An Information Fusion Identification Method for Multisensor Autoregressive Moving Average Signals with White Measurement Noise and Sensor Bias

2011 ◽  
Vol 9 (4) ◽  
pp. 1443-1447 ◽  
Author(s):  
Liu Jinfang ◽  
Deng Zili
Keyword(s):  
Information Fusion ◽  
Moving Average ◽  
Measurement Noise ◽  
Autoregressive Moving Average ◽  
Identification Method

Self-Tuning Weighted Measurement Fusion Kalman Signal Filter

2013 ◽  
Vol 274 ◽  
pp. 579-582
Author(s):  
Wen Qiang Liu ◽  
Gui Li Tao ◽  
Ze Yuan Gu ◽  
Song Li
Keyword(s):  
Signal Processing ◽  
Single Channel ◽  
Moving Average ◽  
Measurement Noise ◽  
Autoregressive Moving Average ◽  
Model Parameters ◽  
Dead Band ◽  
Identification Method ◽  
Self Tuning ◽  
Signal Filter

For the single channel autoregressive moving average (ARMA) signals with multisensor and a colored measurement noise, when the model parameters and noise variances are partially unknown, based on identification method and Gevers-Wouters algorithm with a dead band, a self-tuning weighted measurement fusion Kalman signal filter is presented. A simulation example applied to signal processing shows its effectiveness.

Self-Tuning Information Fusion Wiener Smoother for ARMA Signals

2011 ◽  
Vol 48-49 ◽  
pp. 1018-1023
Author(s):  
Jin Fang Liu ◽  
Zi Li Deng
Keyword(s):  
Information Fusion ◽  
System Analysis ◽  
Moving Average ◽  
Dynamic Error ◽  
Asymptotic Optimality ◽  
Autoregressive Moving Average ◽  
Model Parameters ◽  
Unknown Parameters ◽  
Self Tuning ◽  
Optimal Fusion

For the multisensor autoregressive moving average (ARMA) signals, based on the modern time series analysis method, a self-tuning information fusion Wiener smoother is presented when both model parameters and noise variances are unknown. The principle is that substituting the estimators of unknown parameters and noise variances into the corresponding optimal fusion Wiener smoother will yield a self-tuning fuser. Further, applying the dynamic error system analysis (DESA) method, it is rigorously proved that the self-tuning fused Wiener smoother converges to the optimal fused Wiener smoother in a realization, i.e. it has asymptotic optimality. A simulation example shows its effectiveness.

scholarly journals Identification Method of SUAV in Diving Phase Based on Flight Tests

2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Tieying Jiang ◽  
Junjie Yin ◽  
Chengwei Yang ◽  
Liang Jiang
Keyword(s):  
Mathematical Model ◽  
Least Squares ◽  
Least Squares Method ◽  
Moving Average ◽  
Flight Test ◽  
Installation Space ◽  
Flying Height ◽  
Autoregressive Moving Average ◽  
Identification Method ◽  
Aerial Vehicle

A mathematical model of the dive phase is an important research content for improving the accuracy of terminal control in the small unmanned aerial vehicle. The acquisition of the diving model poses new challenges, such as the small installation space, ultra-low flying height of small suicide drones, short flight time, strong coupling, less observable measurement, and elastic deformation of the wings during the drone dive phase. Based on the autoregressive moving average method, a multi-input multioutput noise term topology mathematical model is proposed in this paper. Through an improved least squares identification method, the diving model in the flight test is analyzed and verified. The identification results of the diving model obtained by the proposed method are compared with the least squares method dive model. The results indicate that the mathematical model and identification method proposed in this paper can effectively obtain the parameters of the drone dive model.

Using The Fully Modified M Method In Estimating The Effect Of Cultivated Area On Barley Production In Iraq For The Period 1970-2018

2020 ◽  
Vol 2020 (66) ◽  
pp. 101-110
Author(s):  
. Azhar Kadhim Jbarah ◽  
Prof Dr. Ahmed Shaker Mohammed
Keyword(s):  
Regression Model ◽  
Moving Average ◽  
Estimation Method ◽  
Estimation Methods ◽  
Autoregressive Moving Average ◽  
Moving Average Models ◽  
Error Terms ◽  
Relationship Of ◽  
The Relationship ◽  
Barley Crop

The research is concerned with estimating the effect of the cultivated area of barley crop on the production of that crop by estimating the regression model representing the relationship of these two variables. The results of the tests indicated that the time series of the response variable values is stationary and the series of values of the explanatory variable were nonstationary and that they were integrated of order one ( I(1) ), these tests also indicate that the random error terms are auto correlated and can be modeled according to the mixed autoregressive-moving average models ARMA(p,q), for these results we cannot use the classical estimation method to estimate our regression model, therefore, a fully modified M method was adopted, which is a robust estimation methods, The estimated results indicate a positive significant relation between the production of barley crop and cultivated area.

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