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A QUANTITATIVE EVALUATION OF OTT AND MEDER'S PREDICTION ERROR FILTER *
Author(s) -
MENDEL J. M.
Publication year - 1977
Publication title -
geophysical prospecting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.735
H-Index - 79
eISSN - 1365-2478
pISSN - 0016-8025
DOI - 10.1111/j.1365-2478.1977.tb01197.x
Subject(s) - dimension (graph theory) , filter (signal processing) , covariance matrix , mean squared prediction error , covariance , noise (video) , computer science , algorithm , mathematics , statistics , artificial intelligence , combinatorics , image (mathematics) , computer vision
A bstract Ott and Meder's prediction error filter can be rederived so that it correctly handles input noise vectors which are of smaller dimension than the state vector. The poor performance obtained by Ott and Meder for their example can be explained by means of the error covariance matrix for the prediction error filter.