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    On the Kalman Filter and Its Variations

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    Lindsey_ku_0099M_13455_DATA_1.pdf (406.0Kb)
    Issue Date
    2014-05-31
    Author
    Lindsey, Theodore S.
    Publisher
    University of Kansas
    Format
    31 pages
    Type
    Thesis
    Degree Level
    M.A.
    Discipline
    Mathematics
    Rights
    This item is protected by copyright and unless otherwise specified the copyright of this thesis/dissertation is held by the author.
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    Abstract
    The objective of this paper is to explore the standard Kalman filter and two non-linear variations. Additionally, we will discuss the derivation of the Kalman filter using Newton's method. Next we will consider the implementation of both the Extended Kalman filter and the Unscented Kalman filter, paying special attention to the cases where the Unscented Kalman filter performs better than the Extended Kalman filter. Finally, we will make a comparison between these two Kalman filter variations and consider a few other modifications to the standard Kalman filter.
    URI
    http://hdl.handle.net/1808/14535
    Collections
    • Mathematics Dissertations and Theses [179]
    • Theses [3772]

    Items in KU ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.


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    785-864-8983
    KU Libraries
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    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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