… -oriented initialization starts from the KF with an initial guess. After a fixed number of forward
filtering … Therefore, we can repeat the forward Kalman filtering recursion by starting from the …

… On the basis of these, we will develop an initialization method to reduce the negative influence
of e0 … Then, the the price in term of accuracy we pay for the incorrect initialization can be …

The problem of computing estimates of the state vector when the Kalman filter is seeded with
an arbitrarily large variance is considered. To date the response in the literature has been …

… initialization of the ordinary Kalman filter. Assuming there are d starting values for the
nonstationary series, we initialize the Kalman filter … We give details of the initialization for ARIMA …

… model and initialize the Kalman Filter. … initialization for use in the Kalman Filter, as, in general,
papers and books do not give any hint on this; thus inducing the impression that initializing …

… initializing a system on the linear state-space form (1) can be done by using information filter
… This paper presents a method to initialize the Kalman filter without making any assumptions …

… We review different approaches to Kalman filtering with incompletely specified initial … We
compare in detail the transformation approach and modified Kalman Filter (KF) of Ansley and …

… Multi-State Constraint Kalman Filter (MSCKF). In addition, to alleviate the initialization demands
by appending enough stable poses in MSCKF, a rapid and robust Initialization MSCKF (I-…

… The unscented Kalman filter was implemented for this task. Our main contribution is a novel
approach to landmark initialization in a Kalman filter; we characterize the tolerance to noise …

… the bias occurred in this modified extended Kalman filter. The second issue which we are
concerned with in this book is the initialization of the Kalman filter. If the initial conditions, …