This short review stems from the appendix of Kotoyo Hoshina’s Ph. D thesis and chapter 4
of Yasuhiro Nakashima’s Master’s thesis both written in Japanese. It is intended to be an …

… the Kalman filter and the Extended Kalman filter dynamics. The general filtering problem is
… systems dynamics, the general filter particularizes to the Kalman filter. It is shown that the …

In the following we assume that the random vector wk captures uncertainties in the model
and vk denotes the measurement noise. Both are temporally uncorrelated (white noise), zero-…

… the joint extended Kalman filter. Additional … Kalman filters: one for signal estimation, and
another for model estimation. The signal filter uses the current estimate of w, and the weight filter …

… ABSTRACT: The extended Kalman filter is applied to system identification problems of …
estimation, being incorporated into the extended Kalman filter algorithm. For the effectiveness of …

… For ease of comparison with Kalman filters, we introduce scaling of the input noise sequences.
We restrict our attention to problems where the input noises are uncorrelated and denote …

… for tracking an elliptical shape approximation of an extended object based on a varying number
of … Based on the measurement equation, we derive an extended Kalman filter (EKF) for a …

… An important nonlinear filtering application is passive … taken from a moving platfom Extended
Kalman filters (EKF) are attractive for … Here we seek to improve the extended Kalman filter …

… Kalman filter implementations called extended Kalman filters … and then designing the Kalman
filter gain for the linearized … states is estimated using a Kalman filter, rather than the state …

… State Estimation: Extended Kalman Filtering. A straightforward extension of the optimal
linear filter (“Kalman filter”) is the extended Kalman filter first proposed by Kopp and Oxford (1963…