Repeated surveys and the Kalman filter

Jo Thori Lind

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Repeated surveys and the Kalman filter

机译：重复测量和卡尔曼滤波器

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The time-series nature of repeated surveys is seldom taken into account. The few studies that do so smooth the period-wise estimates without using the cross-sectional information. This leads to inefficient estimation. We present a statistical model of repeated surveys and construct a computationally simple estimator based on the Kalman filter algorithm. The method efficiently uses the whole underlying data set, but only the first and second moments of the data are required for computational purposes.

机译：很少考虑重复调查的时间序列性质。很少有研究可以在不使用横截面信息的情况下，使周期估算更加平滑。这导致估计效率低下。我们提出了重复调查的统计模型，并基于卡尔曼滤波算法构造了计算简单的估计器。该方法有效地使用了整个基础数据集，但是出于计算目的，仅需要数据的第一和第二时刻。

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《The econometrics journal》 |2005年第3期|p.418-427|共10页
作者
Jo Thori Lind;
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作者单位

Department of Economics, University of Oslo, PB 1095 Blindern, 0317 Oslo, Norway;

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原文格式 PDF
正文语种 eng
中图分类 f;
关键词
surveys; kalman filter; time series;

机译：调查;卡尔曼滤波;时间序列;

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机译：具有真实数据的连续航天器姿态估计的非线性滤波：Cubature Kalman滤波器，Unscented Kalman滤波器和扩展卡尔曼滤波器
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5. Practical Consideration of Temporal Correlation in RTK GPS Surveying using a Modified Kalman Filter. [D] . Miller, Charles. 2010

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6. Distributed Kalman Filtering Based on the Non-Repeated Diffusion Strategy [O] . Xiaoyu Zhang, Yan Shen 2020

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7. Repeated surveys and the Kalman filter [O] . Jo Thori Lind 2005

机译：重复测量和卡尔曼滤波器
8. Kalman Filter Techniques for Control of Repeated Economic Surveys [R] . Smith, W., Barzily, Z. 1980

机译：用于控制重复经济调查的卡尔曼滤波技术

Repeated surveys and the Kalman filter

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