Adaptive two‐stage Kalman filter in the presence of unknown random bias

KH Kim, JG Lee, CG Park - International Journal of Adaptive …, 2006 - Wiley Online Library
… information of a random bias is known. But the information of a random bias is unknown
or … adaptive filters, such as an adaptive fading Kalman filter (AFKF) and an adaptive two-stage …

Kalman filters with uncompensated biases

R Zanetti, RH Bishop - Journal of Guidance, Control, and Dynamics, 2012 - arc.aiaa.org
… be random constant biases. In this case, a standard technique is to augment the Kalman
filter state vector and estimate the random biases. In an attempt to decouple the bias estimation …

Bias aware Kalman filters: Comparison and improvements

JP Drécourt, H Madsen, D Rosbjerg - Advances in water resources, 2006 - Elsevier
… In order to keep the Kalman filter optimal in the presence of unknown bias, it is necessary
that the error component of the model is only a random variation. The ColKF and the SepKF …

Optimal two-stage Kalman filter in the presence of random bias

JY Keller, M Darouach - Automatica, 1997 - Elsevier
Kalman filter for state filtering in the presence of random bias. The proposed two-stage filter
includes two-reduced order filters which optimally implement the augmented Kalman filter. …

Two-stage unscented Kalman filter for nonlinear systems in the presence of unknown random bias

J Xu, Y Jing, GM Dimirovski… - 2008 American Control …, 2008 - ieeexplore.ieee.org
presence of unknown constant bias [7], [8] or a random bias [9]-[13] were suggested as the
two-stage Kalman filter (… the filter for nonlinear systems in the presence of random bias based …

Local ensemble Kalman filtering in the presence of model bias

SJ Baek, BR Hunt, E Kalnay, E Ott… - Tellus A: Dynamic …, 2006 - Taylor & Francis
bias. We evaluate the effectiveness of the proposed augmented state ensemble Kalman filter
… We recall that since the error terms are modeled as random vectors, the parameters to be …

State and bias estimation for soil moisture profiles by an ensemble Kalman filter: Effect of assimilation depth and frequency

GJM De Lannoy, PR Houser… - Water resources …, 2007 - Wiley Online Library
… occurred because of the presence of model bias, and many … of random error corrections
(for a regular Kalman filter without bias removal) also introduces inaccurate propagation of bias

Separate-bias estimation with reduced-order Kalman filters

D Haessig, B Friedland - IEEE Transactions on Automatic …, 1998 - ieeexplore.ieee.org
… of the fullorder separate-bias Kalman filter, we introduce the … where ~x2 is the estimate of x2
if no bias were present. The … the presence of random bias,” IEEE Trans. Automat. Contr., vol. …

Observation bias correction with an ensemble Kalman filter

E Fertig, SJ Baek, B Hunt, E Ott… - Tellus A: Dynamic …, 2009 - Taylor & Francis
… We create the initial bias ensemble by randomly sampling from a Gaussian distribution with
mean zero and a standard deviation based on the desired initial spread of the ensemble. We …

Separate-bias estimation scheme with diversely behaved biases

PS Kim - IEEE Transactions on Aerospace and Electronic …, 2002 - ieeexplore.ieee.org
… with zero-bias, constant-bias, and random-bias simultaneously. Moreover, the Kalman filter
used as … A detection rule is developed to indicate the presence of biases and select the valid …