Related papers: A parametrized Kalman filter for fast track fittin…
This study considers the object localization problem and proposes a novel multiparticle Kalman filter to solve it in complex and symmetric environments. Two well-known classes of filtering algorithms to solve the localization problem are…
Kalman filters are widely used for object tracking, where process and measurement noise are usually considered accurately known and constant. However, the exact known and constant assumptions do not always hold in practice. For example,…
We introduce a computationally efficient variant of the model-based ensemble Kalman filter (EnKF). We propose two changes to the original formulation. First, we phrase the setup in terms of precision matrices instead of covariance matrices,…
A Kalman Filter alignment algorithm has been applied to cosmic-ray data. We discuss the alignment algorithm and an experiment-independent implementation including outlier rejection and treatment of weakly determined parameters. Using this…
The objective is to investigate the advantages and performance of Extended Kalman Filter for the estimation of non-linear system where linearization takes place about a trajectory that was continually updated with the state estimates…
A Kalman filter package has been developed for reconstructing muon ($\mu^\pm$) tracks (coming from the neutrino interactions) in ICAL detector. Here, we describe the algorithm of muon track fitting, with emphasis on the error propagation of…
The expected performance of track reconstruction with LHC events using the CMS silicon tracker is presented. Track finding and fitting is accomplished with Kalman Filter techniques that achieve efficiencies above 99% on single muons with…
This document presents the study of the problem of location and trajectory that a robot must follow. It focuses on applying the Kalman filter to achieve location and trajectory estimation in an autonomous mobile differential robot. The…
A Kalman filter can be used to determine material parameters using uncertain experimental data. However, starting with inappropriate initial values for material parameters might include false local attractors or even divergence. Also,…
Kalman filter is widely used for residual generation in fault detection. It leads to optimality in fault detection using some performance indices and also leads to statistically sound residual evaluation and threshold setting. This paper…
In recent work (arXiv:1006.3100v1), we have presented a novel approach for improving particle filters for multi-target tracking. The suggested approach was based on drift homotopy for stochastic differential equations. Drift homotopy was…
In many signal processing applications of Kalman filter (KF) and its variants and extensions, accurate estimation of extreme states is often of great importance. When the observations used are uncertain, however, KF suffers from conditional…
The implementation of fringe tracking for optical interferometers is inevitable when optimal exploitation of the instrumental capacities is desired. Fringe tracking allows continuous fringe observation, considerably increasing the…
The major challenge posed by the high instantaneous luminosity in the High Luminosity LHC (HL-LHC) motivates efficient and fast reconstruction of charged particle tracks in a high pile-up environment. While there have been efforts to use…
Extended object tracking involves estimating both the physical extent and kinematic parameters of a target object, where typically multiple measurements are observed per time step. In this article, we propose a deterministic closed-form…
The extraction of weak signals plays a crucial role in quantum precision measurement, where the estimation results are often limited by low signal-to-noise ratios. Here, we demonstrate a parameter-estimation framework based on the adaptive…
We revisit the precision of the measurement of track parameters (position, angle) with optimal methods in the presence of detector resolution, multiple scattering and zero magnetic field. We then obtain an optimal estimator of the track…
In this paper we first introduce the setting of filtering on Stiefel manifolds. Then, assuming the underlying system process is constant, the convergence of the extended Kalman filter with Stiefel manifold-valued observations is proved.…
A commonly encountered problem is the tracking of a physical object, like a maneuvering ship, aircraft, land vehicle, spacecraft or animate creature carrying a wireless device. The sensor data is often limited and inaccurate observations of…
Multi-object tracking plays a crucial role in various applications, such as autonomous driving and security surveillance. This study introduces Deep LG-Track, a novel multi-object tracker that incorporates three key enhancements to improve…