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...

A method for improving the energy efficiency of OFDM systems based on differential transformation and extrapolation is considered. The possible structure of the extrapolator is analyzed, the implementation of an extrapolator based on the Kalman Bucy filter and the Wiener filter is considered. The results of carried out simulation confirming the effectiveness of the proposed scheme are given.

We consider a linear Gaussian noise channel used with delayed feedback. The channel noise is assumed to be an ARMA (autoregressive and/or moving average) process. We reformulate the Gaussian noise channel into an intersymbol interference channel with white noise, and show that the delayed-feedback of the original channel is equivalent to the instantaneous-feedback of the derived channel. By gen...

This paper proposes a new adaptive extended Kalman filter (AEKF) for a class of nonlinear systems perturbed by noise which is not necessarily additive. The proposed filter is adaptive against the uncertainty in the process and measurement noise covariances. This is accomplished by deriving two recursive updating rules for the noise covariances, these rules are easy to implement and reduce the n...

This paper proposes a sampling based kinodynamic planning technique for planning persistent monitoring trajectories for a sensing robot in a spatiotemporal environmental field. The robot uses a Kalman-Bucy filter to estimate the spatiotemporal field. Since the error covariance matrix of the Kalman-Bucy filter evolves according to the nonlinear Riccati differential equation, this requires planni...

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 ...

Preface These lecture notes are concerned with state estimation problem of linear and particularly nonlinear discrete and continuous-discrete stochastic systems. State estimation has a great variety of applications including The general solution of the state estimation problem is based on the Bayesian recursive relations and the Fokker-Planck equation which generate conditional probability dens...