Kalman filter, particle filter and other bayesian filters

JM Giron-Sierra, JM Giron-Sierra - … , Volume 3: Model-Based Actions and …, 2017 - Springer
Kalman filter can be improved to cope with it. The seventh section introduces the particle
filter… estimation methods, inspired in the Kalman filter archetype and the Bayesian point of view. …

Local ensemble transform Kalman filter data assimilation system for the global semi-Lagrangian atmospheric model

A Shlyaeva, M Tolstykh, V Mizyak… - Russian Journal of …, 2013 - degruyter.com
… of ensemble Kalman filters and problems … Kalman filter, one of ensemble square root filters
using observation localization. Multiplicative and additive inflations are used to prevent filter

Ensemble kalman filter based state estimation in 2d shallow water equations using lagrangian sensing and state augmentation

OP Tossavainen, J Percelay, A Tinka… - 2008 47th IEEE …, 2008 - ieeexplore.ieee.org
… More specifically, we seek to incorporate Lagrangian … boundary conditions using an Ensemble
Kalman Filter (EnKF). The area … Finally, t is time and x,y are horizontal space coordinates. …

Sigma-point Kalman filtering for integrated GPS and inertial navigation

JL Crassidis - IEEE Transactions on Aerospace and Electronic …, 2006 - ieeexplore.ieee.org
… The extended Kalman filter (EKF) is widely used in practice to blend GPS measurements
with IMU data [5, 9], but it has one well-known drawback. If the errors are not within the “linear …

Kalman filtering for a quadratic form state equality constraint

D Wang, M Li, X Huang, J Li - Journal of Guidance, Control, and …, 2014 - arc.aiaa.org
… approximation errors caused by linearization of the linearized constrained Kalman filter.
However, the Kalman gain and Lagrangian multiplier for the CKF fluctuate with noise, leading to …

Kalman filtering techniques

HW Sorenson - Advances in control systems, 1966 - Elsevier
… The derivation of the Kalman filter is accomplished in a manner that relies more upon physical
… The time-discrete Kalman filter is composed of a group of matrix recursion relations. The …

Kalman filtering, smoothing, and recursive robot arm forward and inverse dynamics

G Rodriguez - IEEE Journal on Robotics and Automation, 1987 - ieeexplore.ieee.org
… of measurement noise allows the Kalman filter to produce an … A coordinate transformation
is performed immediately after … Hollerbach, “A recursive lagrangian formulation of manipulator …

[HTML][HTML] A method for assimilating lagrangian data into a shallow-water-equation ocean model

H Salman, L Kuznetsov, C Jones… - Monthly Weather …, 2006 - journals.ametsoc.org
Lagrangian drifter coordinates at assimilation. It is shown that this method is best formulated
using the ensemble Kalman filter… the ensemble Kalman filter are extended to the Lagrangian

Kalman filter for 3D motion estimation via lagrange interpolation and numerical integration

F Hou, F Zhu - 2004 IEEE International Conference on Robotics …, 2004 - ieeexplore.ieee.org
… to be stationary in inertial coordinates, and the imaging … The performances of our Kalman
filter on rotation and … represent the velocity estimated by the Kalman filter. We can see from …

A fresh look at the Kalman filter

J Humpherys, P Redd, J West - SIAM review, 2012 - SIAM
… Use the position coordinates y400 to initialize the position and take the average velocity over
10 or so measurements … Hence, it suffices to find the unique critical point for the Lagrangian