The well-known Wahba Problem [1] is a non-linear, weighted least-squares problem that seeks to obtain the optimal attitude matrix from a set of at least two independent vector measurements. The most common technique used to solved the Wahba problem is the so-called q-method, developed by Davenport and documented in [2]. The q-method rearranges the Wahba performance index into a quadratic perfor...

We study the synchronization problem in discrete-time via an extended Kalman filter (EKF). That is, synchronization is obtained of transmitter and receiver dynamics in case the receiver is given via an extended Kalman filter that is driven by a noisy drive signal from the transmitter. Extensive computer simulations show that the filter is indeed suitable for synchronization of (noisy) chaotic t...

For parameter estimations, we have developed a extended kalman filter(EKF) and unscented kalman filter(UKF) for linear as well as non-linear spacecraft systems. We have described the differences of two approaches mathematical equation for modeling of the system value of mean square error, error covariance and For state estimation of satellite, two different type of filters has been described i....

The Iterated Extended Kalman smoother (IEKS) is shown to be equivalent to one iteration of the Expectation Maximisation (EM)-based SAGE algorithm for the class of nonlinear signal models containing polynomial dynamics. Thus the IEKS is a maximum a posteriori (MAP) state sequence estimator for this class of systems. The Iterated Extended Kalman filter (IEKF) can be thought of as a heuristic, onl...

The principle of the iterated extended Kalman filter has been generalized to create a new filter that has superior performance when the estimation problem contains severe nonlinearities. The new filter is useful when nonlinearities might significantly degrade the accuracy or convergence reliability of other filters. The new filter solves a nonlinear smoothing problem for the current and past sa...

The motion of a car is described using a stochastic model in which the driving processes are the steering angle and the tangential acceleration. The model incorporates exactly the kinematic constraint that the wheels do not slip sideways. Two lters based on this model have been implemented, namely the standard EKF, and a new lter (the CUF) in which the expectation and the covariance of the syst...

Abstract Accurate estimations of unmeasurable variables are required for increasing the performance of sensorless induction motor drives. This can be achieved if the required variables are accurately estimated with a well-established observer. The paper presents an extended Kalman filterbased direct torque control to investigate the estimations of speed and torque under challenging rotor and st...

ABSTRACT State estimation procedures using the extended Kalman filter are investigated for a transient heat transfer problem in which a heat source is applied on one side of a thin plate and ultrasonic time of flight or temperature is measured on the other side of the plate. A forward conduction solution is developed using finite element methods and verified using closed-form analytic solutions...