An automatic system for creating a virtual head that is compatible with MPEG-4 facial object specification is presented. Color classification and a valley detection filter are performed to find face and Facial Definition Points (FDPs) at the initialization stage. Extracted FDPs are tracked by normalized correlation and their trajectories are fed into an extended Kalman filter (EKF) to recover c...

The Kalman filter is the optimal minimum-variance state estimator for linear dynamic systems with Gaussian noise. In addition, the Kalman filter is the optimal linear state estimator for linear dynamic systems with non-Gaussian noise. For nonlinear systems various modifications of the Kalman filter (e.g., the extended Kalman filter, the unscented Kalman filter, and the particle filter) have bee...

Kalman filtering is a method for estimating state variables of a dynamic systems recursively from noise-contaminated measurements. For systems with nonlinear dynamics, a natural extension of the Linear Kalman Filter (LKF), called Extended Kalman filter (EKF) is used. The Kalman filter represents one of the most popular estimation techniques for integrating signals from navigation systems, like ...

The methods of the class of Kalman filters have recently been used in the estimation of the term structure of interest rates. These methods can employ both time-series and cross-sectional aspects of term structure models. This paper compares the performance of two kinds of non-linear Kalman filter algorithms Extended Kalman Filter (EKF) and Square-Root Unscented Kalman Filter (SRUKF) in estimat...

The extended Kalman filter (EKF) is one of the most widely used methods for state estimation with communication and aerospace applications based on its apparent simplicity and tractability (Shi et al., 2002; Bolognani et al., 2003; Wu et al., 2004). However, for an EKF to guarantee satisfactory performance, the system model should be known exactly. Unknown external disturbances may result in th...

More accurate attitude angles can make the control of four-rotor aircrafts more precise. Various filters have been adopted to get more precise attitude angles. However, so far there is no suitable analysis system to evaluate the performance of filters. In this paper, an analysis system has been designed which can get the realistic attitude angles directly and compare the processing results of f...

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...