Results 121 to 130 of about 9,274 (303)
Simple and extended Kalman filters : an application to term structures of commodity prices. [PDF]
This article presents and compares two different Kalman filters. These methods provide a very interesting way to cope with the presence of non-observable variables, which is a frequent problem in finance. They are also very fast even in the presence of a
Lautier, Delphine, Galli, Alain
core
Iterated Invariant Extended Kalman Filter (IterIEKF)
IEEE Transactions on Automatic ControlWe study the mathematical properties of the Invariant Extended Kalman Filter (IEKF) when iterating on the measurement update step, following the principles of the well-known Iterated Extended Kalman Filter. This iterative variant of the IEKF (IterIEKF) systematically improves its accuracy through Gauss-Newton-based relinearization, and exhibits ...
Sven Goffin +4 more
openaire +2 more sources
The Convergence of the Extended Kalman Filter [PDF]
, 2007 We demonstrate that the extended Kalman filter converges locally for a broad class of nonlinear systems. If the initial estimation error of the filter is not too large then the error goes to zero exponentially as time goes to infinity. To demonstrate this, we require that the system be $C^2$ and uniformly observable with bounded second partial ...
openaire +3 more sources
Quarterly Journal of the Royal Meteorological Society, EarlyView.The climatological‐error covariance matrix used in three‐dimensional variational data assimilation (3DVar) provides smooth and isotropic increments spread to long distances. In contrast, three‐dimensional ensemble variational data assimilation (3DEnVar) with a purely ensemble‐error covariance matrix provides inhomogeneous increments and contains the ...
Kaushambi Jyoti +3 more
wiley +1 more source
Quarterly Journal of the Royal Meteorological Society, EarlyView.We document for the first time how the assimilation of CS2SMOS observations improves the model representation of Arctic sea‐ice thickness (SIT) and its variability: biases are reduced (top row), while excessive variability in the Beaufort Sea and lack of variability in the ice pack are both corrected (bottom row).
Jiping Xie +3 more
wiley +1 more source
Initial State Privacy of Nonlinear Systems on Riemannian Manifolds
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT In this paper, we investigate initial state privacy protection for discrete‐time nonlinear closed systems. By capturing Riemannian geometric structures inherent in such privacy challenges, we refine the concept of differential privacy through the introduction of an initial state adjacency set based on Riemannian distances.
Le Liu, Yu Kawano, Antai Xie, Ming Cao
wiley +1 more source
Gong-kuang zidonghua, 2013 In view of problem of low precision in SOC estimation of battery in mine-used movable lifesaving cabin based on ampere hour method under condition of higher fluctuation of environment temperature or discharge current, the paper proposed a SOC estimation ...
WANG Sha-sha +4 more
doaj
Adaptive filtering applications to satellite navigation
, 2010 PhDDifferential Global Navigation Satellite Systems employ the extended Kalman filter to estimate the reference position error. High accuracy integrated navigation systems have the ability to mix traditional inertial sensor outputs with navigation ...
Zhahir, Md Amzari
core
Extended Kalman filtering for robotic proximity sensing
, 1991 The authors address the problems in using a fiber-optic proximity sensor to detect robot end-effector positioning errors in performing a contact task when uncertainties about target position exist.
Li, Y.F., Sharkey, Paul, Daniel, R.W.
core +1 more source
Control System for the Navigation of the Agricultural Robots: A Review
Journal of Field Robotics, EarlyView.ABSTRACT Control systems for the navigation of autonomous agricultural robots—particularly those operating in uneven terrain and in the presence of static or dynamic obstacles—have advanced considerably in recent years. As conventional machinery evolves toward increasingly automated systems, the design of reliable navigation controllers has become ...
Edna Carolina Moriones Polanía +3 more
wiley +1 more source