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math.OC2024★ 23 cited
Gaussianity and the Kalman Filter: A Simple Yet Complicated Relationship
Jeffrey Uhlmann, Simon Julier
One of the most common misconceptions made about the Kalman filter when applied to linear systems is that it requires an assumption that all error and noise processes are Gaussian.…
math.OC2022
Triple-Block Generalized Inverses for Control Applications with Mixed Consistency Requirements
Jeffrey Uhlmann
Extends previous work on block-partitioned mixed generalized inverses from two subsets of system variables with distinct consistency requirements to three subsets. Does not include…
math.OC2010★ 2 cited
On the Equivalence of the General Covariance Union (GCU) and Minimum Enclosing Ellipsoid (MEE) Problems
Ottmar Bochardt, Jeffrey Uhlmann
In this paper we describe General Covariance Union (GCU) and show that solutions to GCU and the Minimum Enclosing Ellipsoid (MEE) problems are equivalent. This is a surprising resu…