… Kalman filter which incorporates measurements from all N satellites in view. In addition, sub-filter
solutions are maintained by N Kalman filters … That is, subfilter n excludes measurements …

… paper we will derive the robust extended Kalman filter for the state estimation of nonlinear
multivariable stochastic systems. The Masreliez–Martin filter (robust Kalman filter) is used as a …

… We show how the EnKF relates to the Kalman filter. In particular, to make the ensemble …
respects the underlying hypotheses of both the Kalman filter and its ensemble approximation. In …

… better than an IMM that uses a Kalman filter in both models, even though a single Kalman …
The better performance of the Kalman-Levy filter in the presence of heavy-tailed noise is the …

… This paper deals with the optimality and convergence of Kalman filters in the presence of …
to the optimality condition of the Kalman filter. Thus the filter remains convergent and tends to …

… The augmented state thus does not change the prediction step of the 2-D Kalman filter
except that the presence of the boundary values in the global state will allow the calculation of …

Due to its potential applications in robotics and navigation, recent years have witnessed some
progress in Kalman filter (KF) with norm constraints on the state. A noticeable discovery of …

… The Kalman filter (KF), which is optimal in the minimum-mean… The extended Kalman filter
(EKF) is the most popular … The unscented Kalman filter (UKF) approximates the pdf at the output …

… the nonlinear distribution in the Kalman filter framework. A … The flaw in the extended Kalman
filter (EKF) that results from … nonaugmented UKF in the presence of additive weak noises. …

… filtering theory are proposed. These methods are based mainly on the Kalman filter and are
therefore termed Kalman filter… They explicitly include in the problem formulation the presence …