Kalman filtering with partial observation losses

X Liu, A Goldsmith - 2004 43rd IEEE Conference on Decision …, 2004 - ieeexplore.ieee.org
observation measurements are lost in a random fashion. We formulate the Kalman filtering
problem with partial observation … Thus, we have a condition in terms of the function gλ1λ2 (X) …

Kalman filtering with intermittent observations: Weak convergence to a stationary distribution

S Kar, B Sinopoli, JMF Moura - IEEE Transactions on Automatic …, 2011 - ieeexplore.ieee.org
… the observation process. The paper shows that the sufficient conditions for the Kalman Filter
to … More recently, Wang and Guo [3] provide sufficient conditions on the stochastic Grammian …

Gossip and distributed Kalman filtering: Weak consensus under weak detectability

S Kar, JMF Moura - IEEE Transactions on Signal Processing, 2010 - ieeexplore.ieee.org
… We show that under a weak distributed detectability condition: 1) the GIKF error process …
we impose the following weak assumptions on the signal/observation model: Stabilizability: …

Simultaneous estimation of covariance inflation and observation errors within an ensemble Kalman filter

H Li, E Kalnay, T Miyoshi - … Society: A journal of the atmospheric …, 2009 - Wiley Online Library
… First we examine our approach in the Lorenz-96 model, a low-order model where only one
type of observation is available. The results show that the estimation of inflation alone does …

Estimating observation impact without adjoint model in an ensemble Kalman filter

J Liu, E Kalnay - Quarterly Journal of the Royal Meteorological …, 2008 - Wiley Online Library
condition at 0 h (at a time when observations yo 0 were assimilated) and that from initial
condition … in detecting poor observations than the monitoring of observational increments. In this …

On Kalman filtering for detectable systems with intermittent observations

K Plarre, F Bullo - IEEE Transactions on Automatic Control, 2009 - ieeexplore.ieee.org
condition for stability of the Kalman filter. This condition is used to find necessary and sufficient
conditions … In this work, low-complexity realisations have been a focus of attention [6], and …

Performance enhancement for GPS positioning using constrained Kalman filtering

F Guo, X Zhang, F Wang - Measurement science and technology, 2015 - iopscience.iop.org
… and continuity) from the constrained Kalman filter are significantly superior to those from
the conventional Kalman filter, particularly under extremely poor observation conditions. …

Impacts of initial estimate and observation availability on convective-scale data assimilation with an ensemble Kalman filter

F Zhang, C Snyder, J Sun - Monthly Weather Review, 2004 - journals.ametsoc.org
… The ensemble Kalman filter (EnKF) uses an ensemble of … experiments using simulated
observations of radial velocity … the radar observations. Assimilation of simulated radial-velocity …

Distributing the Kalman filter for large-scale systems

UA Khan, JMF Moura - IEEE transactions on signal processing, 2008 - ieeexplore.ieee.org
Kalman filters focuses on sensor networks monitoring low dimension systems. This research
replicates an th-order Kalman filter … initial conditions, a local filter step (including observation

[PDF][PDF] Introduction to estimation and the Kalman filter

H Durrant-Whyte - Australian Centre for Field Robotics, 2001 - dynsyslab.org
… density function satisfying the usual conditions which describes the … is poor at distinguishing
between target types and so sensor 2 information is used for this purpose. If now we observe