One method to account for parameters errors in the Kalman filter is to consider their effect in the so-called Schmidt-Kalman filter. This work addresses issues that arise when implementing a consider Kalman filter as a real-time, recursive algorithm. A favorite implementation of the Kalman filter as an onboard navigation subsystem is the UDU formulation. A new way to implement a UDU consider fi...

This paper aims to develop an Adaptive Sliding Kalman Filter (ASKF) by fusing the concept of change detection in a data stream, adapting noise covariance matrices and the Sliding Kalman filter (SKF). Adaptive Kalman filtering (AKF) scheme modifies the noise covariance matrix (Q and R) value based on a window of past innovation sequence whereas SKF is a window based filtering technique which use...

In 1960 Rudolph E. Kalman published his now famous article describing a recursive solution to the discrete-data linear filtering problem (Kalman, “A new approach to linear filtering and prediction problems,” Transactions of the ASME—Journal of Basic Engineering, 82 (D), 35–45, 1960). Since that time, due in large part to advances in digital computing, the Kalman filter has been the subject of e...

This work develops an algorithm to initialize an Unscented Kalman Filter using a Particle Filter for applications with initial non-Gaussian probability density functions. The method is applied to estimating the position of a road vehicle along a one-mile test track using terrain-based localization where the pitch response of the vehicle is compared to a premeasured pitch map of the test track. ...

Recursive Bayesian Estimation (RBE) is a widespread solution for visual tracking as well as for applications in other domains where a hidden state is estimated recursively from noisy measurements. From a practical point of view, deployment of RBE filters is limited by the assumption of complete knowledge on the process and measurement statistics. These missing tokens of information lead to an a...

A new kind of particle filter is proposed for the state estimation of nonlinear system. The proposed algorithm based on Quadrature Kalman Filter by using integral pruning factor, which optimizes and reorganizes the integration point. New algorithm overcomes the particle degeneration phenomenon well by using Pruning Quadrature Kalman Filter to produce optimized proposal distribution function. In...

Recently, the range of available radio frequency identification (RFID) tags has been widened to include smart RFID tags which can monitor their varying surroundings. One of the most important factors for better performance of smart RFID system is accurate measurement from various sensors. In the multi-sensing environment, some noisy signals are obtained because of the changing surroundings. We ...