This paper presents two recursive schemes for current reference generation for shunt active filters under unknown fundamental frequency. The schemes are based on the liner Kalman filter that needs the knowledge of the fundamental frequency. In practice, the fundamental frequency of the power system grid can vary. If it differs from the fundamental frequency considered in the mathematical model ...

Abstract This study investigates the empirical validity of the variability hypothesis in Turkey for the period of February 2005-November 2015, by using cross-sectional relative price data and by focusing on the assumptions of linearity and stability. The linearity assumption between the two variables is ensured by estimating quadratic regression equation. The assumption of stability is secur...

The methods of the class of Kalman filters have recently been used in the estimation of the term structure of interest rates. These methods can employ both time-series and cross-sectional aspects of term structure models. This paper compares the performance of two kinds of non-linear Kalman filter algorithms Extended Kalman Filter (EKF) and Square-Root Unscented Kalman Filter (SRUKF) in estimat...

In 1960, Rudolf E. Kalman created what is known as the Kalman filter, which is a way to estimate unknown variables from noisy measurements. The algorithm follows the logic that if the previous state of the system is known, it could be used as the best guess for the current state. This information is first applied a priori to any measurement by using it in the underlying dynamics of the system. ...

The unscented Kalman filter is a superior alternative to the extended Kalman filter for a variety of estimation and control problems. However, its effectiveness for improving human motion tracking for virtual reality applications in the presence of noisy data has been unexplored. In this paper, we present an empirical study comparing the performance of unscented and extended Kalman filtering fo...

Fault detection and isolation (FDI) logic plays a crucial role in enhancing the safety and reliability, and reducing the operating cost of aircraft propulsion systems. However, it is a challenging problem achieving the FDI task with high reliability. For this purpose, various approaches have been proposed in the literature. In an on-line engine fault diagnoses, two tasks may use Kalman filter t...