2017
DOI: 10.1109/access.2017.2697072
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Kalman Filter With Dynamical Setting of Optimal Process Noise Covariance

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Cited by 36 publications
(14 citation statements)
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“…[19] developed the tracking algorithm with Kalman filter, [20] introduced a Kalman filter to estimate the object state for further tracking the desired dynamic object and filtering the noise, [21] used an adaptive Kalman filter to construct the motion model in the tracking process. Dynamical setting Kalman filter [22] was proposed to dynamically set the optimal process error covariance matrix for a constant velocity model Kalman filter, which can track a real erratic object. In addition, adaptive Kalman filter was combined with mean shift [23] or Camshift [24] to improve the robustness.…”
Section: Kalman Filter In Trackingmentioning
confidence: 99%
“…[19] developed the tracking algorithm with Kalman filter, [20] introduced a Kalman filter to estimate the object state for further tracking the desired dynamic object and filtering the noise, [21] used an adaptive Kalman filter to construct the motion model in the tracking process. Dynamical setting Kalman filter [22] was proposed to dynamically set the optimal process error covariance matrix for a constant velocity model Kalman filter, which can track a real erratic object. In addition, adaptive Kalman filter was combined with mean shift [23] or Camshift [24] to improve the robustness.…”
Section: Kalman Filter In Trackingmentioning
confidence: 99%
“…Improper choice of Q and R may influence the performance of the filter method. Many estimation methods have been proposed to determine Q and R in the filter process (e.g., Akhlaghi et al 2017;Basso et al 2017;Ding et al 2007;Liebich et al 2017;Saho and Masugi 2015). With the use of adaptive filtering approach, we estimate Q and R , and it can be expressed as (Akhlaghi et al 2017) where ε(k) = Y (k) − HX(k|k) is the difference between the observed value and estimated one.…”
Section: Adaptive Kalman Filtermentioning
confidence: 99%
“…It is mainly divided into two categories. The first category, which typically includes UKF, is also based on the accurate system model and it can further reduce the model linearization error [8]; and the second category is represented by predictive filter [19], [20], H ∞ filter [21], [22], adaptive filter [23] and multiple model adaptive estimation [24], which can reduce or suppress the uncertainty influence in the system model. Besides, in order to ensure algorithm stability, nonlinear observer [25] and STF are put forward.…”
Section: Related Workmentioning
confidence: 99%