Usually databases are treated primarily as fairly dumb data storage systems, but they can be capable of much more. Case in ...

If you program using values that represent anything in the real world, you have probably at least heard of the Kalman filter. The filter allows you to take multiple value estimates and process them ...

Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- ...

Kalman filters have long stood as a cornerstone in the field of target tracking and state estimation, providing an optimally recursive solution for estimating the state of dynamic systems in the ...

In this course, you will learn how to implement different state-of-charge estimation methods and to evaluate their relative merits. Prior knowledge needed: ECEA 5730, ECEA 5731, a Bachelor’s degree in ...

It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...

This is an expository article that develops the Kalman filter from a Cholesky factorization perspective. In particular, the Kalman filter is shown to be a modification of the Cholesky factorization ...

EnSilica, a leading independent provider of semiconductor solutions and IP, has launched a Kalman Filter acceleration IP core for use in situational awareness radar sensors for advanced driver ...

We present a subclass of Langetieg's (1980) linear Gaussian models of the term structure. The bond price is derived in terms of a finite set of state variables with correlated innovations. The ...