Automating the implementation of Kalman filter algorithms
J Whittle, J Schumann - ACM Transactions on Mathematical Software …, 2004 - dl.acm.org
autofilter is a tool that generates implementations that solve state estimation problems using
Kalman filters. From a high-level, mathematics-based description of a state estimation …
Kalman filters. From a high-level, mathematics-based description of a state estimation …
[图书][B] An introduction to kalman filtering with matlab examples
The Kalman filter is the Bayesian optimum solution to the problem of sequentially estimating
the states of a dynamical system in which the state evolution and measurement processes …
the states of a dynamical system in which the state evolution and measurement processes …
Introduction to Kalman filter and its applications
We provide a tutorial-like description of Kalman filter and extended Kalman filter. This
chapter aims for those who need to teach Kalman filters to others, or for those who do not …
chapter aims for those who need to teach Kalman filters to others, or for those who do not …
On computational complexity reduction methods for Kalman filter extensions
M Raitoharju, R Piché - IEEE Aerospace and Electronic …, 2019 - ieeexplore.ieee.org
The Kalman filter and its extensions are used in a vast number of aerospace and navigation
applications for nonlinear state estimation of time series. In the literature, different …
applications for nonlinear state estimation of time series. In the literature, different …
The super-iterated extended Kalman filter
M Psiaki - AIAA Guidance, Navigation, and Control Conference …, 2004 - arc.aiaa.org
The principle of the iterated extended Kalman filter has been generalized to create a new
filter that has superior performance when the estimation problem contains severe …
filter that has superior performance when the estimation problem contains severe …
Backward-smoothing extended Kalman filter
ML Psiaki - Journal of guidance, control, and dynamics, 2005 - arc.aiaa.org
The principle of the iterated extended Kalman filter has been generalized to create a new
filter that has superior performance when the estimation problem contains severe …
filter that has superior performance when the estimation problem contains severe …
A tutorial introduction to Kalman filtering
PJ Hargrave - IEE colloquium on Kalman filters: introduction …, 1989 - ieeexplore.ieee.org
Presents an elementary introduction to Kalman Filtering starting from the simplest of all
estimation problems, namely that of estimating a time independent scalar quantity from a …
estimation problems, namely that of estimating a time independent scalar quantity from a …
[PDF][PDF] Introduction to kalman filter and its use in dynamic positioning systems
O Cadet - Proceedings of Dynamic Positioning …, 2003 - dynamic-positioning.com
The Kalman filter is a widely used algorithm that has been around for more than 40 years.
The result of RE Kalman's research work was presented in 1960 in a paper entitled A New …
The result of RE Kalman's research work was presented in 1960 in a paper entitled A New …
Kalman filtering and smoothing to estimate real-valued states and integer constants
ML Psiaki - Journal of guidance, control, and dynamics, 2010 - arc.aiaa.org
New algorithms have been developed that solve linear Kalman filtering and fixed-interval
smoothing problems that include dynamic real-valued states and static integer unknowns …
smoothing problems that include dynamic real-valued states and static integer unknowns …
[PDF][PDF] An introduction to the Kalman filter
In 1960, RE Kalman published his famous paper describing a recursive solution to the
discrete-data linear filtering problem. Since that time, due in large part to advances in digital …
discrete-data linear filtering problem. Since that time, due in large part to advances in digital …