This paper presents the theoretical development of a nonlinear adaptive filter based on a concept of filtering by approximated densities (FAD). Themost common procedures for nonlinear estimation apply the extended Kalman filter. As opposed to conventional techniques, the proposed recursive algorithm does not require any linearisation. The prediction uses a maximum entropy principle subject to c...

Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering. In the first stage a quaternion extended Kalman filter, which provides a unified framework for joint modeling of voltage measurements from all the phases, is...

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...

The Extended Kalman Filter (EKF) can be used for parameter as well as for state estimation. However, when used for parameter estimation, EKF is sensitive to modeling uncertainties and prone to instability. In this paper, the Variable Structure filtering concept is introduced and used for modifying the EKF into a robust form. The proposed method is model-based and has a guaranteed stability give...

A parameterized three-stage Kalman filter (PTSKF) is proposed, serving as a unified solution to unbiased minimum-variance estimation for systems with unknown inputs that affect both the system and the outputs. The PTSKF is characterized by two design parameters and includes three parts: one is for the main system state estimate, the second is for the optimal unknown inputs estimate, and the las...

This paper deals with the estimation and equalization of time−varying Rayleigh fading channels for synchronous Multi−Carrier Direct−Sequence Code Division Multiple Access (MC−DS−CDMA) systems. The approach we propose operates in three steps. Firstly, decorrelating filtering is carried out along each carrier to eliminate the Multiple Access Interference (MAI). Secondly, the fading channel respon...

In this article, a study of anti-interference tracking method of maneuvering target for nonlinear structure random jump systems (SRJSs) with random interference was investigated. Inview of the random interference problem of the tracking system, the nonlinear Gaussian approximation filtering (NGAF) was applied to achieve anti-interference tracking of maneuvering target in observation noises envi...

Conventional synthesis filters in subband systems lose their optimality when additive noise due, for example, to signal quantization, disturbs the subband components. The multichannel representation of subband signal is combined with the statistical model of input signal to derive the multirate state-space model for filter bank system with additive noises. Thus the signal reconstruction problem...

This brief technical note elaborates three well-known state estimators, which are used extensively in practice. These are the rather old-fashioned extended Kalman filter (EKF) and the recently-designed cubature Kalman filtering (CKF) and un-scented Kalman filtering (UKF) algorithms. Nowadays, it is commonly accepted that the contemporary techniques outperform always the traditional EKF in the a...