In the several past years, Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) havebecame basic algorithm for state-variables and parameters estimation of discrete nonlinear systems.The UKF has consistently outperformed for estimation. Sometimes least estimation error doesn't yieldwith UKF for the most nonlinear systems. In this paper, we use a new approach for a two variablestate no...

In this paper we present a neural network extended Kalman filter for modeling noisy financial time series. The neural network is employed to estimate the nonlinear dynamics of the extended Kalman filter. Conditions for the neural network weight matrix are provided to guarantee the stability of the filter. The extended Kalman filter presented is designed to filter three types of noise commonly o...

This paper introduces a technique for tracking the movement of vehicles in consecutive video frames. The technique is based on a Kalman filter and a reliability point system. The Kalman filter predicts the most probable location of a detected vehicle in the subsequent video frame. This information is used by the tracking function to narrow down the search area for re-detecting a vehicle. The Ka...

Control of a class of uncertain nonlinear systems, which estimates unavailable state variables, is considered. A new approach for robust tracking control problem of satellite for large rotational maneuvers is presented in this paper. The features of this approach include a strong algorithm to estimate attitude, based on discrete extended Kalman filter combined with a continuous extended Kalman ...

This paper investigates the use of statistical linearization to improve iterative non-linear least squares estimators. In particular, we look at improving long range stereo by filtering feature tracks from sequences of stereo pairs. A novel filter called the Iterated Sigma Point Kalman Filter (ISPKF) is developed from first principles; this filter is shown to achieve superior performance in ter...

: The extended Kalman filter (EKF) has been applied to inferring gene regulatory networks. However, it is well known that the EKF becomes less accurate when the system exhibits high nonlinearity. In addition, certain prior information about the gene regulatory network exists in practice, and no systematic approach has been developed to incorporate such prior information into the Kalman-type fil...

The Kalman Filter (KF) is a powerful tool in the analysis of the evolution of a dynamical model in time. The filter provides with a flexible manner to obtain recursive estimation of the parameters, which are optimal in the mean square error sense. The properties of KF along with the simplicity of the derived equations make it valuable in the analysis of signals. In this chapter an overview of t...