Results 91 to 100 of about 66,114 (285)

The geometry of low-rank Kalman filters [PDF]

, 2013
An important property of the Kalman filter is that the underlying Riccati flow is a contraction for the natural metric of the cone of symmetric positive definite matrices. The present paper studies the geometry of a low-rank version of the Kalman filter.
Bonnabel, Silvere, Sepulchre, Rodolphe
core  

Advances in vital‐sign prediction and early‐warning models for underground coal mine workers integrating environmental factors

Deep Underground Science and Engineering, EarlyView.
This review synthesizes advances in predicting miners' vital signs by integrating environmental monitoring (dust, temperature, and gas) with physiological data. It highlights multi‐source data fusion techniques and early‐warning models for enhanced occupational safety in underground coal mines.
Junji Zhu, Dawei Cui, Yingjie Liu, Yuntao Liang, Yue Zhang   +4 more
wiley   +1 more source

Regime‐Dependent Nowcasting of the Austrian Economy

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley   +1 more source

The Unscented Kalman Filter With Reduced Computation Time for Estimating the Attitude of the Attitude and Heading Reference System

IEEE Journal of Indoor and Seamless Positioning and Navigation
The algorithms of the Kalman filters have been used in many papers on the Pedestrian Dead Reckoning (PDR) and attitude estimation for the attitude and heading reference system (AHRS).
Shunsei Yamagishi, Lei Jing
doaj   +1 more source

Joint 2D-DOA and Carrier Frequency Estimation Technique Using Nonlinear Kalman Filters for Cognitive Radio

IEEE Access, 2017
The problem of jointly estimating carrier frequencies and their corresponding two-dimension direction of arrivals (DOA) of band-limited source signals is considered in this paper for cognitive radio.
Samar Elaraby, Heba Y. Soliman, Heba M. Abdel-Atty, Mohamed A. Mohamed   +3 more
doaj   +1 more source

Unscented Kalman Filters for Riemannian State-Space Systems

, 2018
Unscented Kalman Filters (UKFs) have become popular in the research community. Most UKFs work only with Euclidean systems, but in many scenarios it is advantageous to consider systems with state-variables taking values on Riemannian manifolds.
Ishihara, João Y., Kussaba, Hugo T. M., Menegaz, Henrique M. T.   +2 more
core   +1 more source

The Impact of Uncertainty on Forecasting the US Economy

Journal of Forecasting, EarlyView.
ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley   +1 more source

Mixed Noise Reduction in Gray Scale Images Using Hybrid Filters Scheme

Journal of Engineering and Sustainable Development, 2012
n interactive algorithm to restoration of noisy image is presented in this paper. This algorithm composites of two filters working together with scalar recursive Kalman filter at same time.
Karim M. Al-Jebory, Ekbal H. Ail, Ekhlas H. Karam   +2 more
doaj  

DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning

Journal of Forecasting, EarlyView.
ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley   +1 more source

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source