Online algorithm for variance components estimation

DOI10.1016/J.CNSNS.2021.105722MaRDI QIDQ2656798zbMATH OpenOpenAlexFDO

Authors Xinggang Zhang, Xiao-chun Lu

Publication date 16 March 2021

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2021.105722

zbMATH Keywords

batch-EM algorithmKalman filterprecise point positioningstochastic approximation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Geostatistics (86A32) Filtering in stochastic control theory (93E11)

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Cites work

• Acceleration of Stochastic Approximation by Averaging
• Adaptive Kalman filtering for INS/GPS
• Adaptively robust filtering for kinematic geodetic positioning.
• An optimal adaptive Kalman filter
• Estimation of variance and covariance components—MINQUE theory
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1569102 (Why is no real title available?)
• MINQUE for block diagonal bordered systems such as those encountered in VLBI data analysis
• On-line expectation-maximization algorithm for latent data models
• Regularization of geopotential determination from satellite data by variance components
• The effect of coloured noise on the uncertainties of rates estimated from geodetic time series

Cited in

(2)

• On-line algorithms for computing mean and variance of interval data, and their use in intelligent systems
• Online variance minimization

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