By using recursive estimation in cointegrated VAR model, we analyze the relationship between real estate financial structure and growth of real estate economy in China. 本文运用VAR模型协整关系的递归估计方法,对我国房地产金融结构和房地产经济增长的关联性进行了分析。
The principle of Recursive Bayesian estimation was introduced which was the basis of Particle filter, and the significance of importance function to the design of particle filter was illustrated. 介绍了作为粒子滤波理论基础的递推贝叶斯估计的基本概念,说明了重要性函数对于粒子滤波器的设计是至关重要的。
Application of multiscale recursive fusion estimation in integrated navigation system 多尺度递归融合估计在组合导航系统中的应用
The Linear Autoregression Model associated with weighting and recursive estimation 线性自回归加权递推模型
This paper deals with the linear autoregression model associated with weighting and recursive estimation and forecasting methods, the weighting method using weighting matrix was applied to the autoregression model. 本文论述了线性自回归加权递推模型及其预测方法,并将指数窗加权方法用于自回归递推模型。
Recursive Estimation of CARMA Models CARMA模型的递推估计
A Recursive Estimation Approach to Noise Covariances 噪声协方差的一种递推估计方法
To reduce this error, a recursive channel estimation algorithm was proposed to compensate the channel estimation of data field to increase the precision of the channel estimation of single timeslot. 为了降低这种误差,提出了循环迭代的算法,通过对数据域信道估计进行补偿,提高了单个时隙信道估计精度。
After obtaining the robust initial estimation the method is adopted that it identifies outliers in the linear model stepwise using t-distribution statistics in the process of recursive estimation, and a maximal likelihood estimation of the parameters in the linear model is finally obtained. 在获得了稳健初始估计后,文中提出在递推估计过程中利用t-分布检验统计量逐个辨识线性模型中的所有异常值,最终求得线性模型中参数的极大似然估计。
In the sense of least-square estimation, for the asynchronous linear multi-sensor measuring system with uncorrelated measurement noises, centralized and distributed recursive parameter estimation data fusion algorithms are presented, the two algorithms are equivalent and globally optimal. 在最小二乘估计意义下,对于测量噪声互不相关的多传感器异步线性测量系统,提出了集中式和分布式递推参数估计数据融合算法,两种算法完全等价,且都是全局最优的。
Conclusion Optimal recursive estimation for predicting and filtering of state for this singular system are obtained. 结论得到了该系统状态的最优预测和滤波递推方程。
This paper deals with the closed form recursive estimation for parameters of almost periodic moving average ( APMA) signal using higher order cyclic statistics. 本文利用高阶循环统计量讨论几乎周期滑动平均(APMA)信号参数的闭式递推估计。
Finally, a synthesis method for recursive parameter estimation of a stochastic system is also discussed. 最后讨论了随机系统参数递推估算的综合方法。
Research on the recursive estimation data fusion algorithm 一类递推估计数据融合算法研究
According to the structure characteristics of a time varying time series model, a new recursive parameter estimation algorithm of the time varying AR model is proposed. 根据对一类时变时间序列模型结构特点的研究,提出了一种时变AR模型的递推参数估计算法。
A New System Parameter Recursive Estimation 一种新的系统参数递推估计方法
In the sense of linear unbiased minimum variance estimation, a global optimal recursive state estimation algorithm for this discretized linear system is proposed. 在线性无偏最小方差估计准则下,推导出了该离散化后所得系统的全局最优递推状态估计算法。
This idea is shown to be very effective in treating the recursive parameter estimation problems of this paper. 这种想法在本文解决模型的递推参数估计问题中已证明是很有效的。
The problem for recursive estimation of state bounding of a discrete time linear dynamic system in ellipsoidal sets is addressed. 研究了具有椭球集合描述的离散时间动态线性系统的状态估计问题。
Recursive Estimation Algorithm for Calculating Time Delay in Thermodynamic Process 热工模型中纯迟延时间的递归估计算法
Closed-Form Recursive Estimation for Parameters of Almost Periodic MA Signal 几乎周期MA信号参数的闭式递推估计
Optimal Recursive Estimation with Uncertain Observation and Time-Correlated Disturbances CRP and lipoprotein were correlated. 具不确定观测和相关噪声的最优递推滤波CRP与血脂之间存在着相关性。
With the Kalman filtering method, a real-time recursive OD estimation algorithm is developed and validated by numerical results. 采用扩大状态变量的卡尔曼滤波,得到了OD估计的实时递推算法.仿真实验表明算法非常有效。
Simulations show that the method is an effective one for recursive estimation of MU nonlinear systems. 仿真例说明,该方法是模型不确定性非线性系统状态递推估计的有效方法。
Chapters 3 and 4 introduced the least squares estimation method and the target trajectory initial particle filter recursive estimation method. 第三章和第四章分别介绍了最小二乘初值估计法和目标轨迹粒子滤波递推估计法。
It is a recursive estimation algorithm, the best estimates of the physical parameters are obtained by processing a series of actual measurement data with errors. 它是一种递推估计算法,通过处理一系列带有误差的实际测量数据而得到的物理参数的最佳估算。
Firstly, the recursive fusion estimation based on time and adaptive weighted fusion algorithm based on space are used to improve the measurement precision. 论文首先对传感器进行基于算术平均递推估计的时间融合,然后对传感器进行基于自适应加权数据融合算法的空间融合,提高了测量精度。
This paper focuses on the application of partical filtering based on bayesian framework for recursive estimation in target tracking. 本文重点研究以贝叶斯递推估计框架为基础的粒子滤波算法在目标跟踪中的应用。
The proposed algorithms completely avoid matrix inversion by performing channel prediction on time domain and recursive channel estimation on frequency domain. 所提算法通过在时域上进行信道预测,在频域上进行递推估计,完全避免了矩阵求逆运算,有效降低了计算复杂度。
The discrete recursive estimation method of the least-squares is adopted, which obtains the real values of the friction coefficient and the mass of the crank by less times of iteration. 文中采用最小二乘的离散递推估计法,以较少的迭代次数得到了摩擦系数和曲柄转盘质量的实际值。