Weak harmonic signal detection method in chaotic interference based on extended Kalman filter

Q-method Extended Kalman Filter

The well-known Wahba Problem [1] is a non-linear, weighted least-squares problem that seeks to obtain the optimal attitude matrix from a set of at least two independent vector measurements. The most common technique used to solved the Wahba problem is the so-called q-method, developed by Davenport and documented in [2]. The q-method rearranges the Wahba performance index into a quadratic perfor...

Extended Kalman Filter Based Fuzzy Adaptive Filter

Extended Kalman Filter Methods for Tracking Weak GPS Signals

A combined phase-locked loop/delay-locked loop has been developed for tracking weak GPS C/A signals. This work enables the use of the weak side-lobe signals that are available at geosynchronous altitudes. The tracking algorithm is an extended Kalman filter (EKF) that estimates code phase, carrier phase, Doppler shift, rate of change of Doppler shift, carrier amplitude and data bit sign. It form...

Multi-leak diagnosis in pipelines based on Extended Kalman Filter

A model-based approach to detect and isolate non-concurrent multiple leaks in a pipeline is proposed, only using pressure and flow sensors placed at the pipeline ends. The approach relies on a nonlinear modeling derived from Water–Hammer equations, and related Extended Kalman Filters used to estimate leak coefficients. This extends former results developed for the single leak case, but with the...

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 ...