Subsidence Monitoring Model of AR and Kalman Hybrid Algorithm and its Application
The non-stationary time series data are dealt with the hybrid algorithm modal which combining the combined kalman and AR algorithm, and the modal was build, which the parameters stochastic variance of the AR modal was set in the state equations instead of extracting the tendency items from original data in conventional AR modals, and measure equations were constructed by observation data, then the AR modal can be solved by the Kalman algorithm. The deformation prediction results of the modal used in underground tunnel construction showed that this method was accuracy and feasible.
T. S. Wang et al., "Subsidence Monitoring Model of AR and Kalman Hybrid Algorithm and its Application", Advanced Materials Research, Vols. 168-170, pp. 2683-2687, 2011