Numerical Stability Improvement Technique for Indirect Feedback Kalman Filter in Delayed-Measurement Systems

Rotated Unscented Kalman Filter for Two State Nonlinear Systems

In the several past years, Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) havebecame basic algorithm for state-variables and parameters estimation of discrete nonlinear systems.The UKF has consistently outperformed for estimation. Sometimes least estimation error doesn't yieldwith UKF for the most nonlinear systems. In this paper, we use a new approach for a two variablestate no...

Measurement Feedback Self-Tuning Weighted Measurement Fusion Kalman Filter for Systems with Correlated Noises

For the linear discrete stochastic systems with multiple sensors and unknown noise statistics, an online estimators of the noise variances and cross-covariances are designed by using measurement feedback, full-rank decomposition, and weighted least squares theory. Further, a self-tuning weighted measurement fusion Kalman filter is presented. The Fadeeva formula is used to establish ARMA innovat...

Indirect Measurement of the Temperature via Kalman Filter

The development of an indirect measurement model for electro thermal furnace and its implementation in a reconfigurable architecture are the main issues of this article. The proposed measurement system is based on the system model, the principle of conservation of energy and the laws of thermodynamics are applied to build a model of the thermal system where the Kalman theory is applied for filt...

Improvement in Differential GPS Accuracy using Kalman Filter

Global Positioning System (GPS) is proven to be an accurate positioning sensor. However, there are several sources of errors such as ionosphere and troposphere effects, satellite time errors, errors of orbit data, receivers errors, and errors resulting from multi-path effect which reduce the accuracy of low-cost GPS receivers. These sources of errors also limit the use of single-frequency GPS r...

Indirect Kalman Filter for 3D Attitude Estimation