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Filters
A discrete-time Kalman filtering method for launch vehicle under parametric modelling uncertainty
2019
MATEC Web of Conferences
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The paper presents a Kalman filtering problem for discrete–time linear systems with parametric uncertainties. ...
The solution of the filtering problem is a Kalman type filter which gain is determined by solving the H2 optimization problem for the resulting system obtained by coupling the filter with the stochastic ...
In [15] , a Kalman-type filtering method for discrete-time stochastic systems with multiplicative white noise is proposed. ...
doi:10.1051/matecconf/201930407008
fatcat:aiwmohrwtveh3benglz5dmgxzi
Page 6539 of Mathematical Reviews Vol. , Issue 89K
[page]
1989
Mathematical Reviews
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Summary: “The linear Kalman-Bucy filter with both uncertain second-order statistical noise properties and uncertain system model parameters is considered. ...
Extending the classical case of a vector- valued observation, the author constructs an approximation of the filter by means of observations at discrete instants and then studies its convergence. ...
Mathematical Approaches in Advanced Control Theories
2012
Journal of Applied Mathematics
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Zhang consider the finite-time H ∞ filter for linear continuous time varying systems with uncertain observations and L 2 -norm bounded noise. ...
Pan investigate the problem of robust stability of uncertain linear discrete-time system over network with bounded packet loss. X. ...
doi:10.1155/2012/984296
fatcat:xommhyimknf2nekfqcda6r4k6e
Page 9479 of Mathematical Reviews Vol. , Issue 2001M
[page]
2001
Mathematical Reviews
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The authors study the H® filtering problem for nonlinear systems with sampled measurements. ...
Summary: “This note is concerned with the problem of a ro- bust nonfragile Kalman filter design for a class of uncertain lin- ear systems with norm-bounded uncertainties. ...
State and Parameter Estimation of the Lorenz System in Existence of Colored Noise
[article]
2012
arXiv
pre-print
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Many researchers are interested to use Extended Kalman Filter (EKF) for state estimation of complex nonlinear dynamics with uncertainties which modeled with white noises. ...
On the other hand behavior of the chaotic systems in time domain itself is similar to noise too. ...
x x H C ∂ ∂ = ) ( , ) ( k k x G G = , Extended kalman filter recursively estimates the states in two phases, forecast and correction. ...
arXiv:1211.4228v1
fatcat:gshsqogl7rbvrbhoqid3m2ijfq
Page 2398 of Mathematical Reviews Vol. , Issue 2000c
[page]
2000
Mathematical Reviews
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An uncertain continuous-time linear system with discrete and continuous measurements is considered. In addition, current in- formation about system uncertainty is used. ...
with discrete and continuous measurements. ...
Globally Optimal Multisensor Distributed Random Parameter Matrices Kalman Filtering Fusion with Applications
2008
Sensors
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More importantly, this result can be applied to Kalman filtering with uncertain observations including the measurement with a false alarm probability as a special case, as well as, randomly variant dynamic ...
This paper proposes a new distributed Kalman filtering fusion with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. ...
Acknowledgements Supported in part by NSF of China (#60874107, 10826101) and Project 863 through grant 2006AA12A104. ...
doi:10.3390/s8128086
pmid:27873977
pmcid:PMC3791008
fatcat:qr2w4o7wkfg25jzpi5byten3hy
State-dependent Kalman filters for robust engine control
2006
2006 American Control Conference
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In these simulation studies, nonlinear estimation techniques based on state-dependent and extended Kalman filtering are developed for spark ignition engines to enhance robustness of the feedforward fuel ...
A model-based approach is used to derive the optimal filters. ...
The state dependent Kalman filter combines a knowledge of the model with the measurements leading to improved estimates in uncertain environments. ...
doi:10.1109/acc.2006.1656378
fatcat:y7wraieszjagddwimfcr35tyza
Assessing the Performance of the Ensemble Kalman Filter for Land Surface Data Assimilation
2006
Monthly Weather Review
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The effects of these approximations can be evaluated by comparing the conditional marginal distributions and moments estimated by the ensemble Kalman filter with those obtained from a sequential importance ...
The ensemble Kalman filter relies on normality approximations that improve its efficiency but can also compromise the accuracy of its distributional estimates. ...
This research was sponsored by the U.S. National Science Foundation (EAR-0003361, ACI-0121182). ...
doi:10.1175/mwr3153.1
fatcat:7xj6mitmpbfxnisdwkzdjlk4xq
Page 4587 of Mathematical Reviews Vol. , Issue 2002F
[page]
2002
Mathematical Reviews
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Louis, MO); Kanai, H. [Kanai, Hajime]
Single camera based motion and shape estimation using extended Kalman filtering. (English summary)
Math. Comput. Modelling 34 (2001), no. 5-6, 511-525. ...
property of the original system]. ...
Page 6680 of Mathematical Reviews Vol. , Issue 2004h
[page]
2004
Mathematical Reviews
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(BR-ECPEE-DT; Campinas)
Robust Kalman filtering for uncertain discrete-time linear systems. (English summary)
Internat. J. Robust Nonlinear Control 13 (2003), no. 13, 1225-1238. ...
In this paper, a steady-state robust state estimator is designed for a class of uncertain discrete-time linear systems with norm-bounded uncertainty. ...
Evolutionary-Programming-Based Kalman Filter for Discrete-Time Nonlinear Uncertain Systems
2008
Asian journal of control
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The worst-case realization of the discrete-time nonlinear stochastic uncertain systems represented by the interval form with respect to the implemented "best" nominal filter is also found in this paper ...
A new linearization methodology is presented to obtain the exact linear models of a class of discrete-time nonlinear time-invariant systems at operating states of interest, so that the conventional Kalman ...
EP-BASED KALMAN FILTERING SCHEME FOR UNCERTAIN NONLINEAR TIME-INVARIANT SYSTEMS Consider the class of nominal discrete-time nonlinear time-invariant systems x(k +1) =f(x(k)) + w(k) y(k) =h(x(k))+ v(k) ...
doi:10.1111/j.1934-6093.2001.tb00072.x
fatcat:b3eflyp4p5glbieyuv4rou5ztq
Robust-Neural Observer Design for Discrete-Time Uncertain Non-Affine Nonlinear System
2014
International Journal of Electrical and Computer Engineering (IJECE)
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The Neural network is a kind of discrete-time Multi Layered Perceptron (MLP) which Trained with an Extended Kalman-Filter (EKF) based algorithm, which this neural observer is robust in presence of external ...
This paper proposed a new nonlinear discrete-time robust-neural observer (DTRNO) which capable to give estimation for the states of Discrete-Time Uncertain Non-affine Non-linear Systems in presence of ...
( W ) 1 k ( W i i i i (21)
Extended Kalman Filter Kalman filter, which is the set of mathematical equations, is considered as one of the important discoveries in the control theory principles. ...
doi:10.11591/ijece.v4i4.6171
fatcat:7bg2ivvvbfcjxb3ztwsixblymy
Research on an Adaptive Maneuvering Target Tracking Algorithm
2019
International Journal of Computer and Communication Engineering
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The adaptive Kalman filtering algorithm under the spherical coordinate system is based on Sage-Husa noise statistics estimator to estimate the statistical property of measurement noise. ...
The algorithm adopts the combination of adaptive Kalman filtering under the spherical coordinate system and its counterpart under the Cartesian coordinate system. ...
Combining the above formula with the basic equations of Kalman filtering constitutes the adaptive Kalman filtering algorithm (AKF) with unknown statistical properties of observation noise. ...
doi:10.17706/ijcce.2019.8.2.50-59
fatcat:hpl7bp3wsjgnteuwtt4xnkz5um
Robust State Estimation for Time-Delay Linear Systems With External Inputs
2021
IEEE Access
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Robust state estimation problem is investigated for discrete-time linear state space models with uncertain parameters, deterministic control input and d-step state delay. ...
Moreover, compared with the standard Kalman filter, this algorithm has similar iterative form and considerable computational complexity. ...
extended to the continuous time-varying uncertain system (see [23] ) and the discrete time-varying uncertain system (see [25] ) with known control input. ...
doi:10.1109/access.2021.3097829
fatcat:ulverve24ne4xl4vszbjt5novm
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