© The Institution of Engineering and Technology
A novel approach for the unscented transform calculation is detailed, showing a technique that can be used to obtain smoother estimates for probability functions based on Monte Carlo technique substitution. The method is computationally efficient for statistical moment estimation of nonlinear transformations and does not require full knowledge of the probability distribution of the random variables, being completely defined by its moments.
References
-
-
1)
-
3. Delp, E.J., Mitchell, O.R.: ‘Moment preserving quantization signal processing’, Trans. Commun., 1991, 39, pp. 1549–1558 (doi: 10.1109/26.111432).
-
2)
-
4. Menezes, L.R.A.X., Soares, A.J.M., Silva, L.M., et al: ‘Using unscented transform as alternative to Monte Carlo in bit error rate calculations’, Electron. Lett., 2013, 49, p. 1 (doi: 10.1049/el.2013.0750).
-
3)
-
6. Hastings, R.A.: ‘The art of analog layout’ (Prentice-Hall, , 2006).
-
4)
-
4. Julier, S.J., Uhlmann, J.K.: ‘Unscented filtering and nonlinear estimation’, Proc. IEEE, 2004, 92, (3), pp. 401–422 (doi: 10.1109/JPROC.2003.823141).
-
5)
-
2. Menezes, L.R.A.X., Ajayi, A., Christopoulos, C., et al: ‘Efficient computation of stochastic electromagnetic problems using unscented transforms’, Sci. Meas. Technol., 2008, 2, p. 88 (doi: 10.1049/iet-smt:20070050).
-
6)
-
7. Singhee, A., Rutenbar, R.A.: ‘Why quasi-Monte Carlo is better than Monte Carlo or Latin hypercube sampling for statistical circuit analysis’, Trans. Comput.-Aided Des. Integr. Circuits Syst., 2010, 29, pp. 1763–1776 (doi: 10.1109/TCAD.2010.2062750).
-
7)
-
5. Tabatabai, A.J., Mitchell, O.R.: ‘Edge location to subpixel values in digital imagery’, Trans. Pattern Anal. Mach. Intell.1984, 2, pp. 188–201 (doi: 10.1109/TPAMI.1984.4767502).
http://iet.metastore.ingenta.com/content/journals/10.1049/el.2016.2867
Related content
content/journals/10.1049/el.2016.2867
pub_keyword,iet_inspecKeyword,pub_concept
6
6
Extended formulation for unscented transform and its application as Monte Carlo alternative