Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering

Extended Kalman Filter Based Fuzzy Adaptive Filter

Covariance matching based adaptive unscented Kalman filter for direct filtering in INS/GNSS integration

The use of the direct filtering approach for INS/GNSS integrated navigation introduces nonlinearity into the system state equation. As the unscented Kalman filter (UKF) is a promising method for nonlinear problems, an obvious solution is to incorporate the UKF concept in the direct filtering approach to address the nonlinearity involved in INS/GNSS integrated navigation. However, the performanc...

A numerically stable fast Newton-type adaptive filter based on order recursive least squares algorithm

This paper presents a numerically stable fast Newton-type adaptive filter algorithm. Two problems are dealt with in the paper. First, we derive the proposed algorithm from an order-recursive least squares algorithm. The result of the proposed algorithm is equivalent to that of the fast Newton transversal filter (FNTF) algorithm. However, the derivation process is different. Instead of extending...

A numerically stable fast Newton type adaptive filter based on order update fast least squares algorithm

The numerical property of an adaptive filter algorithm is the most important problem in practical applications. Most fast adaptive filter algorithms have the numerical instability problem and the fast Newton transversal filter (FNTF) algorithms are no exception. In this paper, we propose a numerically stable fast Newton type adaptive filter algorithm. Two problems are dealt with in the paper. F...

Adaptive Filtering Based on Gradient Information

In this paper, an adaptive smoothing filter algorithm based on gradient information is proposed. The new method solves the problem of conventional filer that can’t smooth noise and sharp edge simultaneously. It is based on the iterative convolution of local adaptive template and the original image signal, the template has the property of diffusing anisotropically. In each iteration, the weight ...