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State space modeling of random drift rate in high-precision gyro

机译:高精度陀螺仪随机漂移率的状态空间建模

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摘要

A state space approach for the modeling of nonstationary time series is presented. Based on the concept of smoothness priors constraint, the overall model is fitted by using the Kalman filler and Akaike's AIC criterion. Whenever an autoregressive (AR) model with time-varying coefficient is fitted in state space model, it can be used for the time-varying spectrum estimation. Some numerical results of gyro drift models are obtained for analysis of high-precision gyro. As the trend, irregular and periodic components of the observed time series can be modeled simultaneously, it is statistically more accurate and efficient than that modeled separately
机译:提出了一种用于非平稳时间序列建模的状态空间方法。基于平滑先验约束的概念,使用卡尔曼填料和Akaike的AIC准则拟合整体模型。只要将具有时变系数的自回归(AR)模型拟合到状态空间模型中,就可以将其用于时变频谱估计。获得了陀螺漂移模型的一些数值结果,用于高精度陀螺的分析。由于可以同时对观察到的时间序列的趋势,不规则和周期性成分进行建模,因此与单独建模相比,它在统计上更加准确和有效

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