… a new Kalman filtering algorithm named as Kalman filter with recursive covariance estimation
(… are asymptotically consistent with the ideal Kalman filter when the exact covariance matrix …

… In this article, we have presented a new adaptive Kalman filtering algorithm, which is based
on recursively forming separable approximations to the joint distribution of state and noise …

… The extended Kalman filter (EKF) is a well-known tool for the recursive parameter … training,
and shown to be more efficient than recursive and nonrecursive first-order training algorithms; …

… is to investigate the use of filtering and smoothing techniques in studying robot dynamics.
In particular, the paper shows that the recursive difference equations of Kalman filtering [l] and …

… Given, the wide spread use of EKF, we have proposed a novel optimization free recursive
formulation … free recursive constrained state estimation schemes using extended Kalman filter. …

… In this article, we present a recursive adaptive Kalman filter to estimate the unknown … recursive
way based on a VB-based approach. Finally, to validate the efficiency of the proposed filter…

… In this paper, a new sigma-point Kalman filter (SPKF) with recursive measurement update
is developed. Statistical linearization technique based on sigma transformation is utilized in …

… The Kalman filter instead recursively conditions the current estimate on all of the past
measurements. Figure 1-2 below offers a complete picture of the operation of the …

… We named this method the recursive ensemble Kalman filter (REnKF). This paper describes
an implementation of the REnKF at NIWA (National Institute of Water and Atmospheric Re…

… Finally, the dead reckoning calibration procedure using recursive prediction and adaptive
Kalman filtering is discussed. Closed form formulas characterizing adaptive Kalman filter are …