Curtin University Homepage
  • Library
  • Help
    • Admin

    espace - Curtin’s institutional repository

    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item

    Adaptive Kalman Filtering with Multivariate Generalized Laplace System Noise

    167832_167832.pdf (978.2Kb)
    Access Status
    Open access
    Authors
    Khawsithiwong, P.
    Yatawara, Nihal
    Pongsapukdee, V.
    Date
    2011
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Khawsithiwong, Pairoj and Yatawara, Nihal and Pongsapukdee, Veeeranun. 2011. Adaptive Kalman Filtering with Multivariate Generalized Laplace System Noise. Communications in Statistics - Simulation and Computation. 40 (9): pp. 1278-1290.
    Source Title
    Communications in Statistics - Simulation and Computation
    DOI
    10.1080/03610918.2011.568153
    ISSN
    03610918
    School
    Department of Mathematics and Statistics
    URI
    http://hdl.handle.net/20.500.11937/28235
    Collection
    • Curtin Research Publications
    Abstract

    An adaptive Kalman filter is proposed to estimate the stats of a system where the system noise is assumed to be a multivariate generalized Laplace random vector. In the presence of outliers in the system noise, it is shown that improved state estimates can be obtained by using an adaptive factor to estimate the dispersion matrix of the system noise term. For the implementation of the filter, an algorithm which includes both single and multiple adaptive factors is proposed. A Monte-Carlo investigation is also carried out to access the performance of the proposed filters in comparison with other robust filters. The results show that, in the sense of minimum mean squared state error, the proposed filter is superior to other filters when the magnitude of a system change is moderate or large.

    Related items

    Showing items related by title, author, creator and subject.

    • Equalisation for carrierless amplitude and phase modulation
      Gao, Jason (2002)
      Carrierless amplitude and phase (CAP) modulation is generally regarded as a bandwidth efficient two-dimensional (2-D) passband line code. It is closely related to the pulse amplitude modulation (PAM) and quadrature amplitude ...
    • Attitude determination from GNSS using adaptive Kalman filtering
      El-Mowafy, Ahmed; Mohamed, A. (2005)
      An adaptive Kalman filtering approach is proposed for attitude determination to replace the fixed (conventional) Kalman filtering approach. The filter is used to adaptively reflect system dynamics changes or rapid changes ...
    • A hybrid noise suppression filter for accuracy enhancement of commercial speech recognizers in varying noisy conditions
      Chan, Kit Yan; Yong, P.; Nordholm, Sven; Yiu, C.; Lam, H. (2014)
      Commercial speech recognizers have made possible many speech control applications such as wheelchair, tone-phone, multifunctional robotic arms and remote controls, for the disabled and paraplegic. However, they have a ...
    Advanced search

    Browse

    Communities & CollectionsIssue DateAuthorTitleSubjectDocument TypeThis CollectionIssue DateAuthorTitleSubjectDocument Type

    My Account

    Admin

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Follow Curtin

    • 
    • 
    • 
    • 
    • 

    CRICOS Provider Code: 00301JABN: 99 143 842 569TEQSA: PRV12158

    Copyright | Disclaimer | Privacy statement | Accessibility

    Curtin would like to pay respect to the Aboriginal and Torres Strait Islander members of our community by acknowledging the traditional owners of the land on which the Perth campus is located, the Whadjuk people of the Nyungar Nation; and on our Kalgoorlie campus, the Wongutha people of the North-Eastern Goldfields.