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- Multi-fractional_order_estimator abstract "The multi-fractional order estimator (MFOE) is a straightforward, practical, and flexible alternative to the Kalman filter (KF) for tracking targets. The MFOE is focused strictly on simple and pragmatic fundamentals along with the integrity of mathematical modeling. Like the KF, the MFOE is based on the least squares method (LSM) invented by Gauss and the orthogonality principle at the center of Kalman's derivation. Optimized, the MFOE yields better accuracy than the KF and subsequent algorithms such as the extended KF and the interacting multiple model (IMM).The MFOE is an expanded form of the LSM, which effectively includes the KF and ordinary least squares (OLS) as subsets (special cases). OLS is revolutionized in for application in econometrics. The MFOE also intersects with signal processing, estimation theory, economics, finance, statistics, and the method of moments. The MFOE offers two major advances: (1) minimizing the mean squared error (MSE) with fractions of estimated coefficients (useful in target tracking) and (2) describing the effect of deterministic OLS processing of statistical inputs (of value in econometrics)".
- Multi-fractional_order_estimator wikiPageID "46297825".
- Multi-fractional_order_estimator wikiPageLength "28953".
- Multi-fractional_order_estimator wikiPageOutDegree "25".
- Multi-fractional_order_estimator wikiPageRevisionID "695114575".
- Multi-fractional_order_estimator wikiPageWikiLink Category:Estimation_theory.
- Multi-fractional_order_estimator wikiPageWikiLink Category:Signal_processing.
- Multi-fractional_order_estimator wikiPageWikiLink Econometrics.
- Multi-fractional_order_estimator wikiPageWikiLink Economics.
- Multi-fractional_order_estimator wikiPageWikiLink Estimation_theory.
- Multi-fractional_order_estimator wikiPageWikiLink File:Figure_1_One_step_prediction_MSE.png.
- Multi-fractional_order_estimator wikiPageWikiLink File:Figure_2_Minimum_positions_MSE.png.
- Multi-fractional_order_estimator wikiPageWikiLink File:Figure_3_Position_variances_and_MSE.png.
- Multi-fractional_order_estimator wikiPageWikiLink File:Figure_4_Optimal_FOE_position_RMSE.png.
- Multi-fractional_order_estimator wikiPageWikiLink File:Figure_5_Comparison_of_mu2_vs_f_3,opt.png.
- Multi-fractional_order_estimator wikiPageWikiLink File:Figure_6_Predictor_IMMA_&_Opt_FOE_MSE_comparison.png.
- Multi-fractional_order_estimator wikiPageWikiLink File:Figure_7_Normalized_predictor_comparison.png.
- Multi-fractional_order_estimator wikiPageWikiLink Finance.
- Multi-fractional_order_estimator wikiPageWikiLink Kalman_filter.
- Multi-fractional_order_estimator wikiPageWikiLink Least_squares.
- Multi-fractional_order_estimator wikiPageWikiLink Mean_squared_error.
- Multi-fractional_order_estimator wikiPageWikiLink Method_of_moments_(statistics).
- Multi-fractional_order_estimator wikiPageWikiLink Ordinary_least_squares.
- Multi-fractional_order_estimator wikiPageWikiLink Orthogonality_principle.
- Multi-fractional_order_estimator wikiPageWikiLink Signal_processing.
- Multi-fractional_order_estimator wikiPageWikiLink Statistics.
- Multi-fractional_order_estimator wikiPageWikiLink Category:Curve_fitting.
- Multi-fractional_order_estimator wikiPageWikiLink Category:Kalman_filter.
- Multi-fractional_order_estimator wikiPageWikiLink Category:Polynomial_least_squares.
- Multi-fractional_order_estimator wikiPageWikiLink Category:Target_tracking.
- Multi-fractional_order_estimator wikiPageWikiLinkText "Multi-fractional order estimator".
- Multi-fractional_order_estimator wikiPageUsesTemplate Template:Reflist.
- Multi-fractional_order_estimator subject Category:Estimation_theory.
- Multi-fractional_order_estimator subject Category:Signal_processing.
- Multi-fractional_order_estimator subject Category:Curve_fitting.
- Multi-fractional_order_estimator subject Category:Kalman_filter.
- Multi-fractional_order_estimator subject Category:Polynomial_least_squares.
- Multi-fractional_order_estimator subject Category:Target_tracking.
- Multi-fractional_order_estimator hypernym Alternative.
- Multi-fractional_order_estimator type Organisation.
- Multi-fractional_order_estimator comment "The multi-fractional order estimator (MFOE) is a straightforward, practical, and flexible alternative to the Kalman filter (KF) for tracking targets. The MFOE is focused strictly on simple and pragmatic fundamentals along with the integrity of mathematical modeling. Like the KF, the MFOE is based on the least squares method (LSM) invented by Gauss and the orthogonality principle at the center of Kalman's derivation.".
- Multi-fractional_order_estimator label "Multi-fractional order estimator".
- Multi-fractional_order_estimator sameAs m.0131j91t.
- Multi-fractional_order_estimator wasDerivedFrom Multi-fractional_order_estimator?oldid=695114575.
- Multi-fractional_order_estimator isPrimaryTopicOf Multi-fractional_order_estimator.