Yang Weiqin, Jiang Hong. Modeling Nonstationary Time Series for Gyroscopic Drift Analysing[J]. JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 1995, 4(1): 1-6.
Citation:
Yang Weiqin, Jiang Hong. Modeling Nonstationary Time Series for Gyroscopic Drift Analysing[J].JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 1995, 4(1): 1-6.
Yang Weiqin, Jiang Hong. Modeling Nonstationary Time Series for Gyroscopic Drift Analysing[J]. JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 1995, 4(1): 1-6.
Citation:
Yang Weiqin, Jiang Hong. Modeling Nonstationary Time Series for Gyroscopic Drift Analysing[J].JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 1995, 4(1): 1-6.
A state space aproach for modeling nonstationary time series is employed in analysing gyro transient process. Based on the concept of smoothness priors constraint, the overall model is using the Kalman filter and Akaike's AIC criterion.Some numerical results of gyro drift models are obtained for analysis of gyro system. As the trend and irregular components of the observed time series can be modeled simultaneously, it is statistically more accurate and efficient than that modeled separately.