Results 11 to 20 of about 26,219 (311)

The Salted Kalman Filter: Kalman filtering on hybrid dynamical systems

open access: yesAutomatica, 2021
Many state estimation and control algorithms require knowledge of how probability distributions propagate through dynamical systems. However, despite hybrid dynamical systems becoming increasingly important in many fields, there has been little work on utilizing the knowledge of how probability distributions map through hybrid transitions.
Nathan J. Kong   +3 more
openaire   +2 more sources

The Kalman–Lévy filter [PDF]

open access: yesPhysica D: Nonlinear Phenomena, 2001
The Kalman filter combines forecasts and new observations to obtain an estimation which is optimal in the sense of a minimum average quadratic error. The Kalman filter has two main restrictions: (i) the dynamical system is assumed linear and (ii) forecasting errors and observational noises are taken Gaussian.
Sornette, Didier, Ide, Kayo
openaire   +3 more sources

Lattice Kalman Filters [PDF]

open access: yesIEEE Signal Processing Letters, 2021
In this paper, a new filter in the nonlinear Kalman filtering framework is proposed. The new filter is referred to as the lattice Kalman filter (LKF) and is based on a class of quasi-Monte Carlo (QMC) methods known as lattice rules. The proposed LKF method uses the Korobov type lattice rule to deterministically generate sample points that are randomly ...
Abolfazl Rahimnejad   +2 more
openaire   +2 more sources

Multimodal Kalman filtering [PDF]

open access: yes2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2016
A difficult aspect of multimodal estimation is the possible discrepancy between the sampling rates and/or the noise levels of the considered data. Many algorithms cope with these dissimilarities empirically. In this paper, we propose a conceptual analysis of multimodality where we try to find the "optimal" way of combining modalities. More specifically,
Bourrier, Anthony   +3 more
openaire   +2 more sources

Graph Kalman Filters

open access: yesCoRR, 2023
Added empirical ...
Cesare Alippi, Daniele Zambon
openaire   +2 more sources

A note on Kalman Filter [PDF]

open access: yesProceedings of the National Academy of Sciences, 2001
The Kalman Filter commonly employed by control engineers and other physical scientists has been successfully used in such diverse areas as the processing of signals in aerospace tracking and underwater sonar, and statistical quality control. More recently, it has been used in some nonengineering applications such as short-term forecasting, time series,
openaire   +3 more sources

A survey on distributed filtering, estimation and fusion for nonlinear systems with communication constraints: new advances and prospects

open access: yesSystems Science & Control Engineering, 2020
In this paper, some recent results on the distributed filtering, estimation and fusion algorithms for nonlinear systems with communication constraints are reviewed.
Zhibin Hu, Jun Hu, Guang Yang
doaj   +1 more source

Adaptive Kalman Filtering

open access: yesJournal of Research of the National Bureau of Standards, 1985
The increased power of small computers makes the use of parameter estimation methods attractive. Such methods have a number of uses in analytical chemistry. When valid models are available, many methods work well, but when models used in the estimation are in error, most methods fail.
Brown, Steven D., Rutan, Sarah C.
openaire   +3 more sources

An Indoor Positioning Method Based on UWB and Visual Fusion

open access: yesSensors, 2022
Continuous positioning and tracking of multi-pedestrian targets is a common concern for large indoor space security, emergency evacuation, location services, and other application areas.
Pingping Peng   +5 more
doaj   +1 more source

Cubature Kalman Filters [PDF]

open access: yesIEEE Transactions on Automatic Control, 2009
In this paper, we present a new nonlinear filter for high-dimensional state estimation, which we have named the cubature Kalman filter (CKF). The heart of the CKF is a spherical-radial cubature rule, which makes it possible to numerically compute multivariate moment integrals encountered in the nonlinear Bayesian filter. Specifically, we derive a third-
Ienkaran Arasaratnam, Simon Haykin 0001
openaire   +1 more source

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