[PDF][PDF] Distributed Kalman filtering using weighted averaging

P Alriksson, A Rantzer - 17th International Symposium on …, 2006 - portal.research.lu.se
Kalman filtering, with focus on limiting the required communication bandwidth. By distributed
we refer to a scenario when all nodes in the network desire an estimate of the full state of the …

A new look at boundedness of error covariance of Kalman filtering

W Li, G Wei, D Ding, Y Liu… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
In this correspondence paper, we provide a new look at the boundedness problems of error
covariance of Kalman filtering. First, by utilizing the mathematical induction technique, a new …

New extension of the Kalman filter to nonlinear systems

SJ Julier, JK Uhlmann - Signal processing, sensor fusion, and …, 1997 - spiedigitallibrary.org
The Kalman Filter (KF) is one of the most widely used methods for tracking and estimation
due to its simplicity, optimality, tractability and robustness. However, the application of the KF …

Truncation nonlinear filters for state estimation with nonlinear inequality constraints

O Straka, J Duník, M Šimandl - Automatica, 2012 - Elsevier
The paper focuses on the state estimation problem of nonlinear non-Gaussian systems with
state subject to a nonlinear inequality constraint. Taking into account the available additional …

An EM algorithm for nonlinear state estimation with model uncertainties

A Zia, T Kirubarajan, JP Reilly, D Yee… - IEEE Transactions …, 2008 - ieeexplore.ieee.org
In most solutions to state estimation problems, eg, target tracking, it is generally assumed
that the state transition and measurement models are known a priori. However, there are …

An optimization approach to adaptive Kalman filtering

M Karasalo, X Hu - Automatica, 2011 - Elsevier
In this paper, an optimization-based adaptive Kalman filtering method is proposed. The
method produces an estimate of the process noise covariance matrix Q by solving an …

Covariance correction step for kalman filtering with an attitude

MW Mueller, M Hehn, R D'Andrea - Journal of Guidance, Control, and …, 2017 - arc.aiaa.org
Redundant attitude representations are often used in Kalman filters for estimating dynamic
states that include an attitude. A minimal three-element attitude deviation is combined with a …