Results 81 to 90 of about 425,572 (237)

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.
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Geometry of Kalman Filters [PDF]

, 2012
In this paper is presented a geometric explanation of Kalman filters in terms of a symplectic linear space and a special quadratic form on it. It is an extension of the work of Bougerol with application of a different metric introduced earlier. The author's purpose in this paper is to show that both contraction properties can be understood purely in ...
openaire   +3 more sources

Robust Kalman Filtering [PDF]

, 2000
As already pointed out in Hardle, Klinke, and Muller (2000, Chapter 10), state-space models are very useful and flexible in the sense that various recursive methods for time-dependent situations can be formulated as general solutions of filtering, smoothing and prediction problems in state-space models.
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Fast Filtering and Smoothing for Multivariate State Space Models [PDF]

This paper gives a new approach to diffuse filtering and smoothing for multivariate state space models. The standard approach treats the observations as vectors while our approach treats each element of the observational vector individually.
Koopman, S.J.M., Durbin, J.
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A Novel Extended Unscented Kalman Filter Is Designed Using the Higher-Order Statistical Property of the Approximate Error of the System Model

Actuators
In the actual working environment, most equipment models present nonlinear characteristics. For nonlinear system filtering, filtering methods such as the Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF), and Cubature Kalman Filter (CKF) have ...
Chengyi Li, Chenglin Wen
doaj   +1 more source

Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays

Discrete Dynamics in Nature and Society, 2015
This paper is concerned with the optimal Kalman filtering problem for a class of discrete stochastic systems with multiplicative noises and random two-step sensor delays.
Dongyan Chen, Yonglong Yu, Long Xu, Xiaohui Liu   +3 more
doaj   +1 more source

Restauração de imagens via filtragem de Kalman e considerações sobre a avaliação da qualidade de imagens restauradas [PDF]

, 2003
Tese (doutorado) - Universidade Federal de Santa Catarina. Centro Tecnológico. Programa de Pós-Graduação em Engenharia Elétrica.A presente tese trata da utilização de programação evolucionária (PE) em sistemas de restauração de imagens via filtragem de ...
Zampolo, Ronaldo de Freitas
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Robust adaptive estimators for nonlinear systems [PDF]

, 2013
This paper is concerned with the development of new adaptive nonlinear estimators which incorporate adaptive estimation techniques for system noise statistics with the robust technique.
R. Katebi, Katebi, Reza, H. F. Wahab, Abdul Wahab, Hamimi Fadziati Binti   +3 more
core   +1 more source

A Study on the Load Coupling Model of Basketball Athletes Based on Multi-Source Wearable Sensor Data Fusion and Unscented Kalman Filter [PDF]

Hui Xiong, Huan Xiao, Wenwen Wang
  +4 more sources

The Diffuse Kalman Filter

The Annals of Statistics, 1991
A state is said to be diffuse if its covariance matrix is arbitrarily large. Using a modified form of the Kalman filter, necessary and sufficient conditions for the existence of diffuse constructs are obtained. Applications to likelihood evaluation, diffuse prediction and diffuse smoothing are given.
openaire   +2 more sources