t his paper investigates the existence of possible spillover effects among four main asset markets namely foreign exchange, stock, gold, and housing markets in iran from 2002:03 to 2015:06. for this purpose, we have exploited sigma-point kalman filter (spkf) to extract the bubble component of assets prices in the aforementioned markets. then, in order to analyze the price bubbles spillover amon...

Precise underwater navigation is crucial in a number of marine applications. Navigation of most autonomous underwater vehicles (AUVs) is based on inertial navigation. Such navigation systems drift off with time and external fixes are needed. This paper concentrates on one such method, namely terrain based navigation, where position fixes are found by comparing measurements with a prior map. Non...

Pose estimation is a critical skill in mobile robotics and is often accomplished using onboard sensors and a Kalman filter estimation technique. For systems to run online, computational efficiency of the filter design is crucial, especially when faced with limited computing resources. In this paper, we present a novel approach to serially process high-dimensional measurements in the Sigma-Point...

The GPS/INS integration system estimates the navigation errors as well as internal sensor errors through the use of a Kalman filter. The tight integration processing mode uses the GPS range and range-rate measurements in a nonlinear Kalman filter. Extended Kalman filtering (EKF) has been discussed in many publications dealing with GPS/INS integration. The recently developed sigma-point Kalman f...

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...

Nonlinearities in spacecraft attitude determination problem has been studied intensively during the past decades. Traditionally, multiplicative extended Kalman filter MEKF algorithm has been a good solution for most nominal space missions. But in recent years, advances in space missions deserve a revisit of the issue. Though there exist a variety of advanced nonlinear filtering algorithms, most...

This paper presents a reduced-order electrochemical battery model designed for the online implementation of control systems. The is based on porous-electrode and concentrated-solution theory frameworks able to predict voltage as well internal variables battery. reduction leads physics-based one-dimensional discrete-time state-space (ROM), which especially beneficial Models optimized around diff...