Generalized unscented Kalman filtering based radial basis function neural network for the prediction of ground radioactivity time series with missing data.

Autor:	Wu Xue, Wang Yao, Liu Wei, Ting and, Zhu Zhi
Předmět:	KALMAN filtering RADIAL basis functions ARTIFICIAL neural networks GENERALIZATION RADIOACTIVITY TIME series analysis MISSING data (Statistics) RANDOM variables
Zdroj:	Chinese Physics B; Jun2011, Vol. 20 Issue 6, p069201-069201, 1p
Abstrakt:	On the assumption that random interruptions in the observation process are modeled by a sequence of independent Bernoulli random variables, we firstly generalize two kinds of nonlinear filtering methods with random interruption failures in the observation based on the extended Kalman filtering (EKF) and the unscented Kalman filtering (UKF), which were shortened as GEKF and GUKF in this paper, respectively. Then the nonlinear filtering model is established by using the radial basis function neural network (RBFNN) prototypes and the network weights as state equation and the output of RBFNN to present the observation equation. Finally, we take the filtering problem under missing observed data as a special case of nonlinear filtering with random intermittent failures by setting each missing data to be zero without needing to pre-estimate the missing data, and use the GEKF-based RBFNN and the GUKF-based RBFNN to predict the ground radioactivity time series with missing data. Experimental results demonstrate that the prediction results of GUKF-based RBFNN accord well with the real ground radioactivity time series while the prediction results of GEKF-based RBFNN are divergent. [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
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