Proceedings ArticleDOI
New exact nonlinear filters: theory and applications
Fred Daum
- Vol. 2235, pp 636-649
TLDR
A new exact recursive filter is derived for nonlinear estimation problems that includes the Kalman filter as a special case and has a computational complexity that is comparable to theKalman filter.Abstract:
A new exact recursive filter is derived for nonlinear estimation problems. The new nonlinear theory includes the Kalman filter as a special case. This filter is practical to implement in real- time applications, and it has a computational complexity that is comparable to the Kalman filter. The measurements are made in discrete time, but the random process to be estimated evolves in continuous time.© (1994) COPYRIGHT SPIE--The International Society for Optical Engineering. Downloading of the abstract is permitted for personal use only.read more
Citations
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Approximation Analysis of Stochastic Gradient Langevin Dynamics by using Fokker-Planck Equation and Ito Process
Issei Sato,Hiroshi Nakagawa +1 more
TL;DR: This work theoretically analyze the SGLD algorithm with constant stepsize and shows by using the Fokker-Planck equation that the probability distribution of random variables generated by the S GLD algorithm converges to the Bayesian posterior.
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Soft Uplink Load Estimation in WCDMA
TL;DR: This paper first proves that the uplink load, which is expressed as the rise over thermal (RoT), is unobservable with any linear estimation technique using measurements in a single radio base station (RBS) of received total wideband power (RTWP) and cell channel powers.
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Control for Localization of Targets Using Range-Only Sensors.
TL;DR: An application of a novel framework and algorithms for conservatively and recursively incorporating information obtained through sensors that yield observations that are non-linear functions of the state and finding control inputs that continuously improve the quality of the resulting estimates is presented.
References
More filters
Journal ArticleDOI
Exact finite-dimensional filters for certain diffusions with nonlinear drift
TL;DR: In this paper, the authors considered the problem of estimating a diffusion in independent Wiener processes by solving the stochastic DE dx t =f(x t )dt+dw t on the basis of noisy observations defined bydy t =x t dt+db t.
Journal ArticleDOI
New exact nonlinear filters with large Lie algebras
TL;DR: In this article, a nonlinear filter is obtained from the original filter by smoothing the output through an n-pole linear system before adding observation noise in the usual way, which adds 2n to the Lie algebra dimension.