2 papers
eess.SY2025
A Normal Variance Mixture Model for Robust Kalman Filtering
Michael J. Walsh
The Kalman filter is ubiquitous for state space models because of its desirable statistical properties, ease of implementation, and generally good performance. However, it can perf…
eess.SP2025
A Generalized Converted Measurement Kalman Filter
Steven V. Bordonaro, Tod E. Luginbuhl, Michael J. Walsh
This report derives a generalized, converted measurement Kalman filter for the class of filtering problems with a linear state equation and nonlinear measurement equation, for whic…