Numerically robust implementation of multiple-model algorithms

Li X.R.; Zhang Y.

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Numerically robust implementation of multiple-model algorithms

机译：多模型算法的数值鲁棒实现

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摘要

Standard implementation of multiple-model (MM) estimation algorithms may suffer from numerical problems, especially numerical underflows, which occur when the true model is vastly different from one or more models used in the algorithm. This may be devastating to the performance of the MM algorithm. Numerical robust implementations of some of the most popular MM algorithms are presented. Simulation results are provided to verify the proposed implementation and to compare with the implementations with a lower bound.

机译：多模型（MM）估计算法的标准实现可能会遇到数值问题，尤其是数值下溢，当真实模型与算法中使用的一个或多个模型有很大差异时，就会发生数字下溢。这可能会破坏MM算法的性能。介绍了一些最流行的MM算法的数值鲁棒实现。提供了仿真结果，以验证提出的实施方案并与下限的实施方案进行比较。

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《IEEE Transactions on Aerospace and Electronic Systems》 |2000年第1期|P.266-278|共13页
作者
Li X.R.; Zhang Y.;
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专利

1. Numerically robust implementation of multiple-model algorithms [J] . Li X.R., Zhang Y. IEEE Transactions on Aerospace and Electronic Systems . 2000,第1期

机译：多模型算法的数值鲁棒实现
2. Numerically Robust Minimal-Scan Reconstruction Algorithms for Diffraction Tomography via Radon Transform Inversion [J] . Mark A. Anastasio, Xiaochuan Pan International journal of imaging systems and technology . 2002,第2期

机译：通过Radon变换反演的层析层析成像的鲁棒最小扫描重建数值算法
3. Implementation of numerically robust fast recursive least squares adaptive filters using interval arithmetic [J] . Callender C.P., Cowan C.F.N. Electronics Letters . 1992,第7期

机译：使用区间算法实现数值鲁棒快速递归最小二乘自适应滤波器
4. NUMERICALLY ROBUST IMPLEMENTATION OF MULTIPLE-MODEL ALGORITHMS [C] . X. Rong Li, Youmin Zhang Triennial world congress of IFAC . 1999

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5. Robust numerical electromagnetic eigenfunction expansion algorithms. [D] . Sainath, Kamalesh. 2016

机译：健壮的数值电磁本征函数展开算法。
6. Reconstruction algorithm for single photon emission computed tomography and its numerical implementation [O] . A.S Fokas, A Iserles, V Marinakis 2006

机译：单光子发射计算机断层扫描的重建算法及其数值实现
7. Evaluating the Conditions for Robust Mechanism Design Abstract: We assess the strength of the different conditions identified in the literature of robust mechanism design. We focus on three conditions: ex post incentive compatibility, robust monotonicity, and robust measurability. Ex post incentive compatibility has been shown to be necessary for any concept of robust implementation, while robust monotonicity and robust measurability have been shown to be necessary for robust (full) exact and virtual implementation, respectively. This paper shows that while violations of ex post incentive compatibility and robust monotonicity do not easily go away, we identify a mild condition on environments in which robust measurability is satisfied by all social choice functions over an open and dense subset of first-order types. We conclude that there is a precise sense in which robust virtual implementation can be significantly more permissive than robust exact implementation. [O] . Takashi Kunimoto, Roberto Serrano 100

机译：评估鲁棒机构设计的条件摘要：我们评估了鲁棒机构设计文献中确定的不同条件的强度。我们关注三个条件：事后激励兼容性，强大的单调性和强大的可测量性。事后激励兼容性已被证明对于任何稳健实现的概念都是必要的，而稳健单调性和鲁棒可测量性已被证明分别对于健壮（完全）精确和虚拟实现是必要的。本文表明，虽然违反事后激励兼容性和强健单调性的行为不容易消失，但我们在环境中确定了一个温和的条件，在这些环境中，所有社会选择函数都满足一阶类型的开放和密集子集的鲁棒可测量性。我们得出结论，确切地说，健壮的虚拟实现可以比强大的精确实现更加宽松。

Numerically robust implementation of multiple-model algorithms

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