… The main contributions are: (i) a new linearisation method called linear fitting (LF) is
proposed; (ii) a linear fitting Kalman filter (LKF) based on the LF linearisation is developed. The …

… A Kalman filter based on this principle is suggested. Simulation tests are conducted … linear
fitting Kalman filter (LFKF), the extended Kalman filter (EKF) and the unscented Kalman filter (…

… the Kalman filter embodies this statistic. The diagram of figure ?? shows how the alternative
set of filter equations may be used to implement a Kalman filter. This form of the filter may be …

… Kalman optimal filtering applied to linear systems. It is assumed that the reader is already
aware of linear … Kalman filtering are then entirely defined by their respective PSD W(t) and V (t): …

… Kalman (3) for processing data for problems in orbital mechanics. Several reviews on the
applications of Kalman filters to an… Kalman filter model information for straight line and multi…

… fitted parameters P,+, (the explicit expressions of eq. (3) and its solutions for the 2D straight-line
… Our practice has shown that the Kalman filtering method is a strong candidate to be such …

… The straight-line fit that minimizes the total error given by (1.2-34) is called the discounted
least-squares fit, because this line fit minimizes the sum of the weighted errors with the …

… However, the Kalman filter requires a knowledge of aIl the … identified before use in the Kalman
filter. A correlation technique … on-line and can be used in conjunction with the Kalman filter. …

… of Kalman filtering, in Chapter 10, we show how to derive and implement different Kalman
filtering … originally derived for linear problems, the Kalman filter is habitually applied to non…

… of the discrete Kalman filtering algorithm. Similarities between Kalman filtering and weighted
… and disadvantages of linear and nonlinear Kalman filtering approaches sre evaluated. To …