Space‐time autoregressive estimation and prediction with missing data based on Kalman filtering
Sign Up to like & getrecommendations! Published in 2020 at "Environmetrics"
DOI: 10.1002/env.2627
Abstract: We propose a Kalman filter algorithm to provide a formal statistical analysis of space‐time data with an autoregressive structure in time. The Kalman filter technique allows to capture the temporal dependence as well as the… read more here.
Keywords: estimation prediction; space; kalman; space time ... See more keywords
A consistent interpretation of the stochastic version of the Ensemble Kalman Filter
Sign Up to like & getrecommendations! Published in 2020 at "Quarterly Journal of the Royal Meteorological Society"
DOI: 10.1002/qj.3819
Abstract: Ensemble Kalman Filters are used extensively in all geoscience areas. Often a stochastic variant is used, in which each ensemble member is updated via the Kalman Filter equation with an extra perturbation in the innovation.… read more here.
Keywords: kalman; kalman filter; interpretation stochastic; ensemble kalman ... See more keywords
Robust speech recognition system using multi-parameter bidirectional Kalman filter
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DOI: 10.1007/s10772-017-9417-1
Abstract: A speech signal processing system using multi-parameter model bidirectional Kalman filter has been proposed in this paper. Conventional unidirectional Kalman filter usually performs estimation of current state speech signal by processing the time varying autoregressive… read more here.
Keywords: kalman; speech; kalman filter; parameter ... See more keywords
Blind adaptive constrained constant modulus algorithms based on unscented Kalman filter for beamforming
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Central South University"
DOI: 10.1007/s11771-017-3646-y
Abstract: This work proposes constrained constant modulus unscented Kalman filter (CCM-UKF) algorithm and its low-complexity version called reduced-rank constrained constant modulus unscented Kalman filter (RR-CCM-UKF) algorithm for blind adaptive beamforming. In the generalized sidelobe canceller (GSC)… read more here.
Keywords: kalman; constrained constant; constant modulus; unscented kalman ... See more keywords
On the error state selection for stationary SINS alignment and calibration Kalman filters – part I: Estimation algorithms☆
Sign Up to like & getrecommendations! Published in 2017 at "Aerospace Science and Technology"
DOI: 10.1016/j.ast.2016.11.019
Abstract: Abstract This paper presents the first part of a study aiming at error state selection in Kalman filters applied to the stationary self-alignment and calibration (SSAC) problem of strapdown inertial navigation systems (SINS). Estimation algorithms… read more here.
Keywords: state; kalman; error; error state ... See more keywords
Evaluation of Husain et al.: On the Use of Kalman Filtering by Cells.
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DOI: 10.1016/j.cels.2019.11.003
Abstract: One snapshot of the peer review process for "Kalman-like Self-Tuned Sensitivity in Biophysical Sensing" (Husain et al., 2019). read more here.
Keywords: kalman filtering; kalman; use kalman; evaluation husain ... See more keywords
Nonlinear state estimation for suspension control applications: a Takagi-Sugeno Kalman filtering approach
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DOI: 10.1016/j.conengprac.2016.05.013
Abstract: Abstract A new nonlinear state estimation approach, which combines classical Kalman filter theory and Takagi-Sugeno (TS) modeling, is proposed in this paper. To ensure convergence of the TS observer, conditions are derived that explicitly account… read more here.
Keywords: estimation; kalman; suspension; state estimation ... See more keywords
Kalman’s Expanding Influence in the Econometrics Discipline
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DOI: 10.1016/j.ifacol.2017.08.106
Abstract: Abstract Kalman’s original work was quickly adopted and explored throughout the engineering disciplines after the publishing of his seminal paper in 1960 (Kalman 1960). However, it would be several decades before the utility of his… read more here.
Keywords: expanding influence; kalman expanding; kalman; econometrics discipline ... See more keywords
Multiple Model Kalman and Particle Filters and Applications: A Survey
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DOI: 10.1016/j.ifacol.2019.06.013
Abstract: Abstract Kalman Filters (KF) is a recursive estimation algorithm, a special case of Bayesian estimators under Gaussian, linear and quadratic conditions. For non-linear systems, Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) provide first… read more here.
Keywords: kalman; particle filters; filter; model ... See more keywords
Kalman filter and sliding mode observer in artificial pancreas: an in-silico comparison
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DOI: 10.1016/j.ifacol.2020.12.617
Abstract: Abstract Observers are essential in artificial pancreas systems, either for states or disturbance estimation. Kalman filters based on the Hovorka model are largely applied for this purpose. However, simpler approaches can be used too. We… read more here.
Keywords: sliding mode; artificial pancreas; kalman; mode observer ... See more keywords
Fitting of experimental data using a fractional Kalman-like observer.
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DOI: 10.1016/j.isatra.2018.11.036
Abstract: In this paper, a fractional order Kalman filter (FOKF) is presented, this is based on a system expressed by fractional differential equations according to the Riemann-Liouville definition. In order to get the best fitting of… read more here.
Keywords: fokf; using fractional; data using; kalman ... See more keywords