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Kalman filter and extended Kalman filter [PDF]

open access: yes, 2017
In the Bachelor’s thesis we describe the Kalman filtering algorithm for linear-Gaussian state space models and give an example of its application. We describe the extended Kalman filter for differentiable Gaussian state space models and give examples of its application.
Järvsoo, Johanna Adele
openaire   +2 more sources

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
openaire   +5 more sources

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).
Luigi Glielmo   +2 more
openaire   +3 more sources

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 ...
Nasir U. Ahmed, S. M. Radaideh
openaire   +2 more sources

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.
openaire   +2 more sources

Extended Kalman filter for extended object tracking

2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2017
In this work, we present a novel method for tracking an elliptical shape approximation of an extended object based on a varying number of spatially distributed measurements. For this purpose, an explicit nonlinear measurement equation is formulated that relates the kinematic and shape parameters to a measurement by means of a multiplicative noise term.
Shishan Yang, Marcus Baum
openaire   +2 more sources

On designing consistent extended Kalman filter

Journal of Systems Science and Complexity, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yanguang Jiang   +3 more
openaire   +1 more source

Kalman filtering in extended noise environments

IEEE Transactions on Automatic Control, 2005
This note introduces an extended environment for Kalman filtering that considers also the presence of additive noise on input observations in order to solve the problem of optimal (minimal variance) estimation of noise-corrupted input and output sequences.
DIVERSI, ROBERTO   +2 more
openaire   +3 more sources

An extended Kalman filter for mouse tracking

Medical & Biological Engineering & Computing, 2018
Animal tracking is an important tool for observing behavior, which is useful in various research areas. Animal specimens can be tracked using dynamic models and observation models that require several types of data. Tracking mouse has several barriers due to the physical characteristics of the mouse, their unpredictable movement, and cluttered ...
Hongjun Choi, Mingi Kim, Onseok Lee
openaire   +2 more sources

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