Výsledky vyhľadávania - "Fixed Interval Smoothing algorithm"

An EM Algorithm Fitting First-Order Conditional Autoregressive Models to Longitudinal Data

Autori: Schmid, Christopher H.

Zdroj: Journal of the American Statistical Association, 1996 Sep 01. 91(435), 1322-1330.

Prístupová URL adresa: https://www.jstor.org/stable/2291750

New design of linear least-squares fixed-interval smoother using covariance information

Autori: Akira Hataji Seiichi Nakamori

Zdroj: Automatica. 17:661-664

Predmety: white plus coloured observation noise, 0209 industrial biotechnology, nonstationary stochastic signal process, Linear systems in control theory, Wiener-Hopf integral equation, autocovariance functions, degenerate kernel, 0202 electrical engineering, electronic engineering, information engineering, Data smoothing in stochastic control theory, covariance information, 02 engineering and technology, recursive linear least-squares fixed-interval smoothing algorithm, invariant imbedding method

Popis súboru: application/xml

Prístupová URL adresa: https://www.sciencedirect.com/science/article/pii/S1474667017635444
https://www.sciencedirect.com/science/article/abs/pii/000510988190042X
https://dblp.uni-trier.de/db/journals/automatica/automatica17.html#NakamoriH81a

Fixed interval estimation in state space models when some of the data are missing or aggregated

Autori: Craig F. Ansley Robert Kohn

Zdroj: Biometrika. 70:683-688

Predmety: fixed-interval smoothing algorithm, multivariate autoregressive-moving average models, 4. Education, singular covariance matrix, aggregation, Data smoothing in stochastic control theory, Kalman filter, interpolation of missing data, 0101 mathematics, 16. Peace & justice, 01 natural sciences, Inference from stochastic processes and prediction, Filtering in stochastic control theory

Popis súboru: application/xml

Prístupová URL adresa: https://zbmath.org/3864346
https://doi.org/10.1093/biomet/70.3.683
https://www.jstor.org/stable/2336505
http://academic.oup.com/biomet/article-abstract/70/3/683/247851
https://academic.oup.com/biomet/article/70/3/683/247851

Recursive Algorithms for Bayes Smoothing with Uncertain Observations: Recursive algorithms for Bayes smoothing with uncertain observations

Autori: Murat Askar Haluk Derin

Zdroj: 1983 American Control Conference. :108-110

Predmety: 0209 industrial biotechnology, Estimation and detection in stochastic control theory, Computational methods in stochastic control, 0202 electrical engineering, electronic engineering, information engineering, Data smoothing in stochastic control theory, Foundations and philosophical topics in statistics, Bayes solution, Bayes fixed-interval smoothing algorithm, 02 engineering and technology, smoothing problem under uncertain observations, recursive algorithms

Popis súboru: application/xml

Prístupová URL adresa: https://zbmath.org/3859001
https://doi.org/10.1109/tac.1984.1103554
https://ieeexplore.ieee.org/iel5/9/24213/01103554.pdf
http://ieeexplore.ieee.org/xpl/abstractKeywords.jsp?reload=true&arnumber=1103554&sortType%3Dasc_p_Sequence%26filter%3DAND%28p_IS_Number%3A24213%29
http://xplorestaging.ieee.org/ielx5/9/24213/01103554.pdf?arnumber=1103554
https://www.infona.pl/resource/bwmeta1.element.ieee-art-000004171015

Aerodynamic derivatives identification using non-conservative robust kalman filter ; 의사최적 강인칼만필터를 이용한 공력 미계수 식별

Autori: 이한성 이장규 전기. 컴퓨터공학부

Prispievatelia: 이한성 이장규 전기. 컴퓨터공학부

Predmety: 공력계수식별, 의사최적 강인칼만필터, 측정 행렬 오차, 고정구간 스무딩 알고리즘, 선형회귀모델, 순환최소자승 알고리즘, Aerodynamic Coefficient Identification, Non-Conservative Robust Kalman Filter, noise-corrupted measurement matrix, Fixed Interval Smoothing algorithm, Linear Regression Model, Recursive Least Square algorithm

Popis súboru: xv, 135 p.

Relation: 000000031064; https://hdl.handle.net/10371/159043; http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000031064

Dostupnosť: https://hdl.handle.net/10371/159043
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000031064

Covariances for smoothed estimates in state space models

Autori: Murray J. Mackinnon Piet de Jong

Zdroj: Biometrika. 75:601-602

Predmety: smoothed estimates, recursive formula for covariance matrices, state space models, fixed interval smoothing algorithm, 0202 electrical engineering, electronic engineering, information engineering, smoothing, Kalman filter, 02 engineering and technology, 0101 mathematics, 01 natural sciences, Inference from stochastic processes and prediction, Filtering in stochastic control theory

Popis súboru: application/xml

Prístupová URL adresa: https://researchers.mq.edu.au/en/publications/covariances-for-smoothed-estimates-in-state-space-models
https://academic.oup.com/biomet/article/75/3/601/235395