Results 91 to 100 of about 26,219 (311)

Mixture Kalman Filters

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2000
Summary In treating dynamic systems, sequential Monte Carlo methods use discrete samples to represent a complicated probability distribution and use rejection sampling, importance sampling and weighted resampling to complete the on-line ‘filtering’ task. We propose a special sequential Monte Carlo method, the mixture Kalman filter, which
Chen, Rong, Liu, Jun S.
openaire   +2 more sources

A hidden Markov model and reinforcement learning‐based strategy for fault‐tolerant control

The Canadian Journal of Chemical Engineering, EarlyView.
Abstract This study introduces a data‐driven control strategy integrating hidden Markov models (HMM) and reinforcement learning (RL) to achieve resilient, fault‐tolerant operation against persistent disturbances in nonlinear chemical processes. Called hidden Markov model and reinforcement learning (HMMRL), this strategy is evaluated in two case studies
Tamera Leitao, Debaprasad Dutta, Simant R. Upreti   +2 more
wiley   +1 more source

A review of issues in ensemble-based Kalman filtering

Meteorologische Zeitschrift, 2007
Ensemble-based data assimilation methods related to the fundamental theory of Kalman filtering have been explored in a variety of mostly non-operational data assimilation contexts over the past decade with increasing intensity. While promising properties
Martin Ehrendorfer
doaj   +1 more source

Assessing performance of Bayesian state-space models fit to Argos Satellite telemetry locations processed with Kalman Filtering [PDF]

, 2014
Argos recently implemented a new algorithm to calculate locations of satellite-tracked animals that uses a Kalman filter (KF). The KF algorithm is reported to increase the number and accuracy of estimated positions over the traditional Least Squares (LS)
Silva, Monica A., Ian Jonsen, Thompson Dave, Prieto Rui, Mónica A Silva, Ian Jonsen (468324), Jonsen, Ian, Deborah J F Russell, Silva Mónica A., Rui Prieto (468323), Thompson, David, Prieto, Rui, Russell, Deborah Jill Fraser, Rui Prieto, Thompson, Dave, Jonsen Ian, Mark F Baumgartner, Deborah J. F. Russell (540355), Russell Deborah J. F., Dave Thompson, Russell, Deborah J. F., Dave Thompson (292267), Mark F. Baumgartner (468325), Baumgartner Mark F., Baumgartner, Mark F., Mónica A. Silva (468322)   +25 more
core   +1 more source

Bayesian inverse ensemble forecasting for COVID‐19

Canadian Journal of Statistics, EarlyView.
Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley   +1 more source

Robust Derivative Unscented Kalman Filter Under Non-Gaussian Noise

IEEE Access, 2018
A robust derivative unscented Kalman filter is proposed for a nonlinear system with non-Gaussian noise and outliers based on Huber function. In this paper, the time update process can be performed using a Kalman filter (KF), and measurement update ...
Lijian Yin, Zhihong Deng, Baoyu Huo, Yuanqing Xia, Cheng Li   +4 more
doaj   +1 more source

Filtering in Finance. [PDF]

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 ...
Javaheri, Alireza, Lautier, Delphine, Galli, Alain   +2 more
core  

Advances in vital‐sign prediction and early‐warning models for underground coal mine workers integrating environmental factors

Deep Underground Science and Engineering, EarlyView.
This review synthesizes advances in predicting miners' vital signs by integrating environmental monitoring (dust, temperature, and gas) with physiological data. It highlights multi‐source data fusion techniques and early‐warning models for enhanced occupational safety in underground coal mines.
Junji Zhu, Dawei Cui, Yingjie Liu, Yuntao Liang, Yue Zhang   +4 more
wiley   +1 more source

Understanding the Kalman Filter: an Object Oriented Programming Perspective. [PDF]

The basic ideals underlying the Kalman filter are outlined in this paper without direct recourse to the complex formulae normally associated with this method. The novel feature of the paper is its reliance on a new algebraic system based on the first two
Snyder, R.D., Forbes, C.S.
core  

Navigating to the Moon along low-energy transfers

, 2012
This paper presents a navigation strategy to fly to the Moon along a Weak Stability Boundary transfer trajectory. A particular strategy is devised to ensure capture into an uncontrolled relatively stable orbit at the Moon.
Vasile, M., Vetrisano, M., Van der Weg, W.   +2 more
core   +1 more source