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

Technical Report · Thu Apr 01 00:00:00 EST 1982

DOI:https://doi.org/10.2172/5360794· OSTI ID:5360794

Pike, D H; Morrison, G W; Downing, D J

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.

• Research Organization: Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)
• DOE Contract Number: W-7405-ENG-26
• OSTI ID: 5360794
• Report Number(s): ORNL/CSD/TM-169; ON: DE82009602; TRN: 82-013090
• Resource Relation: Other Information: Portions of document are illegible
• Country of Publication: United States
• Language: English

Related Subjects

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL PROTECTION
99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
ACCOUNTING
DATA COVARIANCES
NUCLEAR MATERIALS MANAGEMENT
ALGORITHMS
COMPUTERIZED SIMULATION
CORRELATIONS
ERRORS
INVENTORIES
MEASURING METHODS
MANAGEMENT
MATHEMATICAL LOGIC
SIMULATION
055001* - Nuclear Fuels- Safeguards
Inspection
& Accountability- Technical Aspects
990200 - Mathematics & Computers