Optimal target trajectory estimation and filtering using networked sensors. Journal of Systems Science and Complexity 2008; 21(3):325-336.J. Hu and X. Hu, Optimal target trajectory estimation and filtering using networked sensors systems, J. Systems Science & Complexity, 2008, 21(4): 325-334....
RecursibilityandOptimalLinearEstimationandFiltering X.RongLi DepartmentofElectricalEngineering,UniversityofNewOrleans,NewOrleans,LA70148 Phone:504-280-7416,Email:xli@uno.edu,URL:http://ece.engr.uno.edu/li Abstract—ItiswellknownthattheKalmanfilteristhe recursivelinearminimummean-squareerror(LMMSE)filter...
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian
Optimal Filtering. Prentice Hall, Englewood Cliffs, NJ. MATH Google Scholar Kailath, T., A. H. Sayed, A.H., Hassibi B., 2000. Linear Estimation. Prentice Hall, Upper Saddle River, NJ. Google Scholar Lewis, F.L., 1986. Optimal Estimation. John Wiley & Sons, New York. MATH Google...
optimization problems. The scope also includes papers on optimal estimation and filtering methods which have control related applications. Finally, it will provide a focus for interesting optimal control design studies and report real applications experience covering problems in implementation and robustness....
Using the least squares estimation error criterion, the Wiener-Hopf equation for the discrete-time distributed parameter system is derived. Based on the Wiener-Hopf equation, the equations satisfied by the optimal filtering estimate and the minimum error covariance matrix function are derived by using...
I. Yaesh and U. Shaked, "Game theory approach to state estimation of linear discrete-time processes and its relation to H∞ optimal estimation," International Journal of Control, vol. 55, no. 6, pp. 1443- 1452, 1992.Game theory approach to state estimation of linear discrete-time ...
Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering...
Least-squaresestimationRecursiveleastsquares Kalmanfilter Conclusion 1 Least-squaresEstimation ProblemFormulation GivenalinearstaticprocessyHxvandthemeasurementsofy,tofindthebestestimateofx,whichistominimize 1T1Jvv(yHx)T(yHx).22 Hereyisap1measurementvector,xisann1unknownvector,...