Erratum to: Joseph covariance formula adaptation to Square-Root Sigma-Point Kalman filters
نویسندگان
چکیده
منابع مشابه
Applying REC Analysis to Ensembles of Sigma-Point Kalman Filters
The Sigma-Point Kalman Filters (SPKF) is a family of filters that achieve very good performance when applied to time series. Currently most researches involving time series forecasting use the Sigma-Point Kalman Filters, however they do not use an ensemble of them, which could achieve a better performance. The REC analysis is a powerful technique for visualization and comparison of regression m...
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Core to integrated navigation systems is the concept of fusing noisy observations from GPS, Inertial Measurement Units (IMU), and other available sensors. The current industry standard and most widely used algorithm for this purpose is the extended Kalman filter (EKF) [6]. The EKF combines the sensor measurements with predictions coming from a model of vehicle motion (either dynamic or kinemati...
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A new form of consider covariance analysis suitable for application to square-root information filters with a wide variety of model errors is presented and demonstrated. A special system formulation is employed, and the analysis draws on the algorithms of square-root information filtering to provide generality and compactness. This analysis enables one to investigate the estimation errors that ...
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We present a statistical dynamical Kalman filter and compare its performance to deterministic ensemble square root and stochastic ensemble Kalman filters for error covariance modeling with applications to data assimilation. Our studies compare assimilation and error growth in barotropic flows during a period in 1979 in which several large scale atmospheric blocking regime transitions occurred i...
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This paper focuses on the convergence rate and numerical characteristics of the nonlinear information consensus filter for object tracking using a distributed sensor network. To avoid the Jacobian calculation, improve the numerical characteristic and achieve more accurate estimation results for nonlinear distributed estimation, we introduce square-root extensions of derivative-free information ...
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ژورنال
عنوان ژورنال: Nonlinear Dynamics
سال: 2017
ISSN: 0924-090X,1573-269X
DOI: 10.1007/s11071-017-3406-4