… goal of non-linear Kalman filtering is to correctly interpret and implement the linear Kalman …
version to be applicable to any non-linear generalisation of the Kalman filter, such as the EKF …

… Kalman Filters dedicated for systems with non-linear measurement models. Extended Kalman
filters … designers to use non-linear filters, such as the Extended Kalman Filter mentioned, …

… This paper is concerned with parameter estimation in linear and non-linear Itô type … gradient
can be computed with a linear or non-linear Kalman filter-like recursion. We shall also show …

… technique is based on a three-state extended Kalman filter … It is shown that the Kalman filter
models are well suited for noisy … Kalman filter model and a three-state extended Kalman filter …

… Target Tracking (TT) with Non-Linear (NL) Kalman Filtering (NLKF) has recently become a
… It is anticipated that this study will be beneficial to researchers studying Kalman Filtering (KF) …

… with recursive state estimation for non-linear systems. A new set of s-points for the unscented
Kalman filter is proposed as well as a way to substitute a non-linear output with a linear one…

… Extension to Non-Linear Models In this section we extend the results in the previous
section into non-linear models of the form (1). We start with the assumption that the filtering …

… , an adaptive non-linear Kalman filter with parametric … non-linear model represented by
the SDC method in a scalar form is used. The developed adaptive non-linear Kalman filter …

… in non-linear stochastic state space models. We propose a variational Bayes and Gaussian
non-linear filtering based algorithm for efficient computation of the approximate filtering …

… This study analyses the stability of cubature Kalman filter (CKF) for non-linear systems with
linear measurement. The certain conditions to ensure that the estimation error of the CKF …