Jan Bischof

4 Questions 6 Answers 0 Followers

Questions related from Jan Bischof

What is right name for my simplified kalman filter?

I have a signal x_(k+1)=x_(k)+w_(k) with white noise w_k (white noise with known variance) and I measure y_(k+1)=x_(k+1)+v_(k+1) (white noise with known variance). Or i can formulate it in...

13 June 2014 8,871 5 View

What is the difference between extended Kalman filter and dual extended kalman filter?

I want to use a EKF for parameter (p) and state (x) estimation. I am currently not understanding the difference between (1) the formulation of the parameters as states: x_new=[x,p] and using a...

12 February 2014 2,803 6 View

Does anyone have experience with an extended kalman filter without input u?

I am currently working on an extended kalman filter for a nonlinear system. Very confusing for me is the fact, that the most of literature describes EKF for systems without an input u. Is there a...

21 December 2013 1,248 8 View

How to prove an observability for nonlinear system?

Can somebody explain, how I can proof observability for the system x'=x+u and observer equation y=(x-2)^2

20 December 2013 4,378 12 View