In this paper, I compare model-based and moving average-based approaches to seasonal adjustment. I propose an optimal moving average filter, designed to minimize the distance from a model-based filter. In simulations, I consider the accuracy of the alternative methods in estimating seasonal factors in a simple model. I find that the most reliable results are obtained either by the model-based a...

Filters used to estimate unobserved components in time series are often designed on a priori grounds, so as to capture the frequencies associated with the component. A limitation of these filters is that they may yield spurious results. The danger can be avoided if the so-called ARIMA-model-based (AMB) procedure is used to derive the filter. However, parsimony of ARIMA models typically implies ...

A system that enables continuous slip compensation for a Mars rover has been designed, implemented, and field-tested. This system is composed of several components that allow the rover to accurately and continuously follow a designated path, compensate for slippage, and reach intended goals in high-slip environments. These components include: visual odometry, vehicle kinematics, a Kalman filter...