System Model Bias Processing Approach for Regional Coordinated States Information Involved Filtering
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-03-15
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
In the Kalman filtering applications, the conventional dynamic model which connects the states information of two consecutive epochs by state transition matrix is usually predefined and assumed to be invariant.
Aiming to improve the adaptability and accuracy of dynamic model, we propose multiple historical states involved filtering algorithm.
An autoregressive model is used as the dynamic model which is subsequently combined with observation model for deriving the optimal window-recursive filter formulae in the sense of minimum mean square error principle.
The corresponding test statistics characteristics of system residuals are discussed in details.
The test statistics of regional predicted residuals are then constructed in a time-window for model bias testing with two hypotheses, that is, the null and alternative hypotheses.
Based on the innovations test statistics, we develop a model bias processing procedure including bias detection, location identification, and state correction.
Finally, the minimum detectable bias and bias-to-noise ratio are both computed for evaluating the internal and external reliability of overall system, respectively.
American Psychological Association (APA)
Zhou, Zebo& Wu, Yunlong. 2016. System Model Bias Processing Approach for Regional Coordinated States Information Involved Filtering. Mathematical Problems in Engineering،Vol. 2016, no. 2016, pp.1-7.
https://search.emarefa.net/detail/BIM-1112237
Modern Language Association (MLA)
Zhou, Zebo& Wu, Yunlong. System Model Bias Processing Approach for Regional Coordinated States Information Involved Filtering. Mathematical Problems in Engineering No. 2016 (2016), pp.1-7.
https://search.emarefa.net/detail/BIM-1112237
American Medical Association (AMA)
Zhou, Zebo& Wu, Yunlong. System Model Bias Processing Approach for Regional Coordinated States Information Involved Filtering. Mathematical Problems in Engineering. 2016. Vol. 2016, no. 2016, pp.1-7.
https://search.emarefa.net/detail/BIM-1112237
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1112237