Searched for: subject%3A%22Covariance%22
(1 - 20 of 31)

Pages

document
Lopez-Restrepo, S. (author), Nino-Ruiz, E.D. (author), Guzman-Reyes, L.G. (author), Yarce, A. (author), Quintero, O.L. (author), Pinel, N. (author), Segers, A.J. (author), Heemink, A.W. (author)
In this paper, we propose an efficient and practical implementation of the ensemble Kalman filter via shrinkage covariancematrix estimation. Our filter implementation combines information brought by an ensemble of model realizations, and thatbased on our prior knowledge about the dynamical system of interest. We perform the combination of both...
article 2021
document
Noack, B. (author), Sijs, J. (author), Hanebeck, U.D. (author)
For decentralized fusion problems, ellipsoidal intersection has been proposed as an efficient fusion rule that provides less conservative results as compared to the well-know ovariance intersection method. Ellipsoidal intersection relies on the computation of a common estimate that is shared by the estimates to be fused. In this paper, an...
conference paper 2017
document
Noack, B. (author), Sijs, J. (author), Reinhardt, M. (author), Hanebeck, U.D. (author)
In distributed and decentralized state estimation systems, fusion methods are employed to systematically combine multiple estimates of the state into a single, more accurate estimate. An often encountered problem in the fusion process relates to unknown common information that is shared by the estimates to be fused and is responsible for...
article 2017
document
Eekhout, I. (author), van de Wiel, M.A. (author), Heymans, M.W. (author)
Background. Multiple imputation is a recommended method to handle missing data. For significance testing after multiple imputation, Rubin’s Rules (RR) are easily applied to pool parameter estimates. In a logistic regression model, to consider whether a categorical covariate with more than two levels significantly contributes to the model,...
article 2017
document
Noack, B. (author), Sijs, J. (author), Hanebeck, U.D. (author)
Decentralized data fusion is a challenging task. Either it is too difficult to maintain and track the information required to perform fusion optimally, or too much information is discarded to obtain informative fusion results. A well-known solution is Covariance Intersection, which may provide too conservative fusion results. A less conservative...
conference paper 2017
document
Fonseca, R.M. (author), Leeuwenburgh, O. (author), van den Hof, P.M.J. (author), Jansen, J.D. (author)
Ensemble optimization (referred to throughout the remainder of the paper as EnOpt) is a rapidly emerging method for reservoirmodel-based production optimization. EnOpt uses an ensemble of controls to approximate the gradient of the objective function with respect to the controls. Current implementations of EnOpt use a Gaussian ensemble of...
article 2015
document
Kühnast, S. (author), van der Tuin, S.J.L. (author), van der Hoorn, J.W.A. (author), van Klinken, J.B. (author), Simic, B. (author), Pieterman, E. (author), Havekes, L.M. (author), Landmesser, U. (author), Lüscher, T.F. (author), van Dijk, K.W. (author), Rensen, P.C.N. (author), Jukema, J.W. (author), Princen, H.M.G. (author)
Background The residual risk that remains after statin treatment supports the addition of other LDL-C-lowering agents and has stimulated the search for secondary treatment targets. Epidemiological studies propose HDL-C as a possible candidate. Cholesteryl ester transfer protein (CETP) transfers cholesteryl esters from atheroprotective HDL to...
article 2015
document
Donovan, D.P. (author), Klein Baltink, H. (author), Henzing, J.S. (author), de Roode, S.R. (author), Siebesma, A.P. (author)
The fact that polarisation lidars measure a depolarisation signal in liquid clouds due to the occurrence of multiple scattering is well known. The degree of measured depolarisation depends on the lidar characteristics (e.g. wavelength and receiver field of view) as well as the cloud macrophysical (e.g. cloud-base altitude) and microphysical (e.g...
article 2015
document
Jolani, S. (author), Debray, T.P.A. (author), Koffijberg, H. (author), van Buuren, S. (author), Moons, K.G.M. (author)
Individual participant data meta-analyses (IPD-MA) are increasingly used for developing and validating multivariable (diagnostic or prognostic) risk prediction models. Unfortunately, some predictors or even outcomes may not have been measured in each study and are thus systematically missing in some individual studies of the IPD-MA. As a...
article 2015
document
Belfiori, F. (author), van Rossum, W. (author), Hoogeboom, P. (author)
A coherent two-dimensional (2D) multiple signal classification (MUSIC) processing for the simultaneous estimation of angular and range target positions has been presented. A 2D spatial smoothing technique is also introduced to cope with the coherent behaviour of the received echoes, which may result in a rank deficiency of the signals covariance...
article 2014
document
Belfiori, F. (author), van Rossum, W.L. (author), Hoogeboom, P. (author)
This paper investigates the use of a 2D MUSIC algorithm for the joint estimation of angular and range target locations. Coherency and correlation characteristics of the target signals are taken into account and 2D spatial smoothing technique is preliminarily applied in order to ensure the non-singularity of the received signals covariance matrix...
conference paper 2012
document
Krishnan, S. (author), Kerkhoff, H.G. (author)
Mahalanobis distance is one of the commonly used multivariate metrics for finely segregating defective devices from non-defective ones. An associated problem with this approach is the estimation of a robust mean and a covariance matrix. In the absence of such robust estimates, especially in the presence of outliers to test-response measurements,...
conference paper 2011
document
Marck, J.W. (author), Sijs, J. (author), TNO Defensie en Veiligheid (author)
To reduce the amount of data transfer in networked control systems and wireless sensor networks, measurements are usually sampled only when an event occurs, rather than synchronous in time. Today's event sampling methodologies are triggered by the current value of the sensor. State-estimators are designed to cope with such methods. In this paper...
conference paper 2010
document
Muntendam-Bos, A.G. (author), Fokker, P.A. (author), TNO Bouw en Ondergrond (author)
In an attempt to derive more information on the parameters driving compaction, this paper explores the feasibility of a method utilizing data on compaction-induced subsidence. We commence by using a Bayesian inversion scheme to infer the reservoir compaction from subsidence observations. The method's strength is that it incorporates all the...
article 2009
document
Gryzlov, A. (author), Leskens, M. (author), Mudde, R.F. (author), TNO Industrie en Techniek (author)
An assessment of the time-integration scheme impact on results of data assimilation based on the extended Kalman filter approach is performed. The use of the implicit Euler scheme, which is unconditionally stable for the whole range of time steps both for the model and covariance update, results in a less accurate estimation of permeability...
conference paper 2009
document
Bucco, D. (author), Weiss, M. (author), TNO Defensie en Veiligheid (author)
The COVAD toolbox is a MATLAB/Simulink based tool conceived and developed for the rapid analysis and simulation of stochastically driven dynamic systems. In addition to a generic Monte Carlo capability, the toolbox is also supported by traditional analytical techniques such as the adjoint and covariance analysis methods. However, these latter...
conference paper 2009
document
Hill, M.K. (author), Brooks, B.J. (author), Norris, S.J. (author), Smith, M.H. (author), Brooks, I.M. (author), de Leeuw, G. (author), TNO Defensie en Veiligheid (author)
The Compact Lightweight Aerosol Spectrometer Probe (CLASP) is an optical particle spectrometer capable of measuring size-resolved particle concentrations in 16 user-defined size bins spanning diameters in the range 0.24 < D < 18.5 μm at a rate of 10 Hz. The combination of its compact nature and lightweight and robust build allows for deployment...
article 2008
document
Lawniczak, W. (author), Hanea, R.G. (author), Heemink, A.W. (author), McLaughlin, D. (author), Jansen, J.D. (author), TNO Bouw en Ondergrond (author)
Since the first version of Kalman Filter was introduced in 1960 it received a lot of attention in mathematical and engineering world. There are many successful successors like for example Ensemble Kalman Filter (Evensen 1996) which has been applied also for reservoir engineering problems. The method proposed in [Zhou et al. 2007] draws together...
conference paper 2008
document
Muntendam-Bos, A.G. (author), Kroon, I.C. (author), Fokker, P.A. (author), TNO Bouw en Ondergrond (author)
We introduce a novel, time-dependent inversion scheme for resolving temporal reservoir pressure drop from surface subsidence observations (from leveling or GPS data, InSAR, tiltmeter monitoring) in a single procedure. The theory is able to accommodate both the absence of surface subsidence estimates at sites at one or more epochs as well as the...
article 2008
document
Janssen, G.M.C.M. (author), Valstar, J.R. (author), van der Zee, S.E.A.T.M. (author), TNO Bouw en Ondergrond (author)
Traveltime determinations have found increasing application in the characterization of groundwater systems. No algorithms are available, however, to optimally design sampling strategies including this information type. We propose a first-order methodology to include groundwater age or tracer arrival time determinations in measurement network...
article 2008
Searched for: subject%3A%22Covariance%22
(1 - 20 of 31)

Pages