A measurement policy in stochastic linear filtering problems

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A New Ridge Estimator in Linear Measurement Error Model with Stochastic Linear Restrictions

In this paper, we propose a new ridge-type estimator called the new mixed ridge estimator (NMRE) by unifying the sample and prior information in linear measurement error model with additional stochastic linear restrictions. The new estimator is a generalization of the mixed estimator (ME) and ridge estimator (RE). The performances of this new estimator and mixed ridge estimator (MRE) against th...

متن کامل

Ridge Stochastic Restricted Estimators in Semiparametric Linear Measurement Error Models

In this article we consider the stochastic restricted ridge estimation in semipara-metric linear models when the covariates are measured with additive errors. The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates. The asymptotic normality of the resulting estimates are established. Also, necessary and sufficient condition...

متن کامل

Detection of Outliers and Influential Observations in Linear Ridge Measurement Error Models with Stochastic Linear Restrictions

The aim of this paper is to propose some diagnostic methods in linear ridge measurement error models with stochastic linear restrictions using the corrected likelihood. Based on the bias-corrected estimation of model parameters, diagnostic measures are developed to identify outlying and influential observations. In addition, we derive the corrected score test statistic for outliers detection ba...

متن کامل

Stochastic Robust Kalman Filtering for Linear Time-Varying Systems with a Multiplicative Measurement Noise

In this paper, a stochastic robust Kalman filtering problem is investigated for timevarying linear systems with stochastic uncertainties in its measurement matrix. The influence of parametric uncertainties on the nominal Kalman filter estimate is analyzed in the sense of classical weighted least-squares criterion. Stochastic approximation of estimation errors due to uncertainties allows us to o...

متن کامل

Stochastic Restricted Two-Parameter Estimator in Linear Mixed Measurement Error Models

In this study, the stochastic restricted and unrestricted two-parameter estimators of fixed and random effects are investigated in the linear mixed measurement error models. For this purpose, the asymptotic properties and then the comparisons under the criterion of mean squared error matrix (MSEM) are derived. Furthermore, the proposed methods are used for estimating the biasing parameters. Fin...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computers & Mathematics with Applications

سال: 2011

ISSN: 0898-1221

DOI: 10.1016/j.camwa.2010.11.033