In this paper a new Adaptive Unscented Kalman Filter (AUKF) is proposed and applied for the state estimation of a LEO (Low earth Orbit) satellite planar model. The Unscented Kalman Filter (UKF) is preferred here because of its derivative free calculation process and superior performance in highly non linear systems. Further the choice of adaptive filter gives the opportunity to estimate the sta...

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...

In 1960, Rudolf E. Kalman created what is known as the Kalman filter, which is a way to estimate unknown variables from noisy measurements. The algorithm follows the logic that if the previous state of the system is known, it could be used as the best guess for the current state. This information is first applied a priori to any measurement by using it in the underlying dynamics of the system. ...

The unscented Kalman filter is a superior alternative to the extended Kalman filter for a variety of estimation and control problems. However, its effectiveness for improving human motion tracking for virtual reality applications in the presence of noisy data has been unexplored. In this paper, we present an empirical study comparing the performance of unscented and extended Kalman filtering fo...

Fault detection and isolation (FDI) logic plays a crucial role in enhancing the safety and reliability, and reducing the operating cost of aircraft propulsion systems. However, it is a challenging problem achieving the FDI task with high reliability. For this purpose, various approaches have been proposed in the literature. In an on-line engine fault diagnoses, two tasks may use Kalman filter t...

Kalman filters and observers are two main classes of dynamic state estimation (DSE) routines. Power system DSE has been implemented by various Kalman filters, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). In this paper, we discuss two challenges for an effective power system DSE: (a) model uncertainty and (b) potential cyber attacks. To address this, the cubatu...