Using the picard method to calculate covariance matrices in the discrete Kalman filters

2017 ◽  
Vol 8 (4) ◽  
pp. 300-303
Author(s):  
O. A. Babich
2015 ◽  
Author(s):  
Jakub Dokoupil ◽  
Milan Papež ◽  
Pavel Václavek

2001 ◽  
Vol 6 (2) ◽  
pp. 15-28 ◽  
Author(s):  
K. Dučinskas ◽  
J. Šaltytė

The problem of classification of the realisation of the stationary univariate Gaussian random field into one of two populations with different means and different factorised covariance matrices is considered. In such a case optimal classification rule in the sense of minimum probability of misclassification is associated with non-linear (quadratic) discriminant function. Unknown means and the covariance matrices of the feature vector components are estimated from spatially correlated training samples using the maximum likelihood approach and assuming spatial correlations to be known. Explicit formula of Bayes error rate and the first-order asymptotic expansion of the expected error rate associated with quadratic plug-in discriminant function are presented. A set of numerical calculations for the spherical spatial correlation function is performed and two different spatial sampling designs are compared.


Author(s):  
Tatjana D. Kolemishevska-Gugulovska ◽  
Georgi M. Dimirovski ◽  
A. Talha Dinibutun ◽  
Norman E. Gough

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