Minimizing forecast error requires accurately specifying the initial state from which the forecast is made by optimally using available observing resources to obtain the most accurate possible analysis. The Kalman filter accomplishes this for linear systems and experience shows that the extended Kalman filter also performs well in nonlinear systems. Unfortunately, the Kalman filter and the exte...

A new filtering algorithm, adaptive square root cubature Kalman filter-Kalman filter (SRCKF-KF) is proposed to reduce the problems of amount of calculation, complex formula-transform, low accuracy, poor convergence or even divergence. The method uses cubature Kalman filter (CKF) to estimate the nonlinear states of model while its linear states are estimated by the Kalman filter (KF). The simula...

Terrestrial LiDAR provides many disciplines with an effective and efficient means of producing realistic three-dimensional models of real world objects. With the advent of mobile terrestrial LiDAR, this ability has been expanded to include the rapid collection of three-dimensional models of large urban scenes. For all its usefulness, it does have drawbacks. One of the major problems faced by th...

Compared to normal learning algorithms, for example backpropagation, Kalman filter-based algorithm has some better properties, such as faster convergence, although this algorithm is more complex and sensitive to the nature of noises. In this paper, extended Kalman filter is applied to train state-space recurrent neural networks for nonlinear system identification. In order to improve robustness...

In this paper, an improved Precise Point Positioning GPS/MEMS-based integrated system is introduced for precise positioning applications. Un-differenced ionosphere-free linear combinations of carrier phase and code measurements are processed. Tropospheric delay, satellite clock, ocean loading, Earth tide, carrier-phase windup, relativity, and satellite and receiver antenna phase-center variatio...

Abstract: Incremental Net Pro (IncNet Pro) with local learning feature and statistically controlled growing and pruning of the network is introduced. The architecture of the net is based on RBF networks. Extended Kalman Filter algorithm and its new fast version is proposed and used as learning algorithm. IncNet Pro is similar to the Resource Allocation Network described by Platt in the main ide...

This paper describes a Kalman filter for the real-time estimation of a rigid body orientation from measurements of acceleration, angular velocity and magnetic field strength. A quaternion representation of the orientation is computationally effective and avoids problems with singularities. The nonlinear relationship between estimated orientation and expected measurement prevent the usage of a c...

Kalman filter based training algorithms for recurrent neural networks provide a clever alternative to the standard backpropagation in time. However, these algorithms do not take into account the optimization of the hidden state variables of the recurrent network. In addition, their formulation requires Jacobian evaluations over the entire network, adding to their computational complexity. In th...

We study the problem of designing spoofing signals to corrupt and mislead the output of a Kalman filter. Unlike existing works that focus on detection and filtering algorithms for the observer, we study the problem from the attacker’s point-of-view. In our model, the attacker can corrupt the measurements by adding spoofing signals. The attacker seeks to create a separation between the estimate ...