Non‐linear Kalman filters comparison for generalised autoregressive conditional heteroscedastic clutter parameter estimation
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Bibliographic record
Abstract
In this work, the authors analyse the estimation of the generalised autoregressive conditional heteroscedastic (GARCH) process conditional variance based on three non‐linear filtering approaches: extended Kalman filter (EKF), unscented Kalman filter and cubature Kalman filter. The authors present a state model for a GARCH process and derive an EKF including second‐order non‐linear terms for simultaneous estimation of state and parameters. Using synthetic data, the authors evaluate the consistency and the correlation of the innovations for the three filters, by means of numerical simulations. The authors also study the performance of smoothed versions of the non‐linear Kalman filters using real clutter data in comparison with a conventional quasi‐maximum likelihood estimation method for the GARCH process coefficients. The authors show that with all methods the process coefficients estimates are of the same order and the resulting conditional variances are commensurable. However, the non‐linear Kalman filters greatly reduce the computational load. These kind of filters could be used for the radar detector based on a GARCH clutter model that uses an adaptive threshold that demands the conditional variance at each decision instant.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it