Investigation of the effects of correlated measurement errors in time series analysis techniques applied to nuclear material accountancy data. [Program COVAR]

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It has been shown in previous work that the Kalman Filter and Linear Smoother produces optimal estimates of inventory and loss from a material balance area. The assumptions of the Kalman Filter/Linear Smoother approach assume no correlation between inventory measurement error nor does it allow for serial correlation in these measurement errors. The purpose of this report is to extend the previous results by relaxing these assumptions to allow for correlation of measurement errors. The results show how to account for correlated measurement errors in the linear system model of the Kalman Filter/Linear Smoother. An algorithm is also included for ... continued below

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Pages: 132

Creation Information

Pike, D.H.; Morrison, G.W. & Downing, D.J. April 1, 1982.

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This report is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. It has been viewed 11 times , with 6 in the last month . More information about this report can be viewed below.

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Description

It has been shown in previous work that the Kalman Filter and Linear Smoother produces optimal estimates of inventory and loss from a material balance area. The assumptions of the Kalman Filter/Linear Smoother approach assume no correlation between inventory measurement error nor does it allow for serial correlation in these measurement errors. The purpose of this report is to extend the previous results by relaxing these assumptions to allow for correlation of measurement errors. The results show how to account for correlated measurement errors in the linear system model of the Kalman Filter/Linear Smoother. An algorithm is also included for calculating the required error covariance matrices.

Physical Description

Pages: 132

Notes

NTIS, PC A07/MF A01.

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  • Other Information: Portions of document are illegible

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  • Other: DE82009602
  • Report No.: ORNL/CSD/TM-169
  • Grant Number: W-7405-ENG-26
  • DOI: 10.2172/5360794 | External Link
  • Office of Scientific & Technical Information Report Number: 5360794
  • Archival Resource Key: ark:/67531/metadc1069380

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Office of Scientific & Technical Information Technical Reports

Reports, articles and other documents harvested from the Office of Scientific and Technical Information.

Office of Scientific and Technical Information (OSTI) is the Department of Energy (DOE) office that collects, preserves, and disseminates DOE-sponsored research and development (R&D) results that are the outcomes of R&D projects or other funded activities at DOE labs and facilities nationwide and grantees at universities and other institutions.

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Creation Date

  • April 1, 1982

Added to The UNT Digital Library

  • Feb. 4, 2018, 10:51 a.m.

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  • April 4, 2018, 1:04 p.m.

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Pike, D.H.; Morrison, G.W. & Downing, D.J. Investigation of the effects of correlated measurement errors in time series analysis techniques applied to nuclear material accountancy data. [Program COVAR], report, April 1, 1982; Tennessee. (digital.library.unt.edu/ark:/67531/metadc1069380/: accessed December 9, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.