Results 311 to 320 of about 270,111 (384)

Combined State of Charge and State of Energy Estimation of Lithium-Ion Battery Using Dual Forgetting Factor-Based Adaptive Extended Kalman Filter for Electric Vehicle Applications

IEEE Transactions on Vehicular Technology, 2021
With the increasing demand for Lithium-ion batteries in an electric vehicle (EV), it is always crucial to develop a highly accurate and low-cost state estimation method for the battery management system (BMS).
P. Shrivastava, Tey Kok Soon, Mohd Yamani Idna Bin Idris, S. Mekhilef, Syed Bahari Ramadzan Syed Adnan   +4 more
semanticscholar   +1 more source

A Novel DVL Calibration Method Based On Robust Invariant Extended Kalman Filter

IEEE Transactions on Vehicular Technology, 2022
The calibration accuracy of the Doppler Velocity Log (DVL) error directly affects the performance of the SINS/DVL integrated navigation system. Previous studies of DVL calibration have not dealt with DVL measurement outliers.
Bo Xu, Yu Guo
semanticscholar   +1 more source

Vehicle Localization During GPS Outages With Extended Kalman Filter and Deep Learning

IEEE Transactions on Instrumentation and Measurement, 2021
Integration of microelectromechanical system-based inertial navigation system (MEMS-INS) and global positioning system (GPS) is a promising approach to vehicle localization.
Jiageng Liu, Ge Guo
semanticscholar   +1 more source

Implementation and Experimental Validation of Ultrahigh-Speed PMSM Sensorless Control by Means of Extended Kalman Filter

IEEE Journal of Emerging and Selected Topics in Power Electronics, 2022
This article presents an experimental validation of the implementation of a sensorless control algorithm for an ultrahigh permanent magnet synchronous motor by means of an extended Kalman filter, up to 240 000 rpm.
P. Niedermayr, L. Alberti, S. Bolognani, R. Abl   +3 more
semanticscholar   +1 more source

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, MANES, COSTANZO, Palumbo P.   +2 more
openaire   +4 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).
GLIELMO L, R. SETOLA, F. VASCA
openaire   +2 more sources

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
openaire   +1 more source

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

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.
openaire   +2 more sources

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
openaire   +1 more source