If you program using values that represent anything in the real world, you have probably at least heard of the Kalman filter. The filter allows you to take multiple value estimates and process them ...

If we are hiring someone such as a carpenter or an auto mechanic, we always look for two things: what kind of tools they have and what they do when things go wrong. For many types of embedded systems, ...

Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- ...

In this course, you will learn how to implement different state-of-charge estimation methods and to evaluate their relative merits. Prior knowledge needed: ECEA 5730, ECEA 5731, a Bachelor’s degree in ...

It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...

Kalman filters have long stood as a cornerstone in the field of target tracking and state estimation, providing an optimally recursive solution for estimating the state of dynamic systems in the ...

This is a preview. Log in through your library . Abstract In this paper, we discuss the Kalman filter for state estimation in noisy linear discrete-time dynamical systems. We give an overview of its ...

The Kalman recursion for state space models is extended to allow for likelihood evaluation and minimum mean square estimation given states with an arbitrarily large covariance matrix. The extension is ...