Displaying similar documents to “The variogram and estimation error in connection with the assessment of continuous streams.”

Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems

Philippe Moireau, Dominique Chapelle (2011)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We propose a general reduced-order filtering strategy adapted to Unscented Kalman Filtering for any choice of sampling points distribution. This provides tractable filtering algorithms which can be used with large-dimensional systems when the uncertainty space is of reduced size, and these algorithms only invoke the original dynamical and observation operators, namely, they do not require tangent operator computations, which of course is of considerable benefit when nonlinear operators...

Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems

Philippe Moireau, Dominique Chapelle (2011)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We propose a general reduced-order filtering strategy adapted to Unscented Kalman Filtering for any choice of sampling points distribution. This provides tractable filtering algorithms which can be used with large-dimensional systems when the uncertainty space is of reduced size, and these algorithms only invoke the original dynamical and observation operators, namely, they do not require tangent operator computations, which of course is of considerable benefit when nonlinear operators...

Identification of parametric models with a priori knowledge of process properties

Krzysztof B. Janiszowski, Paweł Wnuk (2016)

International Journal of Applied Mathematics and Computer Science

Similarity:

An approach to estimation of a parametric discrete-time model of a process in the case of some a priori knowledge of the investigated process properties is presented. The knowledge of plant properties is introduced in the form of linear bounds, which can be determined for the coefficient vector of the parametric model studied. The approach yields special biased estimation of model coefficients that preserves demanded properties. A formula for estimation of the model coefficients is derived...