Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models

M Delattre, M Lavielle - Statistics and its interface, 2013 - hal.science
… algorithm with the extended Kalman filter for estimating the … mixed-effects diffusion models.
In Section 3, we detail our new estimation methodology based on the extended Kalman filter

Ensemble Kalman filter and extended Kalman filter for state-parameter dual estimation in mixed effects models defined by a stochastic differential equation

J Soto, S Infante - Technology, Sustainability and Educational Innovation …, 2020 - Springer
… implementing two algorithms: the extended Kalman filter (EKF) and the Ensamble Kalman
filter (EnKF) for dual estimation of states and parameters in a mixed effects model defined by …

Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter

L Ou, MD Hunter, Z Lu, CA Stifter… - British Journal of …, 2023 - Wiley Online Library
… may be nonlinear and include mixed effects in the parameters… as the continuous-discrete
extended Kalman filter (CDEKF) … and identification constraints in handling mixed-effects SDE …

A mixed-type accurate continuous-discrete extended-unscented Kalman filter for target tracking

MV Kulikova, GY Kulikov - 2015 European Control Conference …, 2015 - ieeexplore.ieee.org
… The efficiency of this mixed-type filter is shown in comparison to the performance of the
accurate continuous-discrete extended Kalman and unscented Kalman filters on a known target …

Applying the extended Kalman filter to systems described by nonlinear differential-algebraic equations

VM Becerra, PD Roberts, GW Griffiths - Control Engineering Practice, 2001 - Elsevier
extended Kalman filter that … mixing process, where the model of the system is solved using
the sequential modular method and the estimation involves a bank of extended Kalman filters

Extended Kalman filter methods for tracking weak GPS signals

ML Psiaki, H Jung - Proceedings of the 15th international technical meeting …, 2002 - ion.org
… The tracking algorithm is an extended Kalman filter (EKF) that estimates code phase, carrier
… The negative sign in front of it presumes high-side mixing during one of the RF frontend’s …

Joint estimation of battery parameters and state of charge using an extended Kalman filter: A single-parameter tuning approach

H Beelen, HJ Bergveld… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
… and the parameters of a battery model is typically done using nonlinear extensions of the
Kalman filter (KF), such as the well-known and widely used extended KF (EKF), in combination …

Identification of process and measurement noise covariance for state and parameter estimation using extended Kalman filter

VA Bavdekar, AP Deshpande, SC Patwardhan - Journal of Process control, 2011 - Elsevier
… using heuristics is not straightforward and can lead to degradation in the performance of
the filter. In this work the extended Kalman filter (EKF), which is arguably the most widely used …

Mixture kalman filters

R Chen, JS Liu - Journal of the Royal Statistical Society: Series …, 2000 - Wiley Online Library
Kalman filter can be effective. A few wellknown generalizations are the extended Kalman
filters Gelb, 1974), Gaussian sum filters … can be applied to other mixed Gaussian settings. By …

How to not make the extended Kalman filter fail

R Schneider, C Georgakis - Industrial & Engineering Chemistry …, 2013 - ACS Publications
… From this extensive set of simulations and by comparison with several out-of-the-box
versions of the constrained Unscented Kalman Filter (UKF), we conclude that there exists a …