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Humpherys et al., 2012 - Google Patents

A fresh look at the Kalman filter

Humpherys et al., 2012

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Document ID
13150700186125173999
Author
Humpherys J
Redd P
West J
Publication year
Publication venue
SIAM review

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Snippet

In this paper, we discuss the Kalman filter for state estimation in noisy linear discrete-time dynamical systems. We give an overview of its history, its mathematical and statistical formulations, and its use in applications. We describe a novel derivation of the Kalman filter …
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Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G06N3/06—Physical realisation, i.e. hardware implementation of neural networks, neurons or parts of neurons
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/11—Complex mathematical operations for solving equations, e.g. nonlinear equations, general mathematical optimization problems
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6288—Fusion techniques, i.e. combining data from various sources, e.g. sensor fusion
    • G06K9/629—Fusion techniques, i.e. combining data from various sources, e.g. sensor fusion of extracted features
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6267—Classification techniques
    • G06K9/6268—Classification techniques relating to the classification paradigm, e.g. parametric or non-parametric approaches
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50—Computer-aided design
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6296—Graphical models, e.g. Bayesian networks
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N7/00—Computer systems based on specific mathematical models
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models
    • G—PHYSICS
    • G05—CONTROLLING; REGULATING
    • G05B—CONTROL OR REGULATING SYSTEMS IN GENERAL; FUNCTIONAL ELEMENTS OF SUCH SYSTEMS; MONITORING OR TESTING ARRANGEMENTS FOR SUCH SYSTEMS OR ELEMENTS
    • G05B13/00—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion
    • G05B13/02—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric
    • G05B13/04—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric involving the use of models or simulators

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