Results 91 to 100 of about 186,344 (275)
Implementation of unknown parameter estimation procedure for hybrid and discrete non‐linear systems
IET Radar, Sonar & NavigationThe application of the hybrid extended Kalman filter (HEKF), hybrid unscented Kalman filter (HUKF), hybrid particle filter (HPF), and hybrid extended Kalman particle filter (HEKPF) is discussed for hybrid non‐linear filter problems, when prediction ...
Mahdi Razm‐Pa
doaj +1 more source
Application of Kalman Filter Algorithm in Battery State-of-Charge Detection
Chemical Engineering Transactions, 2018 This paper throws light on the State-Of-Charge (SOC) and the detection technology of vehicle battery based on the Kalman filter algorithm. To fill the gaps of the Ampere-hour integration estimation algorithm and the extended Kalman filter estimation ...
Tuo Zheng
doaj +1 more source
Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter [PDF]
An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination.
Fermelia, A. +2 more
core +1 more source
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
Journal of Forecasting, EarlyView.ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source
An ensemble Kalman-Bucy filter for continuous data assimilation
Meteorologische Zeitschrift, 2012 The ensemble Kalman filter has emerged as a promising filter algorithm for nonlinear differential equations subject to intermittent observations. In this paper, we extend the well-known Kalman-Bucy filter for linear differential equations subject to ...
Kay Bergemann, Sebastian Reich
doaj +1 more source
In this article we present an introduction to various Filtering algorithms and some of their applications to the world of Quantitative Finance. We shall first mention the fundamental case of Gaussian noises where we obtain the well-known Kalman Filter ...
Galli, Alain +2 more
core
Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
Journal of Forecasting, EarlyView.ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley +1 more source
Dynamic Mode Decomposition (DMD) for Low‐Latency Real‐Time Cardiac MRI
Magnetic Resonance in Medicine, EarlyView.ABSTRACT Purpose To demonstrate dynamic mode decomposition (DMD) for high spatiotemporal low‐latency online reconstruction in 2D real‐time cardiac MRI. Methods DMD was applied to 2D spiral balanced steady state free precession (bSSFP) real‐time adult and fetal cardiac MRI at 0.55 T, with data from 10 healthy adult volunteers (3F/7M; age: 21–49; BMI: 20–
Ecrin Yagiz +5 more
wiley +1 more source
International Journal of Advanced Robotic Systems, 2011 The paper studies sensorless control for DC and induction motors, using Kalman Filtering techniques. First the case of a DC motor is considered and Kalman Filter-based control is implemented.
Gerasimos G. Rigatos, Pierluigi Siano
doaj +1 more source
Robot indoor location modeling and simulation based on Kalman filtering
EURASIP Journal on Wireless Communications and Networking, 2019 Wireless signal fingerprint positioning technology has been widely used in indoor positioning. In view of the influence of a large number of interference noise in indoor, the error of receive signal strength indicator is large, the more complex and ...
Jian Yin Lu, Xinjie Li
doaj +1 more source