Title :
Kalman-Singer filter: Theory and practice
Author :
Kasprzak, Pawel ; Kowalczuk, Przemyslaw ; Zawada, Tomasz
Abstract :
We present the Kalman-Singer filter using the framework of the Ornstein-Uhlenbeck stochastic process. We discuss the simulations and potential applications in the tracking systems. In particular we compare the predictions of a pure Kalman-Singer filter vs. 2-mode bank filter.
Keywords :
Kalman filters; channel bank filters; filtering theory; stochastic processes; tracking; 2-mode bank filter; Ornstein-Uhlenbeck stochastic process; pure Kalman-Singer filter; tracking systems; Acceleration; Equations; Kalman filters; Mathematical model; Noise; Random variables; Stochastic processes;
Conference_Titel :
Signal Processing Symposium (SPS), 2013
Conference_Location :
Serock
DOI :
10.1109/SPS.2013.6623579
