On the Kalman Filter and Its Variations
Issue Date
2014-05-31Author
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.
Metadata
Show full item recordAbstract
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.
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- Mathematics Dissertations and Theses [179]
- Theses [3772]
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