Results 21 to 30 of about 26,219 (311)
Robust Kalman Filtering Based on Chi-square Increment and Its Application
Remote Sensing, 2020 In Global Navigation Satellite System (GNSS) positioning, gross errors seriously limit the validity of Kalman filtering and make the final positioning solutions untrustworthy.
Bo Li +7 more
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Kalman filtering as a performance monitoring technique for a propensity scorecard [PDF]
, 2011 Propensity scorecards allow forecasting, which bank customers would like to be granted new credits in the near future, through assessing their willingness to apply for new loans. Kalman filtering can help to monitor scorecard performance.
Bijak, Katarzyna
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A Probabilistic Perspective on Gaussian Filtering and Smoothing [PDF]
, 2010 15.07.13 KB. Ok to add report to Spiral.We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us to show that common approaches to Gaussian filtering/smoothing can be distinguished solely by their methods of ...
Deisenroth, MP, Ohlsson, H
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CoRR, 2021 The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and white Gaussian noise. Due to its relative simplicity and general effectiveness, the Kalman filter is widely used in
Beren Millidge +3 more
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A New Adaptive H-Infinity Filtering Algorithm for the GPS/INS Integrated Navigation
Sensors, 2016 The Kalman filter is an optimal estimator with numerous applications in technology, especially in systems with Gaussian distributed noise. Moreover, the adaptive Kalman filtering algorithms, based on the Kalman filter, can control the influence of ...
Chen Jiang, Shu-Bi Zhang, Qiu-Zhao Zhang
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An Alignment Method Based on KF-ASMUKF Hybrid Filtering for Ship’s SINS under Mooring Conditions
Sensors, 2021 To solve the problem that the ship’s strapdown inertial navigation system (SINS) alignment accuracy decreases with the increase of the nonlinear filtering state dimension under mooring conditions, a method based on Kalman filter (KF) and Adaptive scale ...
Pengchao Yao, Gongliu Yang, Xiafu Peng
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A Federated Derivative Cubature Kalman Filter for IMU-UWB Indoor Positioning
Sensors, 2020 The inertial measurement unit and ultra-wide band signal (IMU-UWB) combined indoor positioning system has a nonlinear state equation and a linear measurement equation.
Chengyang He, Chao Tang, Chengpu Yu
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Penalized likelihood estimation and iterative kalman smoothing for non-gaussian dynamic regression models [PDF]
, 1995 Dynamic regression or state space models provide a flexible framework for analyzing non-Gaussian time series and longitudinal data, covering for example models for discrete longitudinal observations.
Fahrmeir, Ludwig, Wagenpfeil, Stefan
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Multiplicative Kalman filtering [PDF]
TEST, 2010 We study a non-linear hidden Markov model, where the process of interest is the absolute value of a discretely observed Ornstein-Uhlenbeck diffusion, which is observed after a multiplicative perturbation. We obtain explicit formulae for the recursive relations which link the relevant conditional distributions.
Comte, Fabienne +2 more
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Bayesian Nonlinear Filtering via Information Geometric Optimization
Entropy, 2017 In this paper, Bayesian nonlinear filtering is considered from the viewpoint of information geometry and a novel filtering method is proposed based on information geometric optimization.
Yubo Li +5 more
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