in this paper, we present an application of the stochastic calculusto the problem of modeling electrical networks. the filtering problem have animportant role in the theory of stochastic differential equations(sdes). in thisarticle, we present an application of the continuous kalman-bucy filter for a rlcircuit. the deterministic model of the circuit is replaced by a stochastic model byadding a ...

We study the estimation of change point obtained through a Kalman-Bucy filter for linear systems driven by fractional Brownian motions.

Abstract We provide a rigorous derivation of the ensemble Kalman–Bucy filter as well transform in case nonlinear, unbounded model and observation operators. identify them continuous time limit discrete-time Kalman square root filters, respectively, together with concrete convergence rates terms discretisation step size. Simultaneously, we establish well-posedness accuracy both continuous-time f...

Exploring information theory concepts in various filtering applications is not a new idea. It has been done for decades and the number of papers written are beyond the scope of this project. A more specific filter, known as the Kalman filter, has not been extensively explored from an information theoretic perspective. The kalman filter’s most common applications has been for the control of comp...

In this paper, we present an application of the stochastic calculusto the problem of modeling electrical networks. The filtering problem have animportant role in the theory of stochastic differential equations(SDEs). In thisarticle, we present an application of the continuous Kalman-Bucy filter for a RLcircuit. The deterministic model of the circuit is replaced by a stochastic model byadding a ...

obviously navigation is one of the most complicated issues in mobile robots.intelligent algorithms are often used for error handling in robot navigation. thispaper deals with the problem of inertial measurement unit (imu) error handling byusing extended kalman filter (ekf) as an expert algorithms. our focus is put onthe field of mobile robot navigation in the 2d environments. the main challenge...

Contraction theory entails a theoretical framework in which convergence of a nonlinear system can be analysed differentially in an appropriate contraction metric. This paper is concerned with utilizing stochastic contraction theory to conclude on exponential convergence of the Unscented Kalman-Bucy Filter. The underlying process and measurement models of interest are Itô-type stochastic differe...

This paper deals with the filtering problem, an important part of the theory of stochastic differential equations. We present an application of the continuous Kalman-Bucy filter to a special problem of RL electrical circuit.

This paper explores a class of multiple-model-based fault detection and identification (FDI) methods for bias-type faults in actuators and sensors. These methods employ banks of Kalman-Bucy filters to detect the faults, determine the fault pattern, and estimate the fault values, wherein each Kalman-Bucy filter is tuned to a different failure pattern. Necessary and sufficient conditions are pres...