Kalman filters for non-linear systems: a comparison of performance

T Lefebvre*, H Bruyninckx… - International journal of …, 2004 - Taylor & Francis
… of a Kalman filter variant and its performance in practice when applied to a non-linear system…
application-independent analysis of the performances of the common Kalman filter variants. …

[PDF][PDF] Stability of linear and non-linear Kalman filters

T Karvonen - Master's thesis, University of Helsinki, 2014 - tskarvone.github.io
… The optimal linear Kalman filters (Kalman, 1960b) and their approximative non-linear
extensions (non-linear Kalman filters) for state estimation of stochastic dynamic systems have been …

A review of dynamic phasor estimation by non-linear Kalman filters

J Khodaparast - Ieee Access, 2022 - ieeexplore.ieee.org
non-linear Kalman filters to estimate a dynamic phasor. Application of non-linear Kalman
filter in … We collect and compare different types of filters to enrich this paper to be helpful to …

A comparison of three non-linear filters

RP Wishner, JA Tabaczynski, M Athans - Automatica, 1969 - Elsevier
Kalman filter, a second-order non-linear filter, and a single stage iteration filter. The three …
the performance of the filters in the cases of linear plant dynamics and a non-linear output, …

State estimation using multibody models and non-linear Kalman filters

R Pastorino, D Richiedei, J Cuadrado… - … Journal of Non-Linear …, 2013 - Elsevier
… The differences between the KF variants for non-linear systems arise mainly from distinct …
types of non-linear Kalman filters are discussed: the EKF, which is the de facto KF for non-linear

Applications of Kalman filters based on non-linear functions to numerical weather predictions

G Galanis, P Louka, P Katsafados… - Annales …, 2006 - angeo.copernicus.org
… This paper investigates the use of non-linear functions in classical Kalman filter … of non
linear polynomial mappings in a usual linear Kalman filter in order to simulate better non linear

New extension of the Kalman filter to nonlinear systems

SJ Julier, JK Uhlmann - Signal processing, sensor fusion, and …, 1997 - spiedigitallibrary.org
… In Section 2 we describe the problem statement for applying a Kalman filter to nonlinear
systems. We argue that the principle problem is the ability to predict the state of the system. …

Non-linear state error based extended Kalman filters with applications to navigation

A Barrau - 2015 - hal.science
Kalman filter [65]. Yet, when the system is non-linear there is no general method to derive
efficient filters… Indeed, general filtering equations describing the evolution of the pdf (see eg, [27…

[图书][B] Non-linear Kalman filters for tracking a magnetic dipole

M Birsan - 2003 - cradpdf.drdc-rddc.gc.ca
… four Kalman filters developed for nonlinear systems and evaluate their performances when
applied to solve the magnetic dipoletracking and classification problem. The filters determine …

[PDF][PDF] Non-linear Kalman filtering techniques for term-structure models

J Lund - The Aarhus School of Business, Denmark, 1997 - jesperlund.com
… the update step which is only de ned implicitly as the solution to a non-linear GLS problem.
… Since the state space model is non-linear, we must derive the full conditional distribution of …