بررسی تأثیر افزایش قیمت بنزین روی مصرف آن براساس مدل‌های State Space و Kalman Filter

State Space Models and the Kalman Filter

Space–time Kalman filter

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...

Steady State Kalman Filter

In this paper a new approach for the steady state Kalman Filter implementation is proposed. The method is faster than the classical one; this is very important due to the fact that, in most real-time applications, it is essential to obtain the estimate in the shortest possible time.

Approximate Kalman Filter Q-Learning for Continuous State-Space MDPs

We seek to learn an effective policy for a Markov Decision Process (MDP) with continuous states via Q-Learning. Given a set of basis functions over state action pairs we search for a corresponding set of linear weights that minimizes the mean Bellman residual. Our algorithm uses a Kalman filter model to estimate those weights and we have developed a simpler approximate Kalman filter model that ...

Initializing the Kalman Filter for Nonstationary State Space Models

The Kalman filter cannot be used with nonstationary state space models. To circumvent this difficulty, a conditional state space model and a new algorithm, calIed the conditional Kalman filter, can be used. The conditional state space model is obtained by first selecting adequately that part oof the initial state vector which has an unspecified distribution and then conditioning on O. Using the...