The Auxiliary Variable Trick for deriving Kalman Smoothers
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In this work, we address the problem of tracking an acoustic source based on measured time difference of arrivals (TDOAs). The classical solution to this problem consists in using a detector, which estimates the TDOA for each microphone pair, and then appl ...
We perform a comparison between an innovation and a residual based integrity monitoring in Extended Kalman Filters for the GNSS/INS hybridization. In this paper, we restrict the study to the detection of abrupt snapshot faults in order to get an intuitive ...
A new method of phase unwrapping is proposed for the absolute phase estimation based on the first-order polynomial phase approximation within a symmetric window generated around each pixel. The accurate estimation of polynomial coefficients is performed by ...
The paper demonstrates a phase estimation method in fringe analysis. The proposed method relies on local polynomial phase approximation and subsequent state-space formulation. The polynomial approximation of phase transforms phase extraction into a paramet ...
The integration of observations issued from a satellite-based system (GNSS) with an inertial navigation system (INS) is usually performed through a Bayesian filter such as the extended Kalman filter (EKF). The task of designing the navigation EKF is strong ...
Institute of Electrical and Electronics Engineers2014
This brief presents a methodology to develop recursive filters in reproducing kernel Hilbert spaces. Unlike previous approaches that exploit the kernel trick on filtered and then mapped samples, we explicitly define the model recursivity in the Hilbert spa ...
In this thesis, methods and models are developed and presented aiming at the estimation, restoration and transformation of the characteristics of human speech. During a first period of the thesis, a concept was developed that allows restoring prosodic voic ...
In this work, we address the problem of tracking an acoustic source based on measured time differences of arrival (TDOA). The classical solution to this problem consists in using a detector, which estimates the TDOA for each microphone pair, and then apply ...
Stochastic behavior of an instrument is often analyzed by constructing the Allan (or wavelet) variance signatures from an error signal. For inertial sensors, such a signature is conveniently obtained by recording data at rest. The analysis of this signal w ...
The accuracy of state estimators using the Kalman Filter (KF) is largely influenced by the measurement and the process noise covariance matrices. The former can be directly inferred from the available measurement devices whilst the latter needs to be asses ...