We conclude that, in the absence of a model based on first principles, parameter estimation cannot just rely on cost function optimization.
Then, we introduce a framework for constraint implementation, based on first solving an unconstrained estimation problem and then a constrained problem, with recursive estimators such as the unscented Kalman filter (UKF) and the ensemble Kalman filter (EnKF); we also show that the same framework is applicable for moving horizon estimation (MHE).
In this paper, a novel statistical approach is presented for time-of-arrival (TOA) estimation based on first path (FP) pulse detection using a sub-Nyquist sampling ultra-wide band (UWB) receiver.
Design of Kalman filter type and moving horizon estimators for on-line estimation applications based on first principles models is reviewed.
The main conclusion, which is substantiated through application examples, is that robust and reliable estimation applications based on first principles models of considerable complexity, can be designed and implemented for use in an industrial environment.
Estimation of the lifetime risk of cancer should either be based on first primaries or should use the new method.
This is in sharp contrast to the results presented by Caselli, Esquivel and Lefort (1996) who find that the econometric procedure based on first-differencing and GMM estimation yields estimated annual convergence rates that are greater by a factor of ten than those usually reported in the literature (the commonly accepted figure being in the order of 2percentt per year).
The analysis was undertaken using MLwiN multilevel software and estimations based on second order Predictive Quasi-Likelihood (PQL) procedure [ 36].
In [8], statistical performance analysis in presence of sensor errors without considering the presence of observation noise are conducted for DOA estimation algorithms based on second-order statistics (SOS).
Gestational age at delivery estimation was based on second-trimester ultrasound scan, or if this was not available then based on last menstrual period.
The patient course is reviewed a few days after ICU admission, because their status at this point is thought to be more representative of their clinical condition and risk of mortality than if such estimation was based on first-ICU day values.
