Simple and extended Kalman filters : an application to term structures of commodity prices. [PDF]
This article presents and compares two different Kalman filters. These methods provide a very interesting way to cope with the presence of non-observable variables, which is a frequent problem in finance. They are also very fast even in the presence of a
Galli, Alain, Lautier, Delphine
core
Bayesian Noise Modelling for State Estimation of the Spread of COVID-19 in Saudi Arabia with Extended Kalman Filters. [PDF]
Sensors (Basel), 2023 Alyami L, Panda DK, Das S.
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Kalman filter and extended Kalman filter
, 2017 In the Bachelor’s thesis we describe the Kalman filtering algorithm for linear-Gaussian state space models and give an example of its application. We describe the extended Kalman filter for differentiable Gaussian state space models and give examples of its application.
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2D and 3D Angles-Only Target Tracking Based on Maximum Correntropy Kalman Filters. [PDF]
Sensors (Basel), 2022 Urooj A +3 more
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Procapra Przewalskii Tracking Autonomous Unmanned Aerial Vehicle Based on Improved Long and Short-Term Memory Kalman Filters. [PDF]
Sensors (Basel), 2023 Luo W +12 more
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Crack Monitoring in Rotating Shaft Using Rotational Speed Sensor-Based Torsional Stiffness Estimation with Adaptive Extended Kalman Filters. [PDF]
Sensors (Basel), 2023 Park YH, Lee HB, Kim GW.
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A fully digital model for Kalman filters
, 2010 The Kalman filter is a mathematical method, whose purpose is to process noisy measurements in order to obtain an estimate of some relevant parameters of a system.
Lo Presti, Letizia +2 more
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Sequential Covariance Intersection Fusion Robust Time-Varying Kalman Filters with Uncertainties of Noise Variances for Advanced Manufacturing. [PDF]
Micromachines (Basel), 2022 Qi W, Wang S.
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Measurement Noise Covariance-Adapting Kalman Filters for Varying Sensor Noise Situations. [PDF]
Sensors (Basel), 2021 Chhabra A, Venepally JR, Kim D.
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Regularized Optimal Transport Based on an Adaptive Adjustment Method for Selecting the Scaling Parameters of Unscented Kalman Filters. [PDF]
Sensors (Basel), 2022 Kang CH, Kim SY.
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