Results 1 to 10 of about 3,435,907 (207)
Gaussian filters for nonlinear filtering problems [PDF]
The most widely used filter to estimate the state of a nonlinear stochastic system from noisy observation data is the extended Kalman filter. However, if the nonlinearities are significant, its performance can be considerably improved as recent works by Alspace and Sorenson (1967, 1972), C. P. Fang, Julier and Uhlmann (1994, 1995) have shown.
Kazufumi Ito, Kaiqi Xiong
exaly +4 more sources
The Hitchhiker’s guide to nonlinear filtering [PDF]
Nonlinear filtering is the problem of online estimation of a dynamic hidden variable from incoming data and has vast applications in different fields, ranging from engineering, machine learning, economic science and natural sciences. We start our review of the theory on nonlinear filtering from the simplest `filtering' task we can think of, namely ...
Anna Kutschireiter +2 more
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A Review of Nonlinear Filtering Algorithms in Integrated Navigation Systems [PDF]
Nonlinear filtering algorithms have significant implications in the optimal estimation of navigation states and in improving the accuracy, reliability, and robustness of navigation systems.
Jiaqian Si, Yanxiong Niu, Botao Wang
doaj +2 more sources
Duality for Nonlinear Filtering II: Optimal Control [PDF]
This article is concerned with the development and use of duality theory for a nonlinear filtering model with white noise observations. The main contribution of this article is to introduce a stochastic optimal control problem as a dual to the nonlinear ...
J. W. Kim, P. Mehta
semanticscholar +1 more source
This article concerns the improvement of digital image quality using mathematical tools such as nonlinear partial differential operators. In this paper, to perform smoothing on digital images, we propose to use the p(x)-Laplacian operator.
Jean-Luc Henry +3 more
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An Alignment Method Based on KF-ASMUKF Hybrid Filtering for Ship’s SINS under Mooring Conditions
To solve the problem that the ship’s strapdown inertial navigation system (SINS) alignment accuracy decreases with the increase of the nonlinear filtering state dimension under mooring conditions, a method based on Kalman filter (KF) and Adaptive scale ...
Pengchao Yao, Gongliu Yang, Xiafu Peng
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A discrete time filter is constructed where both the observation and signal process have non-linear dynamics with additive white Gaussian noise. Using the reference probably frame- work a convolution Zakai equation is obtained which updates the unnormalized conditional density.
Elliott, Robert J., Haykin, Simon
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In this paper, some recent results on the distributed filtering, estimation and fusion algorithms for nonlinear systems with communication constraints are reviewed.
Zhibin Hu, Jun Hu, Guang Yang
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Classification of digital non-linear filters by discrete convolutions
Background. In the field of digital signal processing, there are many problems that can not be solved with traditional linear filtering methods. In particular, the use of linear filtering does not allow separating signal from the noise in the case when
M.A. Shcherbakov
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In this paper, a recursive filtering problem is analyzed for nonlinear systems with sensor saturation under duty cycle scheduling (DCS). The sensor saturation is taken into account to describe practical engineering better.
Hongyu Gao +3 more
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