On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates [PDF]
The paper is concerned with a class of trend cycle filters, encompassing popular ones, such as the Hodrick-Prescott filter, that are derived using the Wiener-Kolmogorov signal extraction theory under maintained models that prove unrealistic in applied ...
Tommaso Proietti
core
Penalized ensemble Kalman filters for high dimensional non-linear systems. [PDF]
PLoS One, 2021 Hou E, Lawrence E, Hero AO.
europepmc +1 more source
Reduced sampling rate Kalman filters for carrier phase and frequency offset tracking in 200 Gbps 16 QAM coherent communication system. [PDF]
Sci Rep, 2021 Sharma S, Krishnamurthy PK.
europepmc +1 more source
Dynamics identification and forecasting of COVID-19 by switching Kalman filters. [PDF]
Comput Mech, 2020 Zeng X, Ghanem R.
europepmc +1 more source
Simultaneous State and Parameter Estimation Methods Based on Kalman Filters and Luenberger Observers: A Tutorial & Review. [PDF]
Sensors (Basel)Chebbi A, Franchek MA, Grigoriadis K.
europepmc +1 more source
KalmanFormer: using transformer to model the Kalman Gain in Kalman Filters. [PDF]
Front NeurorobotShen S, Chen J, Yu G, Zhai Z, Han P.
europepmc +1 more source
Online Nodal Demand Estimation in Branched Water Distribution Systems Using an Array of Extended Kalman Filters. [PDF]
Sensors (Basel)López-Estrada FR +5 more
europepmc +1 more source
The Square-Root Unscented and the Square-Root Cubature Kalman Filters on Manifolds. [PDF]
Sensors (Basel)Clemens J, Wellhausen C.
europepmc +1 more source
A Dual Filter Based on Radial Basis Function Neural Networks and Kalman Filters with Application to Numerical Wave Prediction Models. [PDF]
Sensors (Basel)Donas A +4 more
europepmc +1 more source