Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails
Sign Up to like & getrecommendations! Published in 2019 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-020-09210-8
Abstract: We consider the problem of estimation of the drift parameter of an ergodic Ornstein–Uhlenbeck type process driven by a Lévy process with heavy tails. The process is observed continuously on a long time interval [0, … read more here.
Keywords: process heavy; heavy tails; ornstein uhlenbeck; process ... See more keywords
Particle Swarm Optimization-Based Gyro Drift Estimation Method for Inertial Navigation System
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Access"
DOI: 10.1109/access.2019.2912871
Abstract: This paper proposes a novel gyro drift estimation method for the inertial navigation system (INS), which introduces the particle swarm optimization (PSO) algorithm into the error estimation problem. PSO-based estimation model is established. The position… read more here.
Keywords: drift estimation; estimation method; gyro drift; navigation ... See more keywords