Despite recent interest in continuous prediction of dimensional emotions, the dynamical aspect of emotions has received less attention in automated systems. This paper investigates how emotion change can be effectively incorporated to improve continuous prediction of arousal and valence from speech. Significant correlations were found between emotion ratings and their dynamics during investigat...

Kalman filters provide an important technique for estimating the states of engineering systems. With several variations of nonlinear Kalman filters, there is a lack of guidelines for filter selection with respect to a specific research or engineering application. This creates a need for an in-depth discussion of the intricacies of different nonlinear Kalman filters. Particularly of interest for...

Many state estimation and control algorithms require knowledge of how probability distributions propagate through dynamical systems. However, despite hybrid systems becoming increasingly important in many fields, there has been little work on utilizing the map transitions. Here, we make use a propagation law that employs saltation matrix (a first-order update to sensitivity equation) create Sal...

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...

Although Kalman filtering algorithm has been widely used in the maneuvering target tracking, conventional Kalman filtering algorithm always fails to track the maneuvering target as the target changes its movement state suddenly. In order to overcome its disadvantages, an improved Kalman filtering algorithm that based on the adaptive neural fuzzy inference system (ANFIS) is proposed in this pape...

The design of a controller significantly improves if internal states of a dynamic control system are predicted. This paper compares the prediction of system states using Kalman filter and a novel approach analysis of variance (ANOVA). Kalman filter has been successfully applied in several applications. A significant advantage of Kalman filter is its ability to use system output to predict the f...

Recently, the range of available radio frequency identification (RFID) tags has been widened to include smart RFID tags which can monitor their varying surroundings. One of the most important factors for better performance of smart RFID system is accurate measurement from various sensors. In the multi-sensing environment, some noisy signals are obtained because of the changing surroundings. We ...

This paper examines the recently developed p-shift iterative unbiased Kalman-like algorithm intended for filtering (p = 0), prediction (p > 0), and smoothing (p < 0) of linear discrete time-varying state-space models in non Gaussian environment with uncertainties. The algorithm is designed to have no requirements for noise and initial conditions and becomes optimal on large averaging intervals....

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. ...

As a result of the lack of the knowledge with regard to the statistical properties of the dynamic models and operational observations, as well as the computational burden related to the high dimensionality of the realistic data assimilation problems especially those complex nonlinear filtering problems, the ensemble Kalman filter scheme has been paid much more attention in recent years and has ...