Results 111 to 120 of about 15,255 (305)

Quadrangle Detection Based on A Robust Line Tracker Using Multiple Kalman Models

Journal of ICT Research and Applications, 2014
Quadrangle and line tracking are essential for many real world applications of computer vision. In this paper, we propose a computationally efficient line tracker that can robustly and accurately track lines in an image.
Hung Kwun Fung, Kin Hong Wong
doaj   +1 more source

State estimation of wastewater treatment processes using distributed extended Kalman filters

, 2016
In this work, we develop a distributed state estimation scheme for wastewater treatment processes in the context of extended Kalman filtering. Specifically, we consider a wastewater treatment process that includes a five-compartment reactor and an ideal ...
Zeng, Jing, Liu, Jinfeng, Zou T(邹涛), Yuan DC(袁德成)   +3 more
core  

Recovering steady‐state visual evoked potential‐related electroencephalography during amplitude‐modulated‐transcranial alternating current stimulation using dynamic adaptive stimulation artifact source separation

Journal of Intelligent Medicine, EarlyView.
Abstract Simultaneous electroencephalography (EEG) recording during transcranial alternating current stimulation (tACS) is strongly contaminated by stimulation artifacts, limiting direct assessment of neural activity. Steady‐state visual evoked potentials (SSVEPs) provide frequency‐specific and phase‐locked responses, making them suitable for ...
Hongzuo Chu, Junling Wang, Xiaoya Liu, Sitong Chen, Tao Wang, Shuang Liu   +5 more
wiley   +1 more source

Joint 2D-DOA and Carrier Frequency Estimation Technique Using Nonlinear Kalman Filters for Cognitive Radio

IEEE Access, 2017
The problem of jointly estimating carrier frequencies and their corresponding two-dimension direction of arrivals (DOA) of band-limited source signals is considered in this paper for cognitive radio.
Samar Elaraby, Heba Y. Soliman, Heba M. Abdel-Atty, Mohamed A. Mohamed   +3 more
doaj   +1 more source

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

Adaptive Unscented Kalman Filters Applied to Visual Tracking

, 2011
The classic Bays filters applied to model-based visual tracking suffers from high computation complexity and performance degradation when the inaccurate priori knowledge is involved.
Ding QC(丁其川), Zhao XG(赵新刚), Han JD(韩建达)   +2 more
core  

BART Streams: Real‐Time Reconstruction Using a Modular Framework for Pipeline Processing

Magnetic Resonance in Medicine, EarlyView.
ABSTRACT Purpose To create modular solutions for interactive real‐time MRI using reconstruction algorithms implemented in BART. Methods A new protocol for streaming of multidimensional arrays is presented and integrated into BART. The new functionality is demonstrated using examples for cardiac interactive real‐time MRI based on radial FLASH, where ...
Philip Schaten, Moritz Blumenthal, Bernhard Rapp, Christina Unterberg‐Buchwald, Martin Uecker   +4 more
wiley   +1 more source

Mixed Noise Reduction in Gray Scale Images Using Hybrid Filters Scheme

Journal of Engineering and Sustainable Development, 2012
n interactive algorithm to restoration of noisy image is presented in this paper. This algorithm composites of two filters working together with scalar recursive Kalman filter at same time.
Karim M. Al-Jebory, Ekbal H. Ail, Ekhlas H. Karam   +2 more
doaj  

The Unscented Kalman Filter With Reduced Computation Time for Estimating the Attitude of the Attitude and Heading Reference System

IEEE Journal of Indoor and Seamless Positioning and Navigation
The algorithms of the Kalman filters have been used in many papers on the Pedestrian Dead Reckoning (PDR) and attitude estimation for the attitude and heading reference system (AHRS).
Shunsei Yamagishi, Lei Jing
doaj   +1 more source

Filtering in Finance. [PDF]

In this article we present an introduction to various Filtering algorithms and some of their applications to the world of Quantitative Finance. We shall first mention the fundamental case of Gaussian noises where we obtain the well-known Kalman Filter ...
Javaheri, Alireza, Lautier, Delphine, Galli, Alain   +2 more
core