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Polynomial extended Kalman filter

IEEE Transactions on Automatic Control, 2005
This work presents a polynomial version of the well-known extended Kalman filter (EKF) for the state estimation of nonlinear discrete-time stochastic systems. The proposed filter, denoted polynomial EKF (PEKF), consists in the application of the optimal polynomial filter of a chosen degree mu to the Carleman approximation of a nonlinear system. When mu
GERMANI, Alfredo   +2 more
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An interlaced extended Kalman filter

IEEE Transactions on Automatic Control, 1999
The aim of the paper is to propose an estimation algorithm, called Interlaced Extended Kalman Filter (IEKF), for a class of discrete-time nonlinear systems. The vector state of the system is assumed to be partitionable into \(m\) parts (subsystems), whose dynamic equations are supposed to be affine for each of the corresponding part (subsystem).
GLIELMO L, R. SETOLA, F. VASCA
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Extended modal Kalman filter

International Journal of Dynamics and Control, 2019
In this paper, based on Modal series, a new filter is proposed for a nonlinear system state estimation. Modal series is a new method to obtain a closed-form approximate solution of a nonlinear differential equation. Up to now, this series is only obtained in the neighborhood of an equilibrium point.
Gh. Mohammaddadi, N. Pariz, A. Karimpour
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Robust extended Kalman filtering

IEEE Transactions on Signal Processing, 1999
Summary: Linearization errors inherent in the specification of an extended Kalman filter (EKF) can severely degrade its performance. This correspondence presents a new approach to the robust design of a discrete-time EKF by application of the robust linear design methods based on the \(H_\infty\) norm minimization criterion.
Einicke, G., White, L.
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Modified extended Kalman filtering

IEEE Transactions on Automatic Control, 1994
The authors propose a modification of the extended Kalman filtering algorithm for the following system: \[ dX_ t= f(t, X_ t) dt+ \varepsilon_ 1 \sigma_ 1 (t)dV_ t, \qquad dy_ t= h(t, X_ t) dt+ \varepsilon_ 2 \sigma_ 2 (t) dW_ t, \] where \((V_ t)\) and \((W_ t)\) are independent Brownian motions, \((X_ t)\in \mathbb{R}^ n\) and \((y_ t)\in \mathbb{R ...
Ahmed, N. U., Radaideh, S. M.
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State Estimation using Extended Kalman Filter and Unscented Kalman Filter

2020 International Conference on Emerging Trends in Communication, Control and Computing (ICONC3), 2020
In any linear system the Kalman Filter is highly used to tracking and estimation. Extended Kalman Filter is deal nonlinear system better than Kalman Filter. But the framework of Extended Kalman Filter is not easy to draw they requires some highly numerical terms in nature.
Priya Shree Madhukar, L.B. Prasad
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Modified extended Kalman filtering

Proceedings of 13th International Conference on Digital Signal Processing, 2002
This paper examines a previously published modified extended Kalman (1960) filter. The modification provides better estimates than the extended Kalman filter under certain system conditions. The modification attempts to formulate a more accurate linearization of the underlying system, hence improve the state estimates.
D.S. Wall, F.M.F. Gaston
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