Maneuvering Target Tracking Algorithm Based on Muti-paramter Sequential Extended Kalman Filter

Based on the information theory,the performance of maneuvering target tracking can be improved by increasing the input information( observation vector).In this paper,the estimations of radial acceleration and radial velocity obtained in the signal processing are introduced into the measurement vector by coordinate transformation.In order to solve the problem of high nonlinearity of the radial acceleration,radial velocity and the state vector,a new algorithm of multi-parameter sequential extended Kalman filter( MSEKF) is proposed.The tracking performance of this algorithm is tested and compared with the other tracking algorithms.It is shown that the proposed algorithm outperforms these algorithms in strong and weak maneuvering environments.

Tournament screening cum EBIC for feature selection with high-dimensional feature spaces

The feature selection characterized by relatively small sample size and extremely high-dimensional feature space is common in many areas of contemporary statistics. The high dimensionality of the feature space causes serious difficulties: (i) the sample correlations between features become high even if the features are stochastically independent; (ii) the computation becomes intractable. These difficulties make conventional approaches either inapplicable or inefficient. The reduction of dimensionality of the feature space followed by low dimensional approaches appears the only feasible way to tackle the problem. Along this line, we develop in this article a tournament screening cum EBIC approach for feature selection with high dimensional feature space. The procedure of tournament screening mimics that of a tournament. It is shown theoretically that the tournament screening has the sure screening property, a necessary property which should be satisfied by any valid screening procedure. It is demonstrated by numerical studies that the tournament screening cum EBIC approach enjoys desirable properties such as having higher positive selection rate and lower false discovery rate than other approaches.

Polynomial network autoregressive models with divergent orders

We propose a novel polynomial network autoregressive model by incorporating higher-order connected relationships to simultaneously model the effects of both direct and indirect connections. A quasimaximum likelihood estimation method is proposed to estimate the unknown influence parameters, and we demonstrate its consistency and asymptotic normality without imposing any distribution assumption. Moreover,an extended Bayesian information criterion is set for order selection with a divergent upper order. The application of the proposed polynomial network autoregressive model is demonstrated through both the simulation and the real data analysis.

Sequential profile Lasso for ultra-high-dimensional partially linear models

In this paper, we study ultra-high-dimensional partially linear models when the dimension of thelinear predictors grows exponentially with the sample size. For the variable screening, we proposea sequential profile Lasso method (SPLasso) and show that it possesses the screening property.SPLasso can also detect all relevant predictors with probability tending to one, no matter whetherthe ultra-high models involve both parametric and nonparametric parts. To select the best subset among the models generated by SPLasso, we propose an extended Bayesian information criterion (EBIC) for choosing the final model. We also conduct simulation studies and apply a realdata example to assess the performance of the proposed method and compare with the existingmethod.