Local ensemble Kalman filtering in the presence of model bias

SJ Baek, BR Hunt, E Kalnay, E Ott… - Tellus A: Dynamic …, 2006 - Taylor & Francis
… ABSTRACT We modify the local ensemble Kalman filter (… augmented state ensemble
Kalman filter through numerical … model bias is used to augment the state in the Kalman filter. …

Protocol-based unscented Kalman filtering in the presence of stochastic uncertainties

S Liu, Z Wang, Y Chen, G Wei - IEEE Transactions on …, 2019 - ieeexplore.ieee.org
In this paper, the unscented Kalman filtering (UKF) problem is investigated for a class of
general nonlinear systems with stochastic uncertainties under communication protocols. A …

Adaptive two‐stage Kalman filter in the presence of unknown random bias

KH Kim, JG Lee, CG Park - International Journal of Adaptive …, 2006 - Wiley Online Library
… is proposed in this section and is called the adaptive fading Kalman filter (AFKF). As
mentioned in Section 1, the difference between the AFKF and the linear Kalman filter is that the …

On Kalman filtering in the presence of a compromised sensor: Fundamental performance bounds

CZ Bai, V Gupta - 2014 American control conference, 2014 - ieeexplore.ieee.org
presence of the attacker, the attack sequence {yk}k>0 is treated as the input of the Kalman
filter… “estimate” of the state obtained from the output of the Kalman filter by {ˆxk}k>0. Similar to (2…

Optimal two-stage Kalman filter in the presence of random bias

JY Keller, M Darouach - Automatica, 1997 - Elsevier
Kalman filter for state filtering in the presence of random bias. The proposed two-stage filter
includes two-reduced order filters which optimally implement the augmented Kalman filter. …

An iterative ensemble Kalman filter in the presence of additive model error

P Sakov, JM Haussaire… - Quarterly Journal of the …, 2018 - Wiley Online Library
The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in …
140: 1988–2004 ( )] to extend the ensemble Kalman filter (EnKF) and improve its …

Kalman filtering in extended noise environments

R Diversi, R Guidorzi, U Soverini - IEEE Transactions on …, 2005 - ieeexplore.ieee.org
… -in-variables filtering (optimal estimate of inputs and outputs from noisy observations) and
traditional Kalman filtering (optimal estimate of state and output in presence of state and output …

Kalman-Takens filtering in the presence of dynamical noise

F Hamilton, T Berry, T Sauer - The European Physical Journal Special …, 2017 - Springer
… We recall the standard notion of the Kalman filter in the case where the model f and … ,
so we will describe a version of Kalman filtering that is common in this case. The ensemble …

Kalman filtering based on the maximum correntropy criterion in the presence of non-Gaussian noise

R Izanloo, SA Fakoorian, HS Yazdi… - … Annual Conference on …, 2016 - ieeexplore.ieee.org
… ) to propose an MCC filter in Kalman filter form, which we call … C-Filter, the MC-Filter, the
unscented Kalman filter, the ensemble Kalman filter, and the Gaussian sum filter, in the presence

Pico satellite attitude estimation via robust unscented Kalman filter in the presence of measurement faults

HE Soken, C Hajiyev - ISA transactions, 2010 - Elsevier
… of a pico satellite, a conventional Unscented Kalman Filter (UKF) gives sufficiently good …
This study introduces Robust Unscented Kalman Filter (RUKF) algorithms with the filter gain …