BLUE, BLUP and the Kalman filter: some new results

QR Code

BLUE, BLUP and the Kalman filter: some new results

In this contribution, we extend ‘Kalman-filter’ theory by introducing a new BLUE–BLUP recursion of the partitioned measurement and dynamic models. Instead of working with known state-vector means, we relax the model and assume these means to be unknown. The recursive BLUP is derived from first princ...

Full description

Bibliographic Details
Main Authors:	Teunissen, Peter, Khodabandeh, A.
Format:	Journal Article
Published:	Springer - Verlag 2013
Subjects:	BLUE–BLUP recursion Best linear unbiased estimation (BLUE) Kalman filter Best linear unbiased prediction (BLUP) Misclosures Minimum mean squared error (MMSE)
Online Access:	http://hdl.handle.net/20.500.11937/43062

Similar Items

A recursive linear MMSE filter for dynamic systems with unknown state vector means
by: Khodabandeh, A., et al.
Published: (2014)

On a stronger-than-best property for best prediction
by: Teunissen, Peter
Published: (2008)

Best prediction in linear models with mixed integer/real unknowns: theory and application
by: Teunissen, Peter
Published: (2007)

Least-squares variance component estimation
by: Teunissen, Peter, et al.
Published: (2008)

A Gauss-Markov-like theorem for integer GNSS ambiguities.
by: Teunissen, Peter
Published: (2002)

Performance comparison of the BIE estimator with the float and fixed GNSS ambiguity estimators
by: Verhagen, S., et al.
Published: (2005)

Theory of integer equivariant estimation with application to GNSS
by: Teunissen, Peter
Published: (2003)

Simplified Robust Design for Nonregenerative Multicasting MIMO Relay Systems
by: Gopal, Lenin, et al.
Published: (2015)

On the computation of the best integer equivariant estimator
by: Teunissen, Peter
Published: (2005)

Numerical properties of adaptive recursive least-squares (RLS) algorithms with linear constraints.
by: Huo, Jia Q.
Published: (1999)

Overcoming uncertainty and barriers to adoption of Blue-Green Infrastructure for urban flood risk management
by: Thorne, C.R., et al.
Published: (2015)

A discontinuous extended Kalman filter for non-smooth dynamic problems
by: Chatzis, M.N., et al.
Published: (2017)

Non-Regenerative Multi-Way Relaying: Combining the Gains of Network Coding and Joint Processing
by: Degenhardt, H., et al.
Published: (2013)

L1 Linear Interpolator of Missing Values in Time Series
by: Lu, Zudi, et al.
Published: (2003)

Population genetics and reproductive biology of blue swimming crab, Portunus pelagicus (Linnaeus, 1758) in the west coast of Peninsular Malaysia
by: Sukimin, Intan Rohayu
Published: (2017)

A windowing-recursive approach for GPS real-time kinematic positioning
by: Zhou, Z., et al.
Published: (2010)

Tomlinson-Harashima Precoding Based Transceiver Design for MIMO Relay Systems With Channel Covariance Information
by: Gopal, Lenin, et al.
Published: (2015)

Synthesis and photocatalytic activity of BiVO4, Ag-BiVO4 and Cu-BiVO4 in degradation of methylene blue / \c by Jong Chin Yun
by: Jong, Chin Yun
Published: (2013)

In-service diagnostics for wire-bond lift-off and solder fatigue of power semiconductor packages
by: Eleffendi, Mohd Amir, et al.
Published: (2017)

Least squares prediction in linear models with integer unknowns.
by: Teunissen, Peter.
Published: (2007)

Adaptive antenna array beamforming using a concatenation of recursive least square and least mean square algorithms
by: Srar, Jalal Abdulsayed
Published: (2011)

Joint Source and Relay Optimization for Parallel MIMO Relays Using MMSE-DFE Receiver
by: Toding, Apriana, et al.
Published: (2010)

Photocatalytic removal of methylene blue by bismuth vanadate prepared via polyol route
by: Moey, Melanie Hui Jia
Published: (2012)

Investigating Successive Interference Cancellation in MIMO Relay Network
by: Toding, Apriana, et al.
Published: (2011)

Predicting movements of onsite workers and mobile equipment for enhancing construction site safety
by: Zhu, Zhenhua, et al.
Published: (2016)

Steady inter and intra-annual decrease in the vocalization frequency of Antarctic blue whales
by: Gavrilov, Alexander, et al.
Published: (2012)

The microflora of Blue Stilton cheese
by: Whitley, Elizabeth
Published: (2002)

Evaluation of growth and survival of juveniles blue swimming crab, Portunus pelagicus (Linnaeus, 1758) in captivity
by: Kohinoor, S.M. Shoyaib
Published: (2019)

Measuring productivity and efficiency: a Kalman filter approach
by: Duygun, Meryem, et al.
Published: (2016)

Object tracking in SD-OCT images using Kalman filters
by: Guven, Deniz
Published: (2015)

Migratory patterns and estimated population size of pygmy blue whales (Balaenoptera musculus brevicauda) traversing the Western Australian coast based on passive acoustics.
by: McCauley, Robert, et al.
Published: (2010)

A worst-case robust MMSE transceiver design for nonregenerative MIMO relaying
by: Shen, H., et al.
Published: (2014)

The Restructuring Process of the Singapore Tourism Board
by: Wee, Kevin Thian Hock
Published: (2007)

Imaging Spectroscopy for On-Farm Measurement of Grassland Yield and Quality
by: Schut, Antonius, et al.
Published: (2006)

Theoretical study of the electronic spectra of small molecules that incorporate analogues of the copper-cysteine bond
by: Do, Hainam, et al.
Published: (2012)

Phylogenetic relationships and population structure of Portunus pelagicus in the coastal waters of Malaysia inferred from mitochondrial DNA and microsatellites
by: Chai, Chuan Jian
Published: (2017)

Preparation of p-sulphonated calix[4]arene functionalised cellulose acetate nanofiber for methylene blue dye removal from aqueous solution
by: Basri, Nur Amilah Fadlina
Published: (2023)

Least-squares collocation with integer parameters
by: Teunissen, Peter
Published: (2006)

Effect of gelatin stabilized copper nanopeprintss on catalytic reduction of methylene blue
by: Musa, Aminu, et al.
Published: (2016)

Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
by: Dokuchaev, Nikolai
Published: (2005)