D Kalman Filtering for Non-Minimal Measurement Models

Author(s):  
Tine Lefebvre ◽  
Herman Bruyninckx ◽  
Joris De Schutter
2021 ◽  
Author(s):  
Vijaya Nirmala Gera ◽  
Praveen B. Choppala ◽  
Rajesh P Kumar ◽  
Paul D. Teal

1998 ◽  
Vol 7 ◽  
pp. 165-186 ◽  
Author(s):  
Gregory E. McAvoy

This article uses state space modeling and Kalman filtering to estimate a dynamic linear errors-in-variables model with random measurement error in both the dependent and independent variables. I begin with a general description of the dynamic errors-in-variables model, translate it into state space form, and show how it can be estimated via the Kalman filter. I report the results of a simulation in which the amount of random measurement error is varied, to demonstrate the importance of estimating measurement error models and the superiority that Kalman filtering has over regression. I use the model in a substantive example to examine the effects of public opinion regarding nuclear power on the enforcement decisions of the Nuclear Regulatory Commission. I then estimate a dynamic linear errors-in-variables model using multiple indicators for the latent variables and compare simulations of this model to the single indicator model. Finally, I provide substantive examples which examine the effect of people's economic expectations on their approval of the president and their approval of government more generally.


2009 ◽  
Vol 25 (2) ◽  
pp. 73-82 ◽  
Author(s):  
Frank Goldhammer ◽  
Helfried Moosbrugger ◽  
Sabine A. Krawietz

The Frankfurt Adaptive Concentration Test (FACT-2) requires discrimination between geometric target and nontarget items as quickly and accurately as possible. Three forms of the FACT-2 were constructed, namely FACT-I, FACT-S, and FACT-SR. The aim of the present study was to investigate the convergent validity of the FACT-SR with self-reported cognitive failures. The FACT-SR and the Cognitive Failures Questionnaire (CFQ) were completed by 191 participants. The measurement models confirmed the concentration performance, concentration accuracy, and concentration homogeneity dimensions of FACT-SR. The four dimensions of the CFQ (i.e., memory, distractibility, blunders, and names) were not confirmed. The results showed moderate convergent validity of concentration performance, concentration accuracy, and concentration homogeneity with two CFQ dimensions, namely memory and distractibility/blunders.


Methodology ◽  
2014 ◽  
Vol 10 (4) ◽  
pp. 138-152 ◽  
Author(s):  
Hsien-Yuan Hsu ◽  
Susan Troncoso Skidmore ◽  
Yan Li ◽  
Bruce Thompson

The purpose of the present paper was to evaluate the effect of constraining near-zero parameter cross-loadings to zero in the measurement component of a structural equation model. A Monte Carlo 3 × 5 × 2 simulation design was conducted (i.e., sample sizes of 200, 600, and 1,000; parameter cross-loadings of 0.07, 0.10, 0.13, 0.16, and 0.19 misspecified to be zero; and parameter path coefficients in the structural model of either 0.50 or 0.70). Results indicated that factor pattern coefficients and factor covariances were overestimated in measurement models when near-zero parameter cross-loadings constrained to zero were higher than 0.13 in the population. Moreover, the path coefficients between factors were misestimated when the near-zero parameter cross-loadings constrained to zero were noteworthy. Our results add to the literature detailing the importance of testing individual model specification decisions, and not simply evaluating omnibus model fit statistics.


1970 ◽  
Vol 15 (6) ◽  
pp. 402, 404-405
Author(s):  
ROBERT E. DEAR

2017 ◽  
Vol 4 (1) ◽  
pp. 41-52
Author(s):  
Dedy Loebis

This paper presents the results of work undertaken to develop and test contrasting data analysis approaches for the detection of bursts/leaks and other anomalies within wate r supply systems at district meter area (DMA)level. This was conducted for Yorkshire Water (YW) sample data sets from the Harrogate and Dales (H&D), Yorkshire, United Kingdom water supply network as part of Project NEPTUNE EP/E003192/1 ). A data analysissystem based on Kalman filtering and statistical approach has been developed. The system has been applied to the analysis of flow and pressure data. The system was proved for one dataset case and have shown the ability to detect anomalies in flow and pres sure patterns, by correlating with other information. It will be shown that the Kalman/statistical approach is a promising approach at detecting subtle changes and higher frequency features, it has the potential to identify precursor features and smaller l eaks and hence could be useful for monitoring the development of leaks, prior to a large volume burst event.


Sign in / Sign up

Export Citation Format

Share Document