The unscented Kalman filter for nonlinear estimation

EA Wan, R Van Der Merwe - Proceedings of the IEEE 2000 …, 2000 - ieeexplore.ieee.org
This paper points out the flaws in using the extended Kalman filter (EKE) and introduces an
improvement, the unscented Kalman filter (UKF), proposed by Julier and Uhlman (1997). A …

[Књига][B] Sigma-point Kalman filters for probabilistic inference in dynamic state-space models

R Van Der Merwe - 2004 - search.proquest.com
Probabilistic inference is the problem of estimating the hidden variables (states or
parameters) of a system in an optimal and consistent fashion as a set of noisy or incomplete …

Comparison and evaluation of advanced motion models for vehicle tracking

R Schubert, E Richter, G Wanielik - 2008 11th international …, 2008 - ieeexplore.ieee.org
The estimation of a vehiclepsilas dynamic state is one of the most fundamental data fusion
tasks for intelligent traffic applications. For that, motion models are applied in order to …

RSSI-based indoor localization and tracking using sigma-point Kalman smoothers

AS Paul, EA Wan - IEEE Journal of selected topics in signal …, 2009 - ieeexplore.ieee.org
Solutions for indoor tracking and localization have become more critical with recent
advancement in context and location-aware technologies. The accuracy of explicit …

Battery state of the charge estimation using Kalman filtering

M Mastali, J Vazquez-Arenas, R Fraser, M Fowler… - Journal of Power …, 2013 - Elsevier
Battery management system (BMS) requires an accurate prediction the remaining energy
level or state of charge (SOC) of the cell or battery pack. However, in electric vehicles …

[Књига][B] Efficient reinforcement learning using Gaussian processes

MP Deisenroth - 2010 - books.google.com
This book examines Gaussian processes in both model-based reinforcement learning (RL)
and inference in nonlinear dynamic systems. First, we introduce PILCO, a fully Bayesian …

Kalman filters for non-linear systems: a comparison of performance

T Lefebvre*, H Bruyninckx… - International journal of …, 2004 - Taylor & Francis
The Kalman filter is a well-known recursive state estimator for linear systems. In practice, the
algorithm is often used for non-linear systems by linearizing the system's process and …