Related papers: Partition-based Unscented Kalman Filter for Reconf…
This study proposes a general, scalable method to learn control-oriented thermal models of buildings that could enable wide-scale deployment of cost-effective predictive controls. An Unscented Kalman Filter augmented for parameter and…
This paper develops the theoretical framework and the equations of a new robust Generalized Maximum-likelihood-type Unscented Kalman Filter (GM-UKF) that is able to suppress observation and innovation outliers while filtering out…
In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman…
The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…
This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter,…
An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by…
Because of physical assumptions and numerical approximations, low-order models are affected by uncertainties in the state and parameters, and by model biases. Model biases, also known as model errors or systematic errors, are difficult to…
Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…
Uncertain parameters of state-space models have always been a considerable problem. Consider Kalman filter (CKF) and desensitized Kalman filter (DKF) are two methods to solve this problem. Based on the sensitivity matrix respected to the…
We consider the problem of selecting an optimal set of sensor precisions to estimate the states of a non-linear dynamical system using an Ensemble Kalman filter and an Unscented Kalman filter, which uses random and deterministic ensembles…
This paper proposes a novel vehicle sideslip angle estimator, which uses the physical knowledge from an Unscented Kalman Filter (UKF) based on a non-linear single-track vehicle model to enhance the estimation accuracy of a Convolutional…
This paper addresses the estimation of the State Of Charge (SOC) of lithium-ion cells via the combination of two widely used paradigms: Kalman Filters (KFs) equipped with Equivalent Circuit Models (ECMs) and machine-learning approaches. In…
The unscented Kalman filter is an algorithm capable of handling nonlinear scenarios. Uncertainty in process noise covariance may decrease the filter estimation performance or even lead to its divergence. Therefore, it is important to adjust…
This paper addresses the issues of unmanned aerial vehicle (UAV) indoor navigation, specifically in areas where GPS and magnetometer sensor measurements are unavailable or unreliable. The proposed solution is to use an error state extended…
Distributed state estimation strongly depends on collaborative signal processing, which often requires excessive communication and computation to be executed on resource-constrained sensor nodes. To address this problem, we propose an…
Filters, especially wide range of Kalman Filters have shown their impacts on predicting variables of stochastic models with higher accuracy then traditional statistic methods. Updating mean and covariance each time makes Bayesian inferences…
This study presents a method of estimating battery cell core and surface temperature using a thermal model coupled with electrical impedance measurement, rather than using direct surface temperature measurements. This is advantageous over…
This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…
One of the modern research lines in econometrics studies focuses on translating a wide variety of structural econometric models into their state-space form, which allows for efficient unknown dynamic system state and parameter estimations…
The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…