This paper elaborates how the time update of the continuous-discrete extended Kalman-Filter (EKF) can be computed in the most efficient way. The specific structure of the EKF-moment differential equations leads to a new Taylor-Heun-approximation of the nonlinear vector field. Furthermore, the order of consistency and stability behavior of the outlined procedure is investigated. The results are ...

Abstract: Kalman filter is a well known adaptive filtering Algorithm, widely used for target tracking applications. When the system model and measurements are non linear, variation of Kalman filter like extended Kalman filter (EKF) is used. For obtaining reliable estimate of the target state, filter has to be tuned before the operation (off line).Tuning an EKF is the process of estimation of th...

This paper presents an experimental study on impedance control in both Cartesian and object level with adaptive friction compensation for dexterous robot hand based on joint torque feedback. To adaptively decrease the effects of high friction caused by complex transmission systems and joint coupling, a friction observer is proposed based on the extended Kalman filter (EKF) in this paper. A Cart...

[l] R. E. Kalman, “A new approach to linear filtering and prediction problems,” J. Basic Eng., Tram. ASME, pp. 35-45, Mar. 1960. [2] C. K. Chui and G. Chen, Kalrnun Filtering with Real-Time Applications. New York: Springer-Verlag. 1987. [3] L. Ljung, “Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems,” IEEE Trans. Automat. Conrr., vol. 24, no. 1. pp. ...

A neural network-based scheme for decision directed edge-adaptive Kalman filtering is introduced in this work. A backpropagation neural network makes the decisions about the orientation of the edges based on the information in a window centered at the current pixel being processed. Then based upon the neural network output an appropriate image model which closely matches the local statistics of...