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多元线性模型中一个协差阵函数的二次估计问题(Ⅱ)
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作者 高宏伟 《北京师范大学学报(自然科学版)》 CAS CSCD 1995年第2期180-186,共7页
考虑多元线性模型,其中满足ε(i)=1,2,…,s独立,即ε(i)服从椭球等高分布,这里Σ≥0未知,已知且是一个特征函数},随机变量R≥0,R与η同分布,而随机向量在ER2>0,ER4>∞及α=ER4/p(p+2)—... 考虑多元线性模型,其中满足ε(i)=1,2,…,s独立,即ε(i)服从椭球等高分布,这里Σ≥0未知,已知且是一个特征函数},随机变量R≥0,R与η同分布,而随机向量在ER2>0,ER4>∞及α=ER4/p(p+2)—(ER2/P)2≠0的条件下,对任给矩阵C=C',得出了tr(CΣ)的一致(关于Σ≥0)最小方差不变二次无偏估计存在的充要条件以及其具体形式,同时也给出了在椭球等高分布下tr(CΣ)是(CΣ)的最优估计的充要条件的简便证法,以及含正态的椭球等高分布族下,tr(CΣ)的最优估计的存在性问题。 展开更多
关键词 多元线性模型 最小方 二次估计 协差阵函数
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Robust range-parameterized cubature Kalman filter for bearings-only tracking 被引量:9
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作者 吴昊 陈树新 +1 位作者 杨宾峰 罗玺 《Journal of Central South University》 SCIE EI CAS CSCD 2016年第6期1399-1405,共7页
In order to improve tracking accuracy when initial estimate is inaccurate or outliers exist,a bearings-only tracking approach called the robust range-parameterized cubature Kalman filter(RRPCKF)was proposed.Firstly,th... In order to improve tracking accuracy when initial estimate is inaccurate or outliers exist,a bearings-only tracking approach called the robust range-parameterized cubature Kalman filter(RRPCKF)was proposed.Firstly,the robust extremal rule based on the pollution distribution was introduced to the cubature Kalman filter(CKF)framework.The improved Turkey weight function was subsequently constructed to identify the outliers whose weights were reduced by establishing equivalent innovation covariance matrix in the CKF.Furthermore,the improved range-parameterize(RP)strategy which divides the filter into some weighted robust CKFs each with a different initial estimate was utilized to solve the fuzzy initial estimation problem efficiently.Simulations show that the result of the RRPCKF is more accurate and more robust whether outliers exist or not,whereas that of the conventional algorithms becomes distorted seriously when outliers appear. 展开更多
关键词 bearings-only tracking NONLINEARITY cubature Kalman filter numerical integration equivalent weight function
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