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This paper addresses the optimal unbiased minimum-variance state estimation of descriptor systems in the framework of unknown input filtering.
Based on the proposed new model, an optimal unbiased filter is designed that minimizes the filtering error variance at each time-step.
To overcome this drawback, we propose a novel visual tracker based on the optimal unbiased finite memory filter (OUFMF) in the formulation of a linear matrix inequality (LMI) and a linear matrix equality (LME).
ML estimators are asymptotically optimal (unbiased and efficient), i.e., they achieve the best possible performance given by the CRLB for a large number of observations or at high SNR.
This large performance gap is expected because the CRLB here is based on the observation data modeled by (7), which is free of scattered-path contributions, and the CRLB result corresponds to an optimal unbiased estimator.
This paper addresses globally optimal unbiased minimum-variance state estimation for systems with unknown inputs that affect both the system and the output with the descriptor Kalman filtering method.
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It can also be seen that the difference between the optimal and unbiased estimates exists but it is not large, in view of the scale in Figures 2 and 3.
Double auction is one such mechanism to allocate resources that prevents monopoly and is used to design an unbiased optimal market strategy for cloud market.
We address p-shift finite impulse response optimal (OFIR) and unbiased (UFIR) algorithms for predictive filtering (p > 0), filtering (p = 0), and smoothing filtering (p < 0) at a discrete point n over N neighboring points.
Data from population-based screening are the optimal source of unbiased information about conditions and required reporting should be instituted.
According to the optimal principle of unbiased estimation and minimal error variance of co-kriging, if the variogram of spatial and regional residuals is precisely captured, error variance of spatial residual will decrease substantially and in turn R will increase [ 29].
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com