State estimators for nonlinear systems are derived based on polynomial approximations obtained with a multi-dimensional interpolation formula. It is shown that under certain assumptions the estimators perform better than estimators based on Taylor approximations. Nevertheless, the implementation is signi"cantly simpler as no derivatives are required. Thus, it is believed that the new state esti...

In this paper extended Kalman filter (EKF) is reviewed for estimating the rotor position/speed of a vector controlled five-phase induction motor drive. The basic configuration of the Kalman filter is studied and the system vectors and matrices are explained. The EKF equations are made from a d-q-axis model of the five-phase induction motor by considering the rotor speed as a state variable. The...

This paper describes a terrain-aided navigation system that employs points of maximum curvature extracted from laser scan data as primary landmarks. A scale space method is used to extract points of maximum curvature from laser range scans of unmodified outdoor environments. This information is then fused with odometric information to provide localization information for an outdoor vehicle. The...

If a sensor requires finite processing and communication time, then the current sensor reading actually corresponds to the states of a vehicle at some point in the past. At the sensor fusion algorithm, it is expected that large errors may accumulate over time if we simply ignore the fact that the sensor measurement is lagged. Over several decades, the Kalman filter based compensation techniques...

The subject of this article is a scheme for distributed outdoor localization of a team of robots and the use of the robot team for outdoor terrain mapping. Localization is accomplished via Extended Kalman Filtering (EKF). In the distributed EKF-based scheme for localization, heterogeneity of the available sensors is exploited in the absence or degradation of absolute sensors aboard the team mem...

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...