Unscented Kalman filter for time varying spectral analysis of earthquake ground motions

DOI10.1016/j.apm.2007.11.020zbMath1167.86306OpenAlexW1972774369MaRDI QIDQ838277

Mingkui Xiao, Ming Lai, Ying-Min Li, Yin-Feng Dong

Publication date: 24 August 2009

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2007.11.020

zbMATH Keywords

Kalman filterautoregressive moving average modelunscented Kalman filterearthquake ground motionstime varying spectrum

Mathematics Subject Classification ID

Related Items (3)

A partially linearized sigma point filter for latent state estimation in nonlinear time series models ⋮ A grid-based method to represent the covariance structure for earthquake ground motion ⋮ Multiple sparse-grid Gauss-Hermite filtering

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The ARMA model in state space form
• Optimal Estimation of Amplitude and Phase Modulated Signals
• Frequency domain tracking characteristics of adaptive algorithms
• Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Performance analysis of general tracking algorithms
• A new look at the statistical model identification

This page was built for publication: Unscented Kalman filter for time varying spectral analysis of earthquake ground motions