Results 101 to 110 of about 425,572 (237)
Parameter Estimation of Nonlinear Structural Systems Using Bayesian Filtering Methods
VibrationThis paper examines the performance of Bayesian filtering system identification in the context of nonlinear structural and mechanical systems. The objective is to assess the accuracy and limitations of the four most well-established filtering-based ...
Kalil Erazo
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AIP AdvancesPermanent magnet spherical motors (PMSpMs) are new special motors with multiple degrees of freedom capability in a limited space. This paper proposes a heterogeneous sensor-based rotor attitude detection (RAD) approach for the PMSpM using the distributed
Sili Zhou +5 more
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An Economist´s guide to the Kalman filter [PDF]
Almost since its appearance, the Kalman Filter (KF) has been successfully used in control engineering. Unfortunately, most of its important results have been published in engineering journals with language, notation and style proper of engineers. In this
Francisco Venegas, Enrique de Alba
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Estimating tyre wear for real-time applications: a cascaded Kalman filter approach [PDF]
Sergio Andrea de Bellis +4 more
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International Journal of Advanced Robotic Systems, 2011 The paper proposes derivative-free nonlinear Kalman Filtering for MIMO nonlinear dynamical systems. The considered nonlinear filtering scheme which is based on differential flatness theory extends the class of systems to which Kalman Filtering can be ...
Gerasimos G. Rigatos
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Resilient Frequency Control of Low-Inertia Smart Islanded Microgrids Under FDI Attack Using Kalman Filter Observer [PDF]
Mahmoud Mollayousefi Zadeh +3 more
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Adaptive filtering applications to satellite navigation [PDF]
, 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
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Recursive Estimation in Econometrics [PDF]
An account is given of recursive regression and of Kalman filtering which gathers the important results and the ideas that lie behind them within a small compass. It emphasises the areas in which econometricians have made contributions, which include the
Stephen Pollock
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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
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