A state space aproach for modeling nonstationary time series is employed in analysing gyro transient process. Based on the concept of smoothness priors constraint, the overall model is using the Kalman filter and Akai...A state space aproach for modeling nonstationary time series is employed in analysing gyro transient process. Based on the concept of smoothness priors constraint, the overall model is using the Kalman filter and Akaike's AIC criterion.Some numerical results of gyro drift models are obtained for analysis of gyro system. As the trend and irregular components of the observed time series can be modeled simultaneously, it is statistically more accurate and efficient than that modeled separately.展开更多
文摘A state space aproach for modeling nonstationary time series is employed in analysing gyro transient process. Based on the concept of smoothness priors constraint, the overall model is using the Kalman filter and Akaike's AIC criterion.Some numerical results of gyro drift models are obtained for analysis of gyro system. As the trend and irregular components of the observed time series can be modeled simultaneously, it is statistically more accurate and efficient than that modeled separately.
