Minimum variance estimates of gyroscopic drift parameters.

1968 ◽  
Vol 5 (6) ◽  
pp. 747-749
Author(s):  
CHARLES F. PRICE
Electronics ◽  
2021 ◽  
Vol 10 (9) ◽  
pp. 985
Author(s):  
Junaid Tariq ◽  
Ammar Armghan ◽  
Fayadh Alenezi ◽  
Amir Ijaz ◽  
Saad Rehman ◽  
...  

High-Efficiency Video Coding (HEVC) applies 35 intra modes to every block of a frame and selects the mode that gives the best prediction. This brute-force nature of HEVC makes it complex and unfit for real-time applications. Therefore, a fast intra-mode estimation algorithm is presented here based on the classic World War II (WW2) technique known as the ‘German Tanks Problem’ (GTP). This not only is the first article to use GTP for early estimation of intra mode, but also expedites the estimation process of GTP. Secondly, the various elements of the intra process are efficiently mapped to the elements of GTP estimation. Finally, the two variations of GPT are modeled and are also minimum-variance estimates. These experimental results indicate that proposed GTP-based fast estimation reduced the compression time of HEVC from 23.88% to 31.44%.


Biometrika ◽  
1978 ◽  
Vol 65 (3) ◽  
pp. 642-643 ◽  
Author(s):  
GUNNAR BLOM

Geophysics ◽  
1978 ◽  
Vol 43 (1) ◽  
pp. 102-124 ◽  
Author(s):  
Jerry M. Mendel ◽  
John Kormylo

The Wiener filtering approach to deconvolution is limited by certain modeling assumptions, which may not always be valid. We develop a Kalman filtering approach to deconvolution which permits more flexible modeling assumptions than the Wiener filtering approach. Our approach is applicable to time‐varying or time‐invariant wavelets as well as to nonstationary or stationary noise processes. We develop equations herein for minimum‐variance estimates of the reflection coefficient sequence, as well as error variances associated with these estimates. Our estimators are compared with an ad hoc “prediction error filter,” which has recently been reported on in the geophysics literature. We show that our estimators perform better than the prediction error filter. Simulation results are included, for both time‐invariant and time‐varying situations, which support our theoretical developments.


Author(s):  
C. Radhakrishna Rao

Let the probability density of observations be denoted by φ(x | θ), where x stands for the variables and θ for the parameters. A function t of the observations is called an unbiased estimate of the function ψ(θ) of the parameters ifwhere dx stands for the product of differentials.


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