Approximate analytical solutions for the weight optimization problems of CI and ICI
Approximate analytical solutions for the weight optimization problems of CI and ICI
复制标题
CI和ICI权重优化问题的近似解析解
DOI：
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发表时间：
2017
期刊：
影响因子：
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通讯作者：
U. Orguner
中科院分区：
文献类型：
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作者：
U. Orguner
给出了协方差交（CI）和逆协方差交（ICI）中权重优化问题的近似解析解。用于获得解析近似的方法归结为仅使用两次牛顿迭代，初始权重值为1/2。仿真结果表明，相当可接受的均方根（RMS）误差水平是可以实现的，与所需的数值优化时，使用高终止容差，这可能是非常有限的计算资源的应用程序的关键相比，所提出的近似分析权重，计算量更少。
Approximate analytical formulae are proposed for the solutions of the weight optimization problems involved in Covariance Intersection (CI) and Inverse Covariance Intersection (ICI). The methodology used for obtaining the analytic approximations boils down to using just two Newton iterations with the initial weight value 1/2. The simulation results show that quite acceptable root-mean-square (RMS) error levels are achievable with the proposed approximate analytical weights with less computations compared to what would be required when numerical optimization with a high termination tolerance is used, which can be critical for applications with very limited computational resources.
影响因子：
6.4
作者：
Noack, Benjamin;Sijs, Joris;Hanebeck, Uwe D.
通讯作者：
Hanebeck, Uwe D.