If we are hiring someone such as a carpenter or an auto mechanic, we always look for two things: what kind of tools they have and what they do when things go wrong. For many types of embedded systems, ...

If you program using values that represent anything in the real world, you have probably at least heard of the Kalman filter. The filter allows you to take multiple value estimates and process them ...

Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- ...

As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...

This article presents an aircraft jet engine sensor fault diagnostics and prediction implementation using a bank of Kalman filters and a Fast Fourier Transform Predictive analytics and fault ...

The Annals of Applied Probability publishes research papers of the highest quality reflecting the many facets of contemporary applied probability. Primary emphasis is placed on importance and ...

This is a preview. Log in through your library . Abstract The ensemble Kalman filter (EnKF) provides an approximate, sequential Monte Carlo solution to the recursive data assimilation algorithm for ...