State estimation and the Kalman filter

here it is combined with an ensemble Kalman filter, in or- der to estimate real-time inlet flow rate and variable diameter along the pipe, using the less possible number of

The Kalman filter is used to estimate the parameters and forecast the observations in a dynamic Nelson-Siegel model a linear Gaussian state space representation for futures contracts

Design suitable nonlinear estimators (non linear versions of the Kalman filter or non linear observers) using the nonlinear ODE model of the flow through a

With the process and measurement models given specific forms in Chapter 3.2, the Bayes filter equations may be solved such that the

The main result of this article is a five-state extended Kalman filter (EKF) aided by GNSS latitude-longitude measurements for estimation of the course over ground (COG), speed

Two techniques, a joint input-state estimation algorithm (JIS) and a dual Kalman filter (DKF), are used to estimate the full-field dynamic response using data measured at the bridge

Force identification in structural dynamics is an inverse problem concerned with find- ing loads from measured structural response.. The main objective of this thesis is to perform