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Rohit Hippalgaonkar

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Comments and Ratings by Rohit View all
Updated File Comments Rating
28 Apr 2009 Learning the Extended Kalman Filter An implementation of Extended Kalman Filter for nonlinear state estimation. Author: Yi Cao

Hi I am looking for an example where the EKF is applied to a continuous-time non-linear system with non-zero inputs (say measurements are taken at regular time samples through a non-linear (even linear would do) measurement process. I have looked around for this kind of example in the standard texts but haven't found any. Also a good source showing the implementation of the EKF wherein we linearize about a single operating point (as against linearizing about the predicted state every time) would be really helpful! Thanks in advance! Rohit

28 Apr 2009 Unconstrained Optimization using the Extended Kalman Filter A function using the extended Kalman filter to perform unconstrained nonlinear optimization Author: Yi Cao

Hi I am looking for an example where the EKF is applied to a continuous-time non-linear system with non-zero inputs (say measurements are taken at regular time samples through a non-linear (even linear would do) measurement process. I have looked around for this kind of example in the standard texts but haven't found any.

Also a good source showing the implementation of the EKF wherein we linearize about a single operating point (as against linearizing about the predicted state every time) would be really helpful!

Thanks in advance!
Rohit

 

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