Kalman filter


Also found in: Acronyms, Wikipedia.

Kalman filter

[′kal·mən ‚fil·tər]
(control systems)
A linear system in which the mean squared error between the desired output and the actual output is minimized when the input is a random signal generated by white noise.
References in periodicals archive ?
Kalman filter is another estimation algorithm, which is explained next as an alternative for estimating the tire forces.
Thus, we online model applications' performance with a Jackson queueing, and then dynamically adopt a fuzzy Kalman filter to optimize the model's performance.
The operation of the Kalman filter resembles in some way that of a negative feedback operational amplifier: it keeps adjusting its internal parameters such that the estimated response of the system/battery fits the measured one.
Forecasting, structural time series models and the Kalman filter. Cambridge: Cambridge University Press.
For example, in our scanning method, Kalman filter is used to strengthen the robustness of every scanning step.
Smoothing is recommended if the filtered estimates from Kalman Filter are still too noisy even after tuning.
The NCEP GFS is the operational NCEP global spectral numerical forecast model (and its associated ensemble Kalman filter (EnKF) hybrid data assimilation system providing the initial states) based on the primitive dynamical equations for fluid dynamics and a suite of parameterizations for atmospheric physics.
To compare UTM test and IRT data, master IRT curves were obtained by analyzing IRT discrete point data using the extended Kalman filter (EKF) algorithm; the curves were then compared.
On the other hand, transforming the set of Kalman filter equations to/from the frequency domain produces a significant distortion in the estimated signal.
If we want to use Kalman filtering to update the network parameters in real time, then we must establish the state equation and the measurement equation that fit the Kalman filter [16,17].
From our understanding, DLM is the general form of Kalman filter functions.
Gong, "Multisensor Distributed Weighted Kalman Filter Fusion With Network Delays, Stochastic Uncertainties, Autocorrelated, and Cross-Correlated Noises," IEEE Transactions on Systems, Man, and Cybernetics: Systems, no.