Results 81 to 90 of about 402,870 (201)

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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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

Introduction to Kalman Filtering [PDF]

, 2005
This document is an introduction to Kalman optimal Filtering applied to linear systems. It is assumed that the reader is already aware of linear servo-loop theory, frequency-domain Filtering (continuous and discrete-time) and state-space approach to ...
Alazard, Daniel
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Smoothing Hazard Functions and Time-Varying Effects in Discrete Duration and Competing Risks Models [PDF]

, 1995
State space or dynamic approaches to discrete or grouped duration data with competing risks or multiple terminating events allow simultaneous modelling and smooth estimation of hazard functions and time-varying effects in a flexible way. Full Bayesian or
Stefan Wagenpfeil, Ludwig Fahrmeir, Fahrmeir, Ludwig, Wagenpfeil, Stefan   +3 more
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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

On credibility and robustness with the Kalman filter [PDF]

, 1995
Bühlmann (1967) gave a formal Bayesian derivation of the credibility ratio estimators that actuaries had been using for many years. Since then various generalizations of Bühlmann's model have appeared in the literature, each relaxing the i.i.d ...
Garrido, José, Romera, Rosario
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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

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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Applying Dual-Kalman Filtering Algorithm to Radar Estimation Systems [PDF]

, 2012
[[abstract]]Target Maneuvering situations are usually occurred in radar target tracking systems. Tracking maneuvering targets in a radar system is complicated because it can not directly measure target accelerations.
Chung, Yi-Nung; Juang, D. J. ; Chuang, K. C.
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