相关论文: Covariance Matching based robust Adaptive Cubature…

This paper continues the research devoted to the design of numerically stable square-root implementations for the maximum correntropy criterion Kalman filtering (MCC-KF). In contrast to the previously obtained results, here we reveal the…

This paper presents windowing and random weighting (WRW) based adaptive cubature Rauch Tung Striebel (CRTS) smoother (WRWACRTS). The Unscented KF (WRWUKF) has already existed as an alternative to nonlinear smoothing solutions. In the…

In this article, we present a structured Kalman filter associated with the transformation matrix for observable Kalman canonical decomposition from conventional Kalman filter (CKF) in order to generate a more accurate time scale. The…

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

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,…

Recently, it has been demonstrated experimentally that adaptive estimation of a continuously varying optical phase provides superior accuracy in the phase estimate compared to static estimation. Here, we show that the mean-square error in…

This paper deals with the implementation of the extended robust Kalman filter (ERKF) which was developed considering uncertainties in the parameter matrices of the underlying state-space model. A key contribution of this work is the…

The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…

This technical note addresses the UD factorization based Kalman filtering (KF) algorithms. Using this important class of numerically stable KF schemes, we extend its functionality and develop an elegant and simple method for computation of…

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…

As a burgeoning medical imaging method based on hybrid fusion of light and ultrasound, photoacoustic imaging (PAI) has demonstrated high potential in various biomedical applications recently, especially in revealing the functional and…

This article offers an elaborate description of a Kalman filter code employed in the active control system. Conventional active noise management methods usually employ an adaptive filter, such as the filtered reference least mean square…

Water treatment and liquid storage are the two plants implementing the hydraulic three-tank system. Maintaining certain levels is the critical scenario so that the systems run as desired. To deal with, the optimal linear control and the…

Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…

In the Internet of Things (IoT) paradigm, distributed sensors and actuators can observe and act on their environment, communicating wirelessly. In this context, filtering the observations and tracking the network and environment state over…

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…

This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…