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基于SVD 的改进抗差UKF 算法及在组合导航中的应用
无迹卡尔曼滤波 改进抗差策略 奇异值分解
2014/10/11
针对GPS/INS 组合导航中因观测异常导致系统状态先验信息矩阵失去对称正定性, 及传统等价权函数抗差算法易遇到病态矩阵, 引起滤波性能下降的问题, 提出一种基于奇异值分解的改进抗差UKF 算法. 该算法克服了先验协方差矩阵负定性变化, 通过判断矩阵病态性实现智能选取抗差策略. 最后利用车载实测数据进行验证, 所得结果表明, SVD-UKF 导航解精度稍优于EKF 算法, 改进的抗差策略能够极大减...
Selecting the rank of SVD by Maximum Approximation Capacity
Approximation Capacity Selecting the rank of SVD
2011/3/25
Truncated Singular Value Decomposition (SVD) calculates the closest rank-k approximation of a given input matrix. Selecting the appropriate rank k defines a critical model order choice in most applica...
Total singular value decomposition Robust SVD，regression and location-scale
SVD Total SVD Robust SVD Robust weights
2010/4/29
Singular Value Decomposition (SVD) is the basic body of many statistical algorithms
and few users question whether SVD is properly handling its job.
SVD aims at evaluating the decomposition that bes...