Spatial-Temporal Nonlinear Filtering Based on Hierarchical Statistical Models
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Spatial-Temporal Nonlinear Filtering Based on Hierarchical Statistical Models
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| Id. |
41988690 |
| Idioma |
inglés
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| Titulo |
Spatial-Temporal Nonlinear Filtering Based on Hierarchical Statistical Models |
| Autor(es) |
E Investigacion Operativa,Mark E. Irwin Noel Cressie,Mark E. Irwin,Noel Cressie,Gardar Johannesson
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| Localización |
http://citeseer.ist.psu.edu/553148.html
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| Versión |
1.0 |
| Estado |
Final
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| Descripción |
A hierarchical statistical model is made up generically of a data model, a process
model, and occasionally a prior model for all the unknown parameters. The process
model, known as the state equations in the filtering literature, is where most of the
scientist's physical/chemical/biological knowledge about the problem is used. In the
case of a dynamically changing configuration of objects moving through a spatial
domain of interest, that knowledge is summarized through equations of motion
with random perturbations. In this paper, our interest is in dynamically filtering
noisy observations on these objects, where the state equations are nonlinear. Two
recent methods of filtering, the Unscented Particle filter (UPF) and the Unscented
Kalman filter, are presented and compared to the better known Extended Kalman
filter. Other sources of nonlinearity arise when we wish to estimate nonlinear
functions of the objects positions; it is here where the UPF shows its superiority,
since optimal estimates and associated variances are straightforward to obtain.
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| Tipo |
pdf
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| Palabras clave |
E Investigacion Operativa,Mark E. Irwin Noel Cressie,Mark E. Irwin,Noel Cressie,Gardar Johannesson Spatial-Temporal Nonlinear Filtering Based on Hierarchical Statistical Models
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| Tipo de Interactividad |
Expositivo
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| Nivel de Interactividad |
muy bajo
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| Audiencia |
Estudiante
Profesor
Autor
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| Estructura |
Atomic |
| Coste |
no
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| Copyright |
sí
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unrestricted |
| Formatos |
pdf
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| Requerimientos técnicos |
Browser: Any
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| Relación |
[IsBasedOn] http://www.stat.ohio-state.edu/~irwin/PAPERS/test.pdf
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| Fecha de contribución |
31-mar-2009 |
| Contacto |
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