Results 111 to 120 of about 68,495 (163)

Improved square-root cubature information filter

Transactions of the Institute of Measurement and Control, 2016
In this paper, a theoretical comparison between existing the sigma-point information filter (SPIF) framework and the unscented information filter (UIF) framework is presented. It is shown that the SPIF framework is identical to the sigma-point Kalman filter (SPKF). However, the UIF framework is not identical to the classical SPKF due to the neglect of
Yulong Huang, Yonggang Zhang, Ning Li, Lin Zhao   +3 more
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Maximum Likelihood Estimation Using Square Root Information Filters

1989 American Control Conference, 1989
The maximum likelihood parameter estimation algorithm is known to provide optimal estimates for linear time-invariant dynamic systems. However, the algorithm is computationally expensive and requires evaluations of the gradient of a log likelihood function and the Fisher information matrix.
G.J. Bierman, M.R. Belzer, J.S. Vandergraft, D.W. Porter   +3 more
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Square root spherical simplex radial information filter

2017 4th International Conference on Systems and Informatics (ICSAI), 2017
In order to further increase the precision of information filter, square root spherical simplex radial information filter (SRSSRIF) is put forward in the article. SRSSRIF is combined with square root filter and fused the spherical simplex radial rule (SSRR) into information filter.
Wenyan Guo, Hualei Ling
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A systolic square root information Kalman filter

[1988] Proceedings. International Conference on Systolic Arrays, 2003
An alternative square-root-information Kalman filter algorithm based on orthogonal transformation is described and proved mathematically. The filter can be realized on a rectangular systolic array using n(n+1) processing cells and takes 3n+m timesteps between measurements. Comparisons are made with recent work of M.J. Chen and K.
F.M.F. Gaston, G.W. Irwin
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A decentralized square root information filter/smoother

1985 24th IEEE Conference on Decision and Control, 1985
In this paper we present a new method for combining linear least squares estimates obtained from independent data sets. A bank of Square Root Information Filters (SRIF) is used to generate these "local" estimates as well as their corresponding smoothing coefficients which can be merged after each predictive step to obtain globally optimal smoothing ...
Gerald Bierman, Mitchell Belzer
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Systolic approach to square root information Kalman filtering

International Journal of Control, 1989
The systolic approach to Kalman filtering is described, which reduces an algorithm to its computational components which can then be mapped onto a parallel processing array. Square root information processing is considered, and two new algorithms are derived from a least-squares viewpoint and are shown to be equivalent to the Kalman filter.
F. M. F. GASTON, G. W. IRWIN
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Square root filtering via covariance and information eigenfactors

Automatica, 1986
Two new square root Kalman filtering algorithms are presented. Both algorithms are based on the spectral V-\(\Lambda\) of the covariance matrix where V is the matrix whose columns are the eigenvectors of the covariance and \(\Lambda\) is the diagonal matrix of its eigenvalues. The algorithms use the covariance mode in the time propagation stage and the
Oshman, Y., Bar-Itzhack, I. Y.
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SQUARE ROOT METHOD OF INFORMATION FILTERING

Galaxy International Interdisciplinary Research Journal, 2023
The article discusses the performance characteristics of an adaptive filter using a recursive least squares algorithm, as well as an algorithm using a sliding window.
Ibragimov Begovot Sheralievich, Ibragimov Islomnur   +1 more
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Sensor data fusion algorithms using square-root information filtering

IEE Proceedings - Radar, Sonar and Navigation, 2002
Multi-sensor information fusion is gaining increasing importance in modern technologies. The merit of the information fusion approach is that the fusion at measurement level is quite straightforward. The square-root information filter (SRIF) is studied for possible application to sensor data fusion processes.
J.R. Raol, G. Girija
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A Class of Stable Square-Root Nonlinear Information Filters

IEEE Transactions on Automatic Control, 2014
Information filters can process nonlinear systems with uncertain prior knowledge, and the particular square-root form of adaptive filters can improve numerical stability. Based on a square-root decomposition of information matrix and an extra positive definite matrix, the unscented transform and the cubature rule are applied to the information ...
Shiyuan Wang, Jiuchao Feng, Chi K. Tse
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