Theoretical Limitations of Allan Variance-based Regression for Time Series Model Estimation

This letter formally proves the statistical inconsistency of the Allan variance-based estimation of latent (composite) model parameters. This issue has not been sufficiently investigated and highlighted since it is a technique that is still being widely used in practice, especially within the engine...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	IEEE signal processing letters 2016-05, Vol.23 (5), p.597-601
Hauptverfasser:	Guerrier, Stephane, Molinari, Roberto, Stebler, Yannick
Format:	Artikel
Sprache:	eng
Schlagworte:	Calibration Electronic mail Error Modelling Inertial Measurement Units Latent time series models Maximum likelihood estimation Sensor Calibration State Space Models Stochastic processes Technological innovation Time series analysis
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!