices, 2019 When sample survey data with complex design (stratification, clustering, unequal selection or inclusion probabilities, and weighting) are used for linear models, estimation of model parameters and their covariance matrices becomes complicated.
Haslett Stephen
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Methodology, 2020 Previous research applying multilevel models to single-case data has made a critical assumption that the level-1 error covariance matrix is constant across all participants.
Eunkyeng Baek, John J. M. Ferron
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Frontiers in Remote SensingWe previously established a derivative-based approach to generate a pixel-level spectral error covariance matrix in satellite-retrieved remote sensing reflectance, ∑Rrs.
Minwei Zhang +8 more
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A New Variational Bayesian Adaptive Extended Kalman Filter for Cooperative Navigation
Sensors, 2018 To solve the problem of unknown state noises and uncertain measurement noises inherent in underwater cooperative navigation, a new Variational Bayesian (VB)-based Adaptive Extended Kalman Filter (VBAEKF) for master–slave Autonomous Underwater ...
Chengjiao Sun +3 more
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Optimal Sensor and Relay Nodes Power Scheduling for Remote State Estimation with Energy Constraint
Sensors, 2020 We study the sensor and relay nodes’ power scheduling problem for the remote state estimation in a Wireless Sensor Network (WSN) with relay nodes over a finite period of time given limited communication energy.
Yufei Han, Mengqi Cui, Shaojun Liu
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Markov-chain approximations of vector autoregressions: application of general multivariate-normal integration techniques [PDF]
Discrete Markov chains can be useful to approximate vector autoregressive processes for economists doing computational work. One such approximation method first presented by Tauchen (1986) operates under the general theoretical assumption of a ...
Edward S. Knotek II, Stephen Terry
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A Robust Continuous Time Fixed Lag Smoother for Nonlinear Uncertain Systems
, 2013 This paper presents a robust fixed lag smoother for a class of nonlinear uncertain systems. A unified scheme, which combines a nonlinear robust estimator with a stable fixed lag smoother, is presented to improve the error covariance of the estimation ...
Petersen, Ian R., Rehman, Obaid Ur
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An ensemble of perturbed analyses to approximate the analysis error covariance in 4dvar
Tellus: Series A, Dynamic Meteorology and Oceanography, 2020 The analysis error covariance is not readily available from four-dimensional variational (4dvar) data assimilation methods, not because of the complexity of mathematical derivation, but rather its computational expense.
H. Ngodock +5 more
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Asymptotic for the quantization error for a Wiener process with Gaussian starting point [PDF]
, 2014 The asymptotics for quantization error for a Wiener process with Gaussian starting point (GSP-Wiener process) is investigated. Using the classical methodology and some analytical approach a first result is obtained.
Salomón, Luis A.
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Tellus: Series A, Dynamic Meteorology and Oceanography, 2018 Sea ice prediction centres are moving toward the assimilation of ice thickness observations under the simplifying assumption that the observation errors are uncorrelated.
Graham Stonebridge +2 more
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