The Kalman-Bucy method is here analized and applied to the solution of a specific filtering problem to increase the signal message/noise ratio. The method is a time domain treatment of a geophysical process classified as stochastic non-stationary. The derivation of the estimator is based on the relationship between the Kalman-Bucy and Wiener approaches for linear systems. In the present work we...

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...

This paper proposes a sampling based kinodynamic planning technique for planning informative trajectories for a sensing robot in a spatiotemporal environmental field. The robot uses a Kalman-Bucy filter to estimate the spatiotemporal field. The proposed algorithm finds a trajectory for the robot that minimizes a metric on the error covariance matrix of the field estimate. Since the error covari...

The Kalman-Bucy filter is the optimal estimator of the state of a linear dynamical system from sensor measurements. Because its performance is limited by the sensors to which it is paired, it is natural to seek optimal sensors. The resulting optimization problem is however non-convex. Therefore, many ad hoc methods have been used over the years to design sensors in fields ranging from engineeri...

Current multisensor fusion tracking systems can be easily overwhelmed by incoming data, especially as the number of targets and sensors increases. Sensor management schemes have been proposed to reduce the computational demand of these systems while minimizing the loss of tracking performance. This report presents a system that will maintain a desired covariance level for each target while redu...

We investigate the properties of block matrices with block banded inverses to derive efficient matrix inversion algorithms for such matrices. In particular, we derive the following: (1) a recursive algorithm to invert a full matrix whose inverse is structured as a block tridiagonal matrix; (2) a recursive algorithm to compute the inverse of a structured block tridiagonal matrix. These algorithm...

This paper investigates the problem of controlling a team of Quadrotors that cooperatively transport a common payload. The main contribution of this study is to propose a cooperative control algorithm based on a decentralized algorithm. This strategy is comprised of two main steps: the first one is calculating the basic control vectors for each Quadrotor using Moore–Penrose theory aiming at coo...

A brief presentation of the basic concepts in quantum probability theory is given in comparison to the classical one. The notion of quantum white noise, its explicit representation in Fock space, and necessary results of noncommutative stochastic analysis and integration are outlined. Algebraic differential equations that unify the quantum non Markovian diffusion with continuous non demolition ...