Variance Inflation Factor and Condition Number in multiple linear regression
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2018.1463376
Abstract: ABSTRACT The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and the difference between both measures… read more here.
Keywords: variance inflation; multiple linear; condition number; inflation factor ... See more keywords
Kalman Filter and Correlated Measurement Noise: The Variance Inflation Factor
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Aerospace and Electronic Systems"
DOI: 10.1109/taes.2021.3103564
Abstract: Observations from high rate sensors are known to be time-correlated. When processed in a Kalman filter (KF) without accounting for correlations, i) a discrepancy with the true solution occurs, up to a divergence of the… read more here.
Keywords: noise; correlated measurement; kalman filter; measurement noise ... See more keywords