scholarly journals Nonlinear State and Parameter Estimation using Discrete-Time Double Kalman Filter

2017 ◽  
Vol 50 (1) ◽  
pp. 11632-11638 ◽  
Author(s):  
Mohammad Abdollahpouri ◽  
Mark Haring ◽  
Tor Arne Johansen ◽  
Gergely Takács ◽  
Boris Rohaľ-Ilkiv
2013 ◽  
Vol 313-314 ◽  
pp. 1115-1119
Author(s):  
Yong Qi Wang ◽  
Feng Yang ◽  
Yan Liang ◽  
Quan Pan

In this paper, a novel method based on cubature Kalman filter (CKF) and strong tracking filter (STF) has been proposed for nonlinear state estimation problem. The proposed method is named as strong tracking cubature Kalman filter (STCKF). In the STCKF, a scaling factor derived from STF is added and it can be tuned online to adjust the filtering gain accordingly. Simulation results indicate STCKF outperforms over EKF and CKF in state estimation accuracy.


2010 ◽  
Vol 2 ◽  
pp. 117959721000200 ◽  
Author(s):  
Chia-Hua Chuang ◽  
Chun-Liang Lin

Gene networks in biological systems are not only nonlinear but also stochastic due to noise corruption. How to accurately estimate the internal states of the noisy gene networks is an attractive issue to researchers. However, the internal states of biological systems are mostly inaccessible by direct measurement. This paper intends to develop a robust extended Kalman filter for state and parameter estimation of a class of gene network systems with uncertain process noises. Quantitative analysis of the estimation performance is conducted and some representative examples are provided for demonstration.


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