Using nonlinear Kalman filtering to estimate signals. It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better ...

This example estimates the normal SSM of the mink-muskrat data using the EM algorithm. The mink-muskrat series are detrended. Refer to Harvey (1989) for details of this data set. Since this EM ...

Err Kalman filters are pretty easy to do actually. The equation is a LOT nastier to look at than the raw code. as for writing another filter for each kind of hardware…no.

Prior knowledge needed: ECEA 5850 Kalman-Filter Boot Camp and State-Estimation Application. Learning Outcomes. Compute the gain values for a steady-state alpha-beta Kalman filter. Implement an IMM ...