Results 81 to 90 of about 8,181 (194)
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 +2 more
core
The Unscented Particle Filter.
, 2016 In this paper, we propose a new particle filter based on sequential importance sampling. The algorithm uses a bank of unscented filters to obtain the importance proposal distribution. This proposal has two very "nice" properties. Firstly, it makes efficient use of the latest available information and, secondly, it can have heavy tails.
Van Der Merwe, R +3 more
openaire +3 more sources
Distance Oriented Particle Swarm Optimizer for Brain Image Registration
IEEE Access, 2019 In this paper, we describe improvements to the particle swarm optimizer (PSO) made by the inclusion of an unscented Kalman filter to guide particle motion.
Chengjia Wang +5 more
doaj +1 more source
, 2018 Kalman filters and observers are two main classes of dynamic state estimation (DSE) routines. Power system DSE has been implemented by various Kalman filters, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF).
Qi, Junjian +2 more
core
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 +3 more
core
Unscented Particle Smoother and Its Application to Transfer Alignment of Airborne Distributed POS
International Journal of Aerospace Engineering, 2018 This paper deals with the problem of state estimation for the transfer alignment of airborne distributed position and orientation system (distributed POS).
Xiaolin Gong +3 more
doaj +1 more source
Adaptive Square-Root Unscented Particle Filtering Algorithm for Dynamic Navigation
Sensors, 2018 This paper presents a new adaptive square-root unscented particle filtering algorithm by combining the adaptive filtering and square-root filtering into the unscented particle filter to inhibit the disturbance of kinematic model noise and the instability
Wenhui Wei +4 more
doaj +1 more source
Novel Mobile Robot Simultaneous Localization and Mapping Using Rao-Blackwellised Particle Filter
International Journal of Advanced Robotic Systems, 2008 This paper presents the novel method of mobile robot simultaneous localization and mapping (SLAM), which is implemented by using the Rao-Blackwellised particle filter (RBPF) for monocular vision-based autonomous robot in unknown indoor environment.
Hong Bingrong, Li Maohai, Luo Ronghua
doaj
Parameter Estimation of Nonlinear Structural Systems Using Bayesian Filtering Methods
VibrationThis paper examines the performance of Bayesian filtering system identification in the context of nonlinear structural and mechanical systems. The objective is to assess the accuracy and limitations of the four most well-established filtering-based ...
Kalil Erazo
doaj +1 more source
CSEE Journal of Power and Energy SystemsSustainable development of power and energy systems (PES) can effectively handle challenges of fuel shortage, environmental pollution, climate change, energy security, etc. Data of PES presents distinctive characteristics including large collection, wide
Wanxing Sheng +3 more
doaj +1 more source