This paper is concerned with the optimal solution of two-stage Kalman filtering for linear discrete-time stochastic time-varying systems with unknown inputs affecting both the system state and the outputs. By means of a newlypresented modified unbiased minimum-variance filter (MUMVF), which appears to be the optimal solution to the addressed problem, the optimality of two-stage Kalman filtering...

Many techniques are currently used for motion estimation. In the block-based approaches the most common procedure applied is the block-matching based on various algorithms. To refine the motion estimates resulting from the full search or any coarse search algorithm, one can find few applications of Kalman filtering, mainly in the intraframe scheme. The Kalman filtering technique applicability f...

This work presents methods for tracking objects from noisy and unreliable data taken by a team of robots. We develop a multi-object tracking algorithm based on Kalman filtering and a single-object tracking method involving a combination of Kalman filtering and Markov localization for outlier detection. We apply these methods in the context of robot soccer for robots participating in the middle-...

In this paper, the Kalman-Bucy filter is designed for an Ito-Volterra process over Ito-Volterra observations that cannot be reduced to the case of a differential observation equation. The Kalman-Bucy filter is then designed for an Ito-Volterra process over discontinuous Ito-Volterra observations. Based on the obtained results, the filtering problem over discrete observations with delays is solv...