Results 11 to 20 of about 17,988 (163)
Recursive Estimation in Econometrics [PDF]
SSRN Electronic Journal, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Recursive Estimation of Autoregressions
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1989 SUMMARY This paper is concerned with the recursive estimation of autoregressive models, in particular the realtime determination of the order of such a specification. A model selection criterion based on the minimum description length principle due to Rissanen is discussed and strong consistency in the stationary situation is shown ...
Hannan, E. J. +2 more
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Shock and Vibration, 2015 Real-time estimation of modal parameters of time-varying structures can conduct an obvious contribution to some specific applications in structural dynamic area, such as health monitoring, damage detection, and vibration control; the recursive algorithm ...
Si-Da Zhou, Li Liu, Wu Yang, Zhi-Sai Ma
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Adaptive grid‐driven probability hypothesis density filter for multi‐target tracking
IET Signal Processing, 2021 The probability hypothesis density (PHD) filter and its cardinalised version PHD (CPHD) have been demonstratedasa class of promising algorithms for multi‐target tracking (MTT) with unknown,time‐varying number of targets.
Jinlong Yang, Jiuliu Tao, Yuan Zhang
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IET Signal Processing, 2021 Joint Cramér‐Rao lower bound (JCRLB) is very useful for the performance evaluation of joint state and parameter estimation (JSPE) of non‐linear systems, in which the current measurement only depends on the current state.
Xianqing Li +2 more
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Recursive Estimation in Capture-Recapture Methods
Sultan Qaboos University Journal for Science, 1998 An important problem in statistical ecology is how to determine the size of an animal population. The best known technique is the capture-recapture technique.
Lakhdar Aggoun, Robert J. Elliott
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Recursive Method in Modal Parameter Identification of Aerospace Structures under Non-Gaussian Noise
Shock and Vibration, 2020 Operational modal parameter identification is a tough problem in aerospace engineering due to the complex mechanics environment, various noises, and limited computational resources.
Lei Yu +4 more
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Complexity, 2021 This paper studies the state of charge (SOC) estimation of supercapacitors and lithium batteries in the hybrid energy storage system of electric vehicles.
Kai Wang +7 more
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Recursive Optimal Finite Impulse Response Filter and Its Application to Adaptive Estimation
Applied Sciences, 2022 In this paper, the recursive form of an optimal finite impulse response filter is proposed for discrete time-varying state-space models. The recursive form of the finite impulse response filter is derived by employing finite horizon Kalman filtering with
Bokyu Kwon, Sang-il Kim
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Shock and Vibration, 2017 Modal parameter estimation plays an important role in vibration-based damage detection and is worth more attention and investigation, as changes in modal parameters are usually being used as damage indicators.
Zhi-Sai Ma, Li Liu, Si-Da Zhou, Lei Yu
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