The problem of nonlinear estimation is reexamined, and a new semi-parametric representation of uncertainty called the Biscay distribution is presented. The Biscay distribution is combined with the extended Kalman filter (EKF) and a new filtering paradigm called the Biscay distribution filter (BDF) is developed. The BDF is provably optimal for linear estimation and generalizes naturally to nonli...

This paper presents a smoothing data association algorithm for a single target tracking in clutter. The proposed algorithm fuses the forward estimates and all the available measurement information retrodictions (but not backward track estimates) within the smoothing window to obtain the smoothed estimates. The measurement information retrodictions are obtained using the one-step-backward inform...

Forward time step integrators are splitting algorithms with only positive splitting coefficients. When used in solving physical evolution equations, these positive coefficients correspond to positive time steps. Forward algorithms are essential for solving time-irreversible equations that cannot be evolved using backward time steps. However, forward integrators are also better in solving timere...

Abstract This paper investigates the duality between the estimation and linear quadratic tracking problem for time-delay systems. Based on the innovation analysis approach, the linear minimum mean square error estimators including filter and smoother are developed in terms of a forward partial difference Riccati equation. Then the linear quadratic tracking problem for time-delay systems is disc...

The connection of the tractor to the inactive trailer or motor vehicle causes a motion control problem when turning in the screw, forward or backward movements and high speeds. This is due to the inactive trailer being controlled by the tracking using a physical link that is not affected by the movement. Trailers usually take tracks under these conditions. This phenomenon is called Jack Knife. ...

Clive Oppenheimer ISTO, UMR 7327, CNRS/INSU, FR-45071 Orléans, France ISTO, UMR 7327, Université d’Orléans, FR-45071 Orléans, France ISTO, UMR 7327, BRGM, FR-45071 Orléans, France Institute for Advanced Studies, Le Studium, Orléans, France Department of Geography, University of Cambridge, Downing Place, Cambridge CB2 3EN, UK Marina Alletti ISTO, UMR 7327, CNRS/INSU, FR-45071 Orléans, France IST...

Particle tracking is a widespread research question for quantitative biology. In contrast to other approaches, we developed a local greedy technique based on the Kalman filter. To overcome the problem of guessing the first state of a particle, the algorithm runs iteratively in forward and backward direction. The algorithm was successfully tested with simulated and real data.