Results 101 to 110 of about 19,182 (197)

Unscented Kalman Filter for Determination of Spacecraft Attitude Using Different Attitude Parameterizations and Real Data

Journal of Aerospace Technology and Management, 2016
The non-linear estimators are certainly the most important algorithms applied to real problems, especially those involving the attitude estimation of spacecraft.
Roberta Veloso Garcia, Hélio Koiti Kuga, Maria Cecília F. P. S. Zanardi   +2 more
doaj  

A higher order correlation unscented Kalman filter [PDF]

Applied Mathematics and Computation, 2013
Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in many cases. However, this filters only estimate states that are correlated with the observation.
openaire   +4 more sources

Unscented type Kalman filter: limitation and combination

IET Signal Processing, 2013
This study investigates the shortcomings of existing unscented type Kalman filters (UTKFs) used for state estimation problem of non‐linear stochastic dynamic systems. There are three kinds of UTKFs – the traditional unscented Kalman filter, the cubature Kalman filter and the transformed unscented Kalman filter.
Lubin Chang, Baiqing Hu, An Li, Fangjun Qin   +3 more
openaire   +1 more source

Research on a mixed prediction method to vehicle integrated navigation systems

International Journal of Advanced Robotic Systems, 2019
Aiming to improve the positioning accuracy of vehicle integrated navigation system (strapdown inertial navigation system/Global Positioning System) when Global Positioning System signal is blocked, a mixed prediction method combined with radial basis ...
Di Zhao, Huaming Qian, Dingjie Xu
doaj   +1 more source

EFFICIENCY ANALYSIS OF EXTENDED KALMAN FILTERING, UNSCENTED KALMAN FILTERING AND UNSCENTED PARTICLE FILTERING

Научный вестник МГТУ ГА, 2016
The paper contains algorithms for solving the problem of nonlinear filtering. The nonlinear approximate filters presented are: the extended Kalman filter (EKF), the uncented Kalman filter (UKF) and unscented Particle Filter (UPF). The flow-charts for the listed algorithms are presented and a corresponding software complex based on these algorithms is ...
openaire   +1 more source

A Bayesian Filtering Algorithm for Gaussian Mixture Models

, 2017
A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture terms and this is ...
Hendriks, Johannes, Ninness, Brett, Renton, Christopher, Wills, Adrian G.   +3 more
core  

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 ...
Galli, Alain, Javaheri, Alireza, Lautier, Delphine   +2 more
core  

Implementation of unknown parameter estimation procedure for hybrid and discrete non‐linear systems

IET Radar, Sonar & Navigation
The application of the hybrid extended Kalman filter (HEKF), hybrid unscented Kalman filter (HUKF), hybrid particle filter (HPF), and hybrid extended Kalman particle filter (HEKPF) is discussed for hybrid non‐linear filter problems, when prediction ...
Mahdi Razm‐Pa
doaj   +1 more source

Achieving Adaptive Visual Multi-Object Tracking with Unscented Kalman Filter. [PDF]

Sensors (Basel), 2022
Zhang G, Yin J, Deng P, Sun Y, Zhou L, Zhang K.   +5 more
europepmc   +1 more source

Device-Free Tracking through Self-Attention Mechanism and Unscented Kalman Filter with Commodity Wi-Fi. [PDF]

Sensors (Basel), 2023
Nkabiti KP, Chen Y.
europepmc   +1 more source