Results 61 to 70 of about 425,572 (237)
Maximum correntropy Kalman filter [PDF]
Automatica, 2017 Traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals are non-Gaussian, especially when the system is disturbed by some heavy-tailed impulsive noises, the performance of KF will deteriorate seriously.
Badong Chen +3 more
openaire +4 more sources
Volatility estimation for COVID-19 daily rates using Kalman filtering technique
Results in Physics, 2021 This paper discusses the use of stochastic modeling in the prognosis of Corona Virus-Infected Disease 2019 (COVID-19) cases. COVID-19 is a new disease that is highly infectious and dangerous.
Md Al Masum Bhuiyan +3 more
doaj +1 more source
Differentially private Kalman filtering [PDF]
2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 2012 9 pages.
Jerome Le Ny, George J. Pappas
openaire +2 more sources
Научный вестник МГТУ ГА, 2016 The paper contains algorithms for solving the problem of nonlinear filtering. The nonlinear approximate filters presented are: the extended Kalman filter (EKF), the uncented Kalman filter (UKF) and unscented Particle Filter (UPF). The flow-charts for the
I. A. Kudryavtseva
doaj
Estimation of Sideslip Angle Based on Extended Kalman Filter
Journal of Electrical and Computer Engineering, 2017 The sideslip angle plays an extremely important role in vehicle stability control, but the sideslip angle in production car cannot be obtained from sensor directly in consideration of the cost of the sensor; it is essential to estimate the sideslip angle
Yupeng Huang +3 more
doaj +1 more source
An elementary introduction to Kalman filtering [PDF]
Communications of the ACM, 2019 Demystifying the uses of a powerful tool for uncertain information.
Yan Pei +3 more
openaire +2 more sources
A Class of Quaternion Kalman Filters [PDF]
IEEE Transactions on Neural Networks and Learning Systems, 2014 The existing Kalman filters for quaternion-valued signals do not operate fully in the quaternion domain, and are combined with the real Kalman filter to enable the tracking in 3-D spaces. Using the recently introduced HR-calculus, we develop the fully quaternion-valued Kalman filter (QKF) and quaternion-extended Kalman filter (QEKF), allowing for the ...
Cyrus Jahanchahi, Danilo P. Mandic
openaire +3 more sources
Linear and nonlinear filtering in mathematical finance: a review [PDF]
, 2010 Copyright @ The Authors 2010This paper presents a review of time series filtering and its applications in mathematical finance. A summary of results of recent empirical studies with market data are presented for yield curve modelling and stochastic ...
Date, P +3 more
core +1 more source
Wavelet ensemble Kalman filters [PDF]
Proceedings of the 6th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems, 2011 4 pages, 4 ...
Jonathan D. Beezley +2 more
openaire +2 more sources
A study on the effects of Kalman Filter on performance of IPMC-Based Active Vibration Control Scheme [PDF]
, 2010 This paper evaluates the effectiveness and performance of Ionic Polymer Metal Composite (IPMC) based active vibration control scheme equipped with the Kalman estimation algorithm.
Bandopadhya, Dibakar +1 more
core +1 more source