The span of coordinate time series affects the determination of an optimal noise model. We analyzed position data recorded for 10 continuous Global Positioning System (GPS) sites from 1998.0 to mid-2009 on the Austr...The span of coordinate time series affects the determination of an optimal noise model. We analyzed position data recorded for 10 continuous Global Positioning System (GPS) sites from 1998.0 to mid-2009 on the Australian Plate to estimate the best noise model and thereafter obtain the true uncertainties of the velocity, employing the maximum likelihood estimation (MLE) method. MLE was employed to analyze the data in four ways. In the first two analyses, the noise was assumed to be a combination of flicker noise and white noise for the raw time series and spatially filtered time series. In the final two analyses, the spectral indices and amplitudes were simultaneously estimated for a power law noise plus white noise model for the raw time series and spatially filtered time series. We conclude that the noise model of GPS time series in Australia can be best described as the combination of flicker noise and white noise. Velocity uncertainties fall below -0.2 mm/yr when the time span exceeds -9.5 years. A comparison of noise amplitudes and maximum likelihood estimation values between the raw and spatially filtered time series suggests that traditional spatial filtering to remove common-mode errors might not be applicable to the raw time series of this region.展开更多
Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that...Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov-Bayes recursion, e.g., recursion from a Gaussian or Gaussian mixture (GM) prior to a Gaussian/GM posterior (termed 'Gaussian conjugacy' in this paper), form the backbone for a general time series filter design. Due to challenges arising from nonlinearity, multimodality (including target maneuver), intractable uncertainties (such as unknown inputs and/or non-Gaussian noises) and constraints (including circular quantities), etc., new theories, algorithms, and technologies have been developed continuously to maintain such a conjugacy, or to approximate it as close as possible. They had contributed in large part to the prospective developments of time series parametric filters in the last six decades. In this paper, we review the state of the art in distinctive categories and highlight some insights that may otherwise be easily overlooked. In particular, specific attention is paid to nonlinear systems with an informative observation, multimodal systems including Gaussian mixture posterior and maneuvers, and intractable unknown inputs and constraints, to fill some gaps in existing reviews and surveys. In addition, we provide some new thoughts on alternatives to the first-order Markov transition model and on filter evaluation with regard to computing complexity.展开更多
The application of traditional synchronous measurement methods is limited by frequent fluctuations of electrical signals and complex frequency components in distribution networks.Therefore,it is critical to find solut...The application of traditional synchronous measurement methods is limited by frequent fluctuations of electrical signals and complex frequency components in distribution networks.Therefore,it is critical to find solutions to the issues of multifrequency parameter estimation and synchronous measurement estimation accuracy in the complex environment of distribution networks.By utilizing the multifrequency sensing capabilities of discrete Fourier transform signals and Taylor series for dynamic signal processing,a multifrequency signal estimation approach based on HT-IpDFT-STWLS(HIpST)for distribution networks is provided.First,by introducing the Hilbert transform(HT),the influence of noise on the estimation algorithm is reduced.Second,signal frequency components are obtained on the basis of the calculated signal envelope spectrum,and the interpolated discrete Fourier transform(IpDFT)frequency coarse estimation results are used as the initial values of symmetric Taylor weighted least squares(STWLS)to achieve high-precision parameter estimation under the dynamic changes of the signal,and the method increases the number of discrete Fourier.Third,the accuracy of this proposed method is verified by simulation analysis.Data show that this proposed method can accurately achieve the parameter estimation of multifrequency signals in distribution networks.This approach provides a solution for the application of phasor measurement units in distribution networks.展开更多
In this paper, we study the relationship between the convergence of the sinusoidal series and the infinity integrals (any real number α ∈[0,1], parameter p > 0). First of all, we study the convergence of the seri...In this paper, we study the relationship between the convergence of the sinusoidal series and the infinity integrals (any real number α ∈[0,1], parameter p > 0). First of all, we study the convergence of the series (any real number α ∈[0,1], parameter p > 0), mainly using the estimation property of the order to obtain that the series diverges when 0 p ≤1-α, the series converges conditionally when 1-α p ≤1, and the series converges absolutely when p >1. In the next part, we study the convergence state of the infinite integral (any real number α ∈[0,1], parameter p > 0), and get that when 0 p ≤1-α, the infinite integral diverges;when 1-α p ≤1, the infinite integral conditionally converges;when p >1, the infinite integral absolutely converges. Comparison of the conclusions of the above theorem, it is not difficult to derive the theorem: the level of and the infinity integral with the convergence of the state (any real number α ∈[0,1], the parameter p >0), thus promoting the textbook of the two with the convergence of the state requires the function of the general term or the product of the function must be monotonically decreasing conditions.展开更多
We present an estimation of depth of anomalous bodies using normalized full gradient (NFG) of gravity anomaly. Maxima in the NFG map can locate the bodies and indicate their depth. Model calculation using a sphere a...We present an estimation of depth of anomalous bodies using normalized full gradient (NFG) of gravity anomaly. Maxima in the NFG map can locate the bodies and indicate their depth. Model calculation using a sphere and application of the NFG method to gravity anomalies over salt domes in the USA and Denmark shows effectiveness of the method. However, the accuracy of depth estimation strongly depends on the number of term N in the Fourier series used to calculate the NFG. An optimum N for the calculation can be given from a test.展开更多
基金supported by the National Natural Science Foundation of China(Grant Nos.41304007,41074022)the Chinese Universities Scientific Fund(Grant No.121103)+1 种基金the Surveying and Mapping Basic Research Program of the National Administration of Surveying,Mapping and Geoinformation(Grant No.11-02-02)the China Scholarship Council and College of Science of the University of Nevada,Reno
文摘The span of coordinate time series affects the determination of an optimal noise model. We analyzed position data recorded for 10 continuous Global Positioning System (GPS) sites from 1998.0 to mid-2009 on the Australian Plate to estimate the best noise model and thereafter obtain the true uncertainties of the velocity, employing the maximum likelihood estimation (MLE) method. MLE was employed to analyze the data in four ways. In the first two analyses, the noise was assumed to be a combination of flicker noise and white noise for the raw time series and spatially filtered time series. In the final two analyses, the spectral indices and amplitudes were simultaneously estimated for a power law noise plus white noise model for the raw time series and spatially filtered time series. We conclude that the noise model of GPS time series in Australia can be best described as the combination of flicker noise and white noise. Velocity uncertainties fall below -0.2 mm/yr when the time span exceeds -9.5 years. A comparison of noise amplitudes and maximum likelihood estimation values between the raw and spatially filtered time series suggests that traditional spatial filtering to remove common-mode errors might not be applicable to the raw time series of this region.
基金Project supported by the Marie Sk?odowska-Curie Individual Fellowship(H2020-MSCA-IF-2015)(No.709267)the Open Project Program of Ministry of Education Key Laboratory of Measurement and Control of Complex Systems of Engineering,Southeast University,China(No.MCCSE2017A01)
文摘Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov-Bayes recursion, e.g., recursion from a Gaussian or Gaussian mixture (GM) prior to a Gaussian/GM posterior (termed 'Gaussian conjugacy' in this paper), form the backbone for a general time series filter design. Due to challenges arising from nonlinearity, multimodality (including target maneuver), intractable uncertainties (such as unknown inputs and/or non-Gaussian noises) and constraints (including circular quantities), etc., new theories, algorithms, and technologies have been developed continuously to maintain such a conjugacy, or to approximate it as close as possible. They had contributed in large part to the prospective developments of time series parametric filters in the last six decades. In this paper, we review the state of the art in distinctive categories and highlight some insights that may otherwise be easily overlooked. In particular, specific attention is paid to nonlinear systems with an informative observation, multimodal systems including Gaussian mixture posterior and maneuvers, and intractable unknown inputs and constraints, to fill some gaps in existing reviews and surveys. In addition, we provide some new thoughts on alternatives to the first-order Markov transition model and on filter evaluation with regard to computing complexity.
基金supported by the State Grid Corporation of China Headquarters Management Science and Technology Project(No.526620200008).
文摘The application of traditional synchronous measurement methods is limited by frequent fluctuations of electrical signals and complex frequency components in distribution networks.Therefore,it is critical to find solutions to the issues of multifrequency parameter estimation and synchronous measurement estimation accuracy in the complex environment of distribution networks.By utilizing the multifrequency sensing capabilities of discrete Fourier transform signals and Taylor series for dynamic signal processing,a multifrequency signal estimation approach based on HT-IpDFT-STWLS(HIpST)for distribution networks is provided.First,by introducing the Hilbert transform(HT),the influence of noise on the estimation algorithm is reduced.Second,signal frequency components are obtained on the basis of the calculated signal envelope spectrum,and the interpolated discrete Fourier transform(IpDFT)frequency coarse estimation results are used as the initial values of symmetric Taylor weighted least squares(STWLS)to achieve high-precision parameter estimation under the dynamic changes of the signal,and the method increases the number of discrete Fourier.Third,the accuracy of this proposed method is verified by simulation analysis.Data show that this proposed method can accurately achieve the parameter estimation of multifrequency signals in distribution networks.This approach provides a solution for the application of phasor measurement units in distribution networks.
文摘In this paper, we study the relationship between the convergence of the sinusoidal series and the infinity integrals (any real number α ∈[0,1], parameter p > 0). First of all, we study the convergence of the series (any real number α ∈[0,1], parameter p > 0), mainly using the estimation property of the order to obtain that the series diverges when 0 p ≤1-α, the series converges conditionally when 1-α p ≤1, and the series converges absolutely when p >1. In the next part, we study the convergence state of the infinite integral (any real number α ∈[0,1], parameter p > 0), and get that when 0 p ≤1-α, the infinite integral diverges;when 1-α p ≤1, the infinite integral conditionally converges;when p >1, the infinite integral absolutely converges. Comparison of the conclusions of the above theorem, it is not difficult to derive the theorem: the level of and the infinity integral with the convergence of the state (any real number α ∈[0,1], the parameter p >0), thus promoting the textbook of the two with the convergence of the state requires the function of the general term or the product of the function must be monotonically decreasing conditions.
基金supported by the Ministry of Science,Researches and Technology,Iran
文摘We present an estimation of depth of anomalous bodies using normalized full gradient (NFG) of gravity anomaly. Maxima in the NFG map can locate the bodies and indicate their depth. Model calculation using a sphere and application of the NFG method to gravity anomalies over salt domes in the USA and Denmark shows effectiveness of the method. However, the accuracy of depth estimation strongly depends on the number of term N in the Fourier series used to calculate the NFG. An optimum N for the calculation can be given from a test.