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Robust recursive sigma point Kalman filtering for Huber-based generalized M-estimation
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作者 Shoupeng LI Panlong TAN +1 位作者 Weiwei LIU Naigang CUI 《Chinese Journal of Aeronautics》 2025年第5期428-442,共15页
For nonlinear state estimation driven by non-Gaussian noise,the estimator is required to be updated iteratively.Since the iterative update approximates a linear process,it fails to capture the nonlinearity of observat... For nonlinear state estimation driven by non-Gaussian noise,the estimator is required to be updated iteratively.Since the iterative update approximates a linear process,it fails to capture the nonlinearity of observation models,and this further degrades filtering accuracy and consistency.Given the flaws of nonlinear iteration,this work incorporates a recursive strategy into generalized M-estimation rather than the iterative strategy.The proposed algorithm extends nonlinear recursion to nonlinear systems using the statistical linear regression method.The recursion allows for the gradual release of observation information and consequently enables the update to proceed along the nonlinear direction.Considering the correlated state and observation noise induced by recursions,a separately reweighting strategy is adopted to build a robust nonlinear system.Analogous to the nonlinear recursion,a robust nonlinear recursive update strategy is proposed,where the associated covariances and the observation noise statistics are updated recursively to ensure the consistency of observation noise statistics,thereby completing the nonlinear solution of the robust system.Compared with the iterative update strategies under non-Gaussian observation noise,the recursive update strategy can facilitate the estimator to achieve higher filtering accuracy,stronger robustness,and better consistency.Therefore,the proposed strategy is more suitable for the robust nonlinear filtering framework. 展开更多
关键词 recursive methods Iterative methods Generalized m-estimation Huber loss Robustness non-Gaussian distribution Spacecraft relative navigation
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Poststack reverse-time migration using a non-reflecting recursive algorithm on surface relief 被引量:3
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作者 张敏 李振春 孙小东 《Applied Geophysics》 SCIE CSCD 2010年第3期239-248,293,共11页
Presently the research based on the accurate seismic imaging methods for surface relief, complex structure, and complicated velocity distributions is of great significance. Reverse-time migration is considered to be o... Presently the research based on the accurate seismic imaging methods for surface relief, complex structure, and complicated velocity distributions is of great significance. Reverse-time migration is considered to be one of highly accurate methods. In this paper, we propose a new non-reflecting recursive algorithm for reverse-time migration by introducing the wave impedance function into the acoustic wave equation and the algorithm for the surface relief case is derived from the coordinate transformation principle. Using the exploding reflector principle and the zero-time imaging condition of poststack reverse- time migration, poststack numerical simulation and reverse-time migration with complex conditions can be realized. The results of synthetic and real data calculations show that the method effectively suppresses unwanted internal reflections and also deals with the seismic imaging problems resulting from surface relief. So, we prove that this method has strong adaptability and practicality. 展开更多
关键词 surface relief non-reflecting recursive algorithm wave impedance coordinate transformation numerical simulation reverse-time migration
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New recursive algorithm for matrix inversion 被引量:4
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作者 Cao Jianshu Wang Xuegang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第2期381-384,共4页
To reduce the computational complexity of matrix inversion, which is the majority of processing in many practical applications, two numerically efficient recursive algorithms (called algorithms I and II, respectively... To reduce the computational complexity of matrix inversion, which is the majority of processing in many practical applications, two numerically efficient recursive algorithms (called algorithms I and II, respectively) are presented. Algorithm I is used to calculate the inverse of such a matrix, whose leading principal minors are all nonzero. Algorithm II, whereby, the inverse of an arbitrary nonsingular matrix can be evaluated is derived via improving the algorithm I. The implementation, for algorithm II or I, involves matrix-vector multiplications and vector outer products. These operations are computationally fast and highly parallelizable. MATLAB simulations show that both recursive algorithms are valid. 展开更多
关键词 recursive algorithm matrix inversion matrix-vector product leading principal minor (LPM).
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Fast recursive algorithm for two-dimensional Tsallis entropy thresholding method 被引量:2
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作者 Tang Yinggan Di Qiuyan Guan Xinping 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2009年第3期619-624,共6页
Recently, a two-dimensional (2-D) Tsallis entropy thresholding method has been proposed as a new method for image segmentation. But the computation complexity of 2-D Tsallis entropy is very large and becomes an obst... Recently, a two-dimensional (2-D) Tsallis entropy thresholding method has been proposed as a new method for image segmentation. But the computation complexity of 2-D Tsallis entropy is very large and becomes an obstacle to real time image processing systems. A fast recursive algorithm for 2-D Tsallis entropy thresholding is proposed. The key variables involved in calculating 2-D Tsallis entropy are written in recursive form. Thus, many repeating calculations are avoided and the computation complexity reduces to O(L2) from O(L4). The effectiveness of the proposed algorithm is illustrated by experimental results. 展开更多
关键词 image segmentation THRESHOLDING Tsallis entropy fast recursive algorithm
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Minimal cut-based recursive decomposition algorithm for seismic reliability evaluation of lifeline networks 被引量:1
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作者 李杰 钱摇琨 刘威 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2007年第1期21-28,共8页
In this paper, a new probabilistic analytical approach, the minimal cut-based recursive decomposition algorithm (MCRDA), is presented to evaluate the seismic reliability of large-scale lifeline systems. Based on the... In this paper, a new probabilistic analytical approach, the minimal cut-based recursive decomposition algorithm (MCRDA), is presented to evaluate the seismic reliability of large-scale lifeline systems. Based on the minimal cut searching algorithm, the approach calculates the disjoint minimal cuts one by one using the basic procedure of the recursive decomposition method. At the same time, the process obtains the disjoint minimal paths of the system. In order to improve the computation efficiency, probabilistic inequality is used to calculate a solution that satisfies the prescribed error bound. A series of case studies show that MCRDA converges rapidly when the edges of the systems have low reliabilities. Therefore, the approach can be used to evaluate large-scale lifeline systems subjected to strong seismic wave excitation. 展开更多
关键词 minimal cut seismic reliability recursive decomposition algorithm large-scale lifeline system
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An improved cut-based recursive decomposition algorithm for reliability analysis of networks 被引量:1
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作者 Liu Wei Li Jie 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2012年第1期1-10,共10页
In this paper,an improved cut-based recursive decomposition algorithm is proposed for lifeline networks.First,a complementary structural function is established and three theorems are presented as a premise of the pro... In this paper,an improved cut-based recursive decomposition algorithm is proposed for lifeline networks.First,a complementary structural function is established and three theorems are presented as a premise of the proposed algorithm.Taking the minimal cut of a network as decomposition policy,the proposed algorithm constructs a recursive decomposition process.During the decomposition,both the disjoint minimal cut set and the disjoint minimal path set are simultaneously enumerated.Therefore,in addition to obtaining an accurate value after decomposing all disjoint minimal cuts and disjoint minimal paths,the algorithm provides approximate results which satisfy a prescribed error bound using a probabilistic inequality.Two example networks,including a large urban gas system,are analyzed using the proposed algorithm.Meanwhile,a part of the results are compared with the results obtained by a path-based recursive decomposition algorithm.These results show that the proposed algorithm provides a useful probabilistic analysis method for the reliability evaluation of lifeline networks and may be more suitable for networks where the edges have low reliabilities. 展开更多
关键词 network reliability complementary structural function cut-based recursive decomposition algorithm
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A New Recursive Parameter Estimation Algorithm of Multi-Variable Time-Varying AR Model
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作者 曾鹏 王绍棣 黄仁 《Journal of Southeast University(English Edition)》 EI CAS 1996年第2期120-125,共6页
A new recursive algorithm of multi variable time varying AR model is proposed. By changing the form of AR model, the parameter estimation can be regarded as state estimation of state equations. Then the Kalman filte... A new recursive algorithm of multi variable time varying AR model is proposed. By changing the form of AR model, the parameter estimation can be regarded as state estimation of state equations. Then the Kalman filter is used to estimate the variation of 展开更多
关键词 AUTOREGRESSIVE MODEL state equation PARAMETER ESTIMATION recursive algorithm
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NEW EFFICIENT ORDER-RECURSIVE LEAST-SQUARES ALGORITHMS
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作者 尤肖虎 何振亚 《Journal of Southeast University(English Edition)》 EI CAS 1989年第2期1-10,共10页
Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order ... Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order of the underlying model isunknown.On the basis of several universal formulae for updating nonsymmetric projec-tion operators,this paper presents three kinds of LS algorithms,called nonsymmetric,symmetric and square root normalized fast ORLS algorithms,respectively.As to the au-thors’ knowledge,the first and the third have not been so far provided,and the second isone of those which have the lowest computational requirement.Several simplified versionsof the algorithms are also considered. 展开更多
关键词 SIGNAL PROCESSING PARAMETER estimation/fast recursive LEAST-SQUARES algorithm
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A RECURSIVE ALGORITHM AND ITS CONVERGENCE FOR PARAMETER ESTIMATION OF CONVOLUTION MODEL
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作者 胡必锦 汪达成 雷鸣 《Acta Mathematica Scientia》 SCIE CSCD 2008年第1期93-100,共8页
In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the co... In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the convergence of this algorithm is theoretically discussed, and a sufficient condition for the convergence criterion of the orthogonal procedure is given. According to this condition, the recursive algorithm is convergent to model wavelet A- = (1, α1,..., αq). 展开更多
关键词 Convolution model parameter estimation recursive algorithm norm of operators CONVERGENCE
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CONVERGENCE AND STABILITY OF RECURSIVE DAMPED LEAST SQUARE ALGORITHM
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作者 陈增强 林茂琼 袁著祉 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2000年第2期237-242,共6页
The recursive least square is widely used in parameter identification. But if is easy to bring about the phenomena of parameters burst-off. A convergence analysis of a more stable identification algorithm-recursive da... The recursive least square is widely used in parameter identification. But if is easy to bring about the phenomena of parameters burst-off. A convergence analysis of a more stable identification algorithm-recursive damped least square is proposed. This is done by normalizing the measurement vector entering into the identification algorithm. rt is shown that the parametric distance converges to a zero mean random variable. It is also shown that under persistent excitation condition, the condition number of the adaptation gain matrix is bounded, and the variance of the parametric distance is bounded. 展开更多
关键词 system identification damped least square recursive algorithm CONVERGENCE STABILITY
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BLOCK ADAPTIVE RECURSIVE ALGORITHM FOR VIDEO CONFERENCE CODING
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作者 Tu Guofang(Graduate School, University of Science and Technology of China, Beijing 100039)Zhang Can(704 Institute, Company of Aero-Space Industry, Beijing 100076) 《Journal of Electronics(China)》 1996年第2期140-146,共7页
This paper presents a new motion estimation algorithm for video conference signal coding. This type of algorithm is called block adaptive recursive algorithm (BARA). Simulation results show that this new algorithm has... This paper presents a new motion estimation algorithm for video conference signal coding. This type of algorithm is called block adaptive recursive algorithm (BARA). Simulation results show that this new algorithm has better performance than conventional ones. 展开更多
关键词 MOTION estimation BLOCK ADAPTIVE recursive algorithm MOTION compensated IMAGE CODING
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REESSE Unified Recursive Algorithm for Solving Three Computational Problems
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作者 SU Shenghui YANG Bingru 《Wuhan University Journal of Natural Sciences》 CAS 2007年第1期172-176,共5页
Different from the extended Euclidean algorithm which can compute directly only the multiplicative inverse of an element in Zm^* and the greatest common divisor of two integers, a recursive algorithm called REESSE is... Different from the extended Euclidean algorithm which can compute directly only the multiplicative inverse of an element in Zm^* and the greatest common divisor of two integers, a recursive algorithm called REESSE is designed by the authors, which can not only seek directly the multiplicative inverse and the greatest common divisor, but also solve directly a simple congruence for general solutions. This paper presents the definition and the two valuable properties of a simple congruence, analyzes in detail the reduction and recursion process of solving simple congruences, induces the recursive formula for solving simple congruences, and describes formally and implements in C language the recursive algorithm. At last, the paper compares REESSE with the extended Euclidean algorithm in thought, applicability and time complexity. 展开更多
关键词 simple congruence recursive algorithm general solution multiplicative inverse greatest common divisor
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RECURSIVE ALGORITHM FOR ADAPTIVE ARRAYS AND SYSTOLIC ARRAY IMPLEMENTATION
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作者 Chen Xiaochu Leng Mei (Institute of Information and Intelligent System, Zhejiang University, Hangzhou 310027) 《Journal of Electronics(China)》 1998年第1期29-34,共6页
In this paper, a new recursive algorithm of adaptive array weight vectors and its systolic array implementing structure is proposed, which is based on the QR decomposition algorithms and the idea of algorithmic engine... In this paper, a new recursive algorithm of adaptive array weight vectors and its systolic array implementing structure is proposed, which is based on the QR decomposition algorithms and the idea of algorithmic engineering. The algorithm can realize fully parallel and pipeline processing. 展开更多
关键词 ADAPTIVE ARRAY recursive algorithm SYSTOLIC ARRAY
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An improved recursive decomposition algorithm for reliability evaluation of lifeline networks
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作者 Liu Wei Li Jie 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2009年第3期409-419,共11页
The seismic reliability evaluation of lifeline networks has received considerable attention and been widely studied. In this paper, on the basis of an original recursive decomposition algorithm, an improved analytical... The seismic reliability evaluation of lifeline networks has received considerable attention and been widely studied. In this paper, on the basis of an original recursive decomposition algorithm, an improved analytical approach to evaluate the seismic reliability of large lifeline systems is presented. The proposed algorithm takes the shortest path from the source to the sink of a network as decomposition policy. Using the Boolean laws of set operation and the probabilistic operation principal, a recursive decomposition process is constructed in which the disjoint minimal path set and the disjoint minimal cut set are simultaneously enumerated. As the result, a probabilistic inequality can be used to provide results that satisfy a prescribed error bound. During the decomposition process, different from the original recursive decomposition algorithm which only removes edges to simplify the network, the proposed algorithm simplifies the network by merging nodes into sources and removing edges. As a result, the proposed algorithm can obtain simpler networks. Moreover, for a network owning s-independent components in its component set, two network reduction techniques are introduced to speed up the proposed algorithm. A series of case studies, including an actual water distribution network and a large urban gas system, are calculated using the proposed algorithm. The results indicate that the proposed algorithm provides a useful probabilistic analysis method for the seismic reliability evaluation of lifeline networks. 展开更多
关键词 lifeline system network reliability path-based recursive decomposition algorithm disjoint minimal path disjoint minimal cut network reduction reliability bound
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Recursive Least Squares Algorithm for a Nonlinear Additive System with Time Delay
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作者 陈晶 王秀平 《Journal of Shanghai Jiaotong university(Science)》 EI 2016年第2期159-163,共5页
This paper proposes a recursive least squares algorithm for a nonlinear additive system with time delay.By the Weierstrass approximation theorem and the key term separation principle, the model can be simplified as an... This paper proposes a recursive least squares algorithm for a nonlinear additive system with time delay.By the Weierstrass approximation theorem and the key term separation principle, the model can be simplified as an identification model. Based on the identification model, a recursive least squares identification algorithm is used to estimate all the unknown parameters of the time-delayed additive system. An example is provided to show the effectiveness of the proposed algorithm. 展开更多
关键词 parameter estimation recursive least square algorithm Weierstrass approximation theorem key term separation principle additive system
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Recursive Algorithm Based Reliability Analysis of Multiphase Satellite Systems with Propagated Failures
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作者 周行 于乐 +2 位作者 彭伟 彭卫文 黄洪钟 《Journal of Donghua University(English Edition)》 EI CAS 2015年第1期136-139,共4页
Modern satellite systems are generally designed to fulfill multiphase-missions. Component /subsystem redundancies are commonly used to achieve high reliability and long life of modern satellite systems. These characte... Modern satellite systems are generally designed to fulfill multiphase-missions. Component /subsystem redundancies are commonly used to achieve high reliability and long life of modern satellite systems. These characteristics have leaded to a critical issue of reliability analysis of satellites that is how to deal with the reliability analysis with multiphase-missions and propagated failures of redundant components. Traditional methods based on the binary decision diagram( BDD) can hardly cope with these issues efficiently. Accordingly, a recursive algorithm method was introduced to facilitate the reliability analysis of satellites. This method was specified for the analysis of static fault tree and it was implemented by generating combination of component failures and carrying out a backward recursive algorithm. The effectiveness of the proposed method was demonstrated through the reliability analysis of a multiphase satellite system with propagated failures.The major advantage of the proposed method is that it does not need composition of BDD and its computational process is automated. 展开更多
关键词 satellite reliability recursive algorithm multiphase system(MPS) propagated failures reliability analysis
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A Recursive Algorithm on Rational Interpolation
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作者 蔡守峰 张树功 李荣华 《Northeastern Mathematical Journal》 CSCD 2005年第3期253-256,共4页
In this paper we introduce a so called C-Matrix w.r.t a rational interpolation problem and study the relationship between the unattainable points and C-Matrix. Finally, we present a recursive algorithm on rational int... In this paper we introduce a so called C-Matrix w.r.t a rational interpolation problem and study the relationship between the unattainable points and C-Matrix. Finally, we present a recursive algorithm on rational interpolation. 展开更多
关键词 rational interpolation recursive algorithm unattainable point
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LIMITING BEHAVIOR OF RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS AND THEIR ASYMPTOTIC EFFICIENCIES
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作者 缪柏其 吴月华 刘东海 《Acta Mathematica Scientia》 SCIE CSCD 2010年第1期319-329,共11页
Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul (t), under some mild conditions the recursi... Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul (t), under some mild conditions the recursive M-estimators of regression coefficients and scatter parameters are strongly consistent and the recursive M-estimator of the regression coefficients is also asymptotically normal distributed. Furthermore, optimal recursive M-estimators, asymptotic efficiencies of recursive M-estimators and asymptotic relative efficiencies between recursive M-estimators of regression coefficients are studied. 展开更多
关键词 asymptotic efficiency asymptotic normality asymptotic relative efficiency least absolute deviation least squares m-estimation multivariate linear optimal estimator reeursive algorithm regression coefficients robust estimation regression model
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Recursive and Nonrecursive Traversal Algorithms for Dynamically Created Binary Trees
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作者 Robert Logozar 《Computer Technology and Application》 2012年第5期374-382,共9页
The modeling of dynamical systems from a time series implemented by our DSA program introduces binary trees of height D with all leaves on the same level, and the related subtrees of height L 〈 D. These are called e-... The modeling of dynamical systems from a time series implemented by our DSA program introduces binary trees of height D with all leaves on the same level, and the related subtrees of height L 〈 D. These are called e-trees and e-subtrees. The recursive and nonrecursive versions of the traversal algorithms for the trees with dynamically created nodes are discussed. The original nonrecursive algorithms that return the pointer to the next node in preorder, inorder and postorder traversals are presented. The space-time complexity analysis shows and the execution time measurements confirm that for these O(2D) algorithms, the recursive versions have approximately 10-25% better time constants. Still, the use of nonrecursive algorithms may be more appropriate in several occasions. 展开更多
关键词 Binary e-trees algorithms tree traversal PREORDER inorder postorder recursive nonrecursive space-time complexity.
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Recursive Algorithm and Alternate Operation Strategy in Sequential Tests
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作者 徐宏林 陈战旗 郭略 《Defence Technology(防务技术)》 SCIE EI CAS 2009年第2期146-151,共6页
Based on the sequential probability ratio test(SPRT)developed by Wald,an improved method for successful probability test of missile flight is proposed.A recursive algorithm and its program in Matlab are designed to ca... Based on the sequential probability ratio test(SPRT)developed by Wald,an improved method for successful probability test of missile flight is proposed.A recursive algorithm and its program in Matlab are designed to calculate the real risk level of the sequential test decision and the average number of samples under various test conditions.A concept,that is "rejecting as soon as possible",is put forward and an alternate operation strategy is conducted.The simulation results show that it can reduce the test expenses. 展开更多
关键词 递归算法 序贯试验 经营战略 MATLAB程序 序贯概率比检验 导弹飞行试验 SPRT 成功概率
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