extended kalman filtering (ekf) is a nonlinear dynamic data reconciliation (nddr) method. one of its main advantages is its suitability for on-line applications. this paper presents an on-line nddr method using ekf. it is implemented for two case studies, temperature measurements of a distillation column and concentration measurements of a cstr. in each time step, random numbers with zero mean ...

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...

This note is devoted to deriving the measurement update of the geometric extended Kalman filter using the multiplicative extended Kalman filtering approach, resulting in the attitude estimator referred as geometric multiplicative extended Kalman filter. The equivalence of the derived geometric multiplicative extended Kalman filter and geometric extended Kalman filter is also demonstrated in thi...

In this paper principles of extended Kalman filtering theory is developed and applied to simulated on-line electric power systems state estimation in order to trace the operating condition changes through the redundant and noisy measurements. Test results on IEEE 14 - bus test system are included. Three case systems are tried; through the comparing of their results, it is concluded that the pro...

In this paper, Bayesian nonlinear filtering is considered from the viewpoint of information geometry and a novel filtering method is proposed based on information geometric optimization. Under the Bayesian filtering framework, we derive a relationship between the nonlinear characteristics of filtering and the metric tensor of the corresponding statistical manifold. Bayesian joint distributions ...

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...