A quantum extended Kalman filter

Extended Kalman Filter Tutorial

In the following we assume that the random vector wk captures uncertainties in the model and vk denotes the measurement noise. Both are temporally uncorrelated (white noise), zero-mean random sequences with known covariances and both of them are uncorrelated with the initial state x0. E[wk] = 0 E[wkw T k ] = Qk E[wkw T j ] = 0 for k 6= j E[wkx T 0 ] = 0 for all k (3) E[vk] = 0 E[vkv T k ] = Rk ...

Mobile Robot Navigation Error Handling Using an Extended Kalman Filter

Obviously navigation is one of the most complicated issues in mobile robots. Intelligent algorithms are often used for error handling in robot navigation. This Paper deals with the problem of Inertial Measurement Unit (IMU) error handling by using Extended Kalman Filter (EKF) as an Expert Algorithms. Our focus is put on the field of mobile robot navigation in the 2D environments. The main chall...

A New Adaptive Extended Kalman Filter for a Class of Nonlinear Systems

This paper proposes a new adaptive extended Kalman filter (AEKF) for a class of nonlinear systems perturbed by noise which is not necessarily additive. The proposed filter is adaptive against the uncertainty in the process and measurement noise covariances. This is accomplished by deriving two recursive updating rules for the noise covariances, these rules are easy to implement and reduce the n...

Extended Kalman Filter Based Fuzzy Adaptive Filter

Fuzzy Adaptive Extended Kalman Filter

Kalman filtering is a method for estimating state variables of a dynamic systems recursively from noise-contaminated measurements. For systems with nonlinear dynamics, a natural extension of the Linear Kalman Filter (LKF), called Extended Kalman filter (EKF) is used. The Kalman filter represents one of the most popular estimation techniques for integrating signals from navigation systems, like ...