多元线性模型的广义逆诊断问题

在实际问题中,经常需要考虑多个因变量对多个自变量的相互依赖关系,但在运算过程中经常会碰到奇异矩阵不能求逆的问题.通过推导任意2矩阵的差的广义逆,解决了这一问题,继而得出多元线性模型的参数估计,最后推出数据删除模型异常点的判断依据.     

野值存在下的BP网络自适应卡尔曼滤波

提出了一种抗野值的BP网自适应卡尔曼滤波算法.通过BP网络对新息序列的方差和均值的速率进行在线实时监测计算,输出一组加权系数对新息做修正处理,从而有效地抑制了野值对滤波器的影响.仿真证明该算法保持了新息的统计特性,提高了滤波器的精度和稳定性.     

基于粒子滤波的目标跟踪抗野值算法

运用粒子滤波对目标位置进行跟踪时,测量数据的异常突变点、目标的机动转弯、粒子数量的制约和重要性密度函数的优劣都会导致估计误差较大的野值出现,这将严重影响雷达对目标的跟踪精度。现有的野值剔除方法在目标发生机动时,都存在误剔率较高的问题。针对这个问题,采用莱特准则与机动门限准则相结合的方法,提出了不确定观测点的概念,设计了一种适用于机动目标的抗野值粒子滤波算法。仿真结果表明,该方法能较好地检测和更新野值,降低跟踪误差,提高跟踪精度。     

Online process mean estimation using L1 norm exponential smoothing

A basic assumption in process mean estimation is that all process data are clean. However, many sensor system measurements are often corrupted with outliers. Outliers are observations that do not follow the statistical distribution of the bulk of the data and consequently may lead to erroneous results with respect to statistical analysis and process control. Robust estimators of the current process mean are crucial to outlier detection, data cleaning, process monitoring, and other process features. This article proposes an outlier‐resistant mean estimator based on the L₁ norm exponential smoothing (L₁‐ES) method. The L₁‐ES statistic is essentially model‐free and demonstrably superior to existing estimators. It has the following advantages: (1) it captures process dynamics (e.g., autocorrelation), (2) it is resistant to outliers, and (3) it is easy to implement. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009