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It is well known that estimation performance of the Kalman filtering (KF) depends closely on systemic observability. Moreover, observable degree is usually used to measure the ability of observability on systemic state variables in control and estimation systems. Thereby, there should be a corresponding relation between the estimation performance of the KF and the observable degree. Unfortunately,...
For the multisensor time-invariant uncertain system with uncertainties of both parameters and noise variances, by introducing a fictitious white noise to compensate the uncertain parameters, the uncertain system can be converted into the system with known parameters and uncertain noise variances. Using the minimax robust estimation principle, and weighted least squares method, a robust weighted measurement...
For the linear discrete time multisensor system with uncertain model parameters and noise variances, the centralized fusion robust steady-state Kalman filter is presented by a new approach of compensating the parameter uncertainties by a fictitious noise. Based on the minimax robust estimation principle, a robust centralized fusion Kalman filter is presented based on the worst-case conservative systems...
For the multisensor linear stochastic descriptor system with same measurement matrix and correlated noises, the weighted measurement fusion information filter is presented, based on the weighted measurement fusion algorithm and the Kalman information filtering theory. This information filtering is a new repression of Kalman filtering based on information matrix, which can reduce computational burden...
The parameters plays an important role to the performance of support vector regression(SVR). In order to solve the problem of the Parameter optimization for SVR, first, we transform the problem of Parameter optimization into a problem of nonlinear system state estimation, then, we propose a novel algorithm based on Dual Recursive Variational Bayesian Adaptive Square-Cubature Kalman Filter (DRVB-ASCKF),...
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