5.1.3 Kalman Filtering, General

Chapter Contents (Back)
Kalman Filter. Specific applications are in the appropriate section.

Kalman Filter Library,
January, 2006.
WWW Link. Code, Kalman Filter.

Welch, G.[Greg], and Bishop, G.[Gary],
An Introduction to the Kalman Filter,
TR95-041, University of North Carolina at Chapel Hill, Department of Computer Science, 1995.
WWW Link. Survey, Kalman Filter. Code, Kalman Filter. Tutorial on Kalman filter. All you want to know. BibRef 9500

Kalman, R.E.,
A New Approach to Linear Filtering and Prediction Problems,
T-ASME(1960), March, 1960, pp. 35-45.
PDF File. Recursive solution to the discrete-data linear filtering. The basis for the Kalman Filter. Awarded the Draper Prize in 2008.
WWW Link. BibRef 6003

Woods, J.W., Radewan, C.H.,
Kalman Filtering in Two Dimensions,
IT(23), July, 1977, pp. 473-482. BibRef 7707

Woods, J.W., Ingle, V.K.,
Kalman Filtering in Two Dimensions: Further Results,
ASSP(29), April, 1981, pp. 188-197. BibRef 8104

Biemond, J., Rieske, J., Gerbrands, J.J.,
A Fast Kalman Filter for Images Degraded by Both Blur and Noise,
ASSP(31), 1983, pp. 1248-1256. BibRef 8300

Chui, C.K.[Charles K.],
Kalman Filtering: With Real-Time Applications,
(Second Edition), New York: Springer-Verlag1991, ISBN 0-387-54013-X. Kalman Filter. Rigorous treatment of Kalman filters. Buy this book: Kalman Filtering: With Real-Time Applications (Lecture Notes in Engineering) BibRef 9100

Tugnait, J.K.,
Constrained Signal Restoration via Iterated Extended Kalman Filtering,
ASSP(33), 1985, pp. 472-475. BibRef 8500

Wu, Z.,
Multidimensional State-Space Model Kalman Filtering with Applications to Image Restoration,
ASSP(33), 1985, pp. 1576-1592. BibRef 8500

Citrin, S., Azimi-Sadjadi, M.R.,
A full-plane block Kalman filter for image restoration,
IP(1), No. 4, October 1992, pp. 488-495.
IEEE DOI 0402
BibRef

Kim, J., Woods, J.W.,
Spatiotemporal Adaptive 3-D Kalman Filter for Video,
IP(6), No. 3, March 1997, pp. 414-424.
IEEE DOI 9703
BibRef

Kim, J., Woods, J.W.,
A New Interpretation of ROMKF,
IP(6), No. 4, April 1997, pp. 599-601.
IEEE DOI 9704
BibRef

de Geeter, J.[Jan], van Brussel, H.[Hendrik], de Schutter, J.[Joris], Decréton, M.[Marc],
A Smoothly Constrained Kalman Filter,
PAMI(19), No. 10, October 1997, pp. 1171-1177.
IEEE DOI 9710
BibRef

Kim, J., Woods, J.W.,
3-D Kalman Filter for Image Motion Estimation,
IP(7), No. 1, January 1998, pp. 42-52.
IEEE DOI 9801
Motion, Estimation. BibRef

Kim, J., Woods, J.W.,
Image identification and restoration in the subband domain,
IP(3), No. 3, May 1994, pp. 312-314.
IEEE DOI 0402
BibRef

Azimi-Sadjadi, M.R., Xiao, R., Yu, X.,
Neural Network Decision Directed Edge-Adaptive Kalman Filter for Image Estimation,
IP(8), No. 4, April 1999, pp. 589-592.
IEEE DOI BibRef 9904

Chang, C.I.[C. I], Brumbley, C.M.,
Kalman Filtering Approach to Multispectral Image Classification and Detection of Changes in Signature Abundance,
GeoRS(37), No. 1, January 1999, pp. 257.
IEEE Top Reference. BibRef 9901

Piovoso, M.[Michael], Laplante, P.A.[Phillip A.],
Kalman filter recipes for real-time image processing,
RealTimeImg(9), No. 6, December 2003, pp. 433-439.
WWW Link. 0401
BibRef

Toscano, R., Lyonnet, P.,
Heuristic Kalman Algorithm for Solving Optimization Problems,
SMC-B(39), No. 5, October 2009, pp. 1231-1244.
IEEE DOI 0906
BibRef

Quinn, J.A.[John A.], Williams, C.K.I.[Christopher K.I.], McIntosh, N.[Neil],
Factorial Switching Linear Dynamical Systems Applied to Physiological Condition Monitoring,
PAMI(31), No. 9, September 2009, pp. 1537-1551.
IEEE DOI 0907
BibRef
Earlier: A1, A2, Only:
Known Unknowns: Novelty Detection in Condition Monitoring,
IbPRIA07(I: 1-6).
Springer DOI 0706
Kalman filter in time series analysis. Analysis of systems with unknown factors that switch between states. ICU monitoring data. BibRef

Jamoos, A.[Ali], Grivel, E.[Eric], Christov, N.[Nicolai], Najim, M.[Mohamed],
Estimation of autoregressive fading channels based on two cross-coupled Hinf filters,
SIViP(3), No. 3, September 2009, pp. xx-yy.
Springer DOI 0910
H∞ Filtering. Kalman filtering. BibRef

Dini, D.H., Mandic, D.P., Julier, S.J.,
A Widely Linear Complex Unscented Kalman Filter,
SPLetters(18), No. 11, November 2011, pp. 623-626.
IEEE DOI 1112
BibRef

Xu, J., Song, E., Luo, Y., Zhu, Y.,
Optimal Distributed Kalman Filtering Fusion Algorithm Without Invertibility of Estimation Error and Sensor Noise Covariances,
SPLetters(19), No. 1, January 2012, pp. 55-58.
IEEE DOI 1112
BibRef

Faragher, R.,
Understanding the Basis of the Kalman Filter Via a Simple and Intuitive Derivation,
SPMag(29), No. 5, 2012, pp. 128-132.
IEEE DOI 1209
Survey, Kalman Filter. BibRef

Groff, T.D.[Tyler D.], Kasdin, N.J.[N. Jeremy],
Kalman filtering techniques for focal plane electric field estimation,
JOSA-A(30), No. 1, January 2013, pp. 128-139.
WWW Link. 1211
BibRef

Wang, S.Y.[Shi-Yuan], Feng, J.C.[Jiu-Chao], Tse, C.K.,
Analysis of the Characteristic of the Kalman Gain for 1-D Chaotic Maps in Cubature Kalman Filter,
SPLetters(20), No. 3, March 2013, pp. 229-232.
IEEE DOI 1303
BibRef

Wang, S.Y.[Shi-Yuan], Feng, J.C.[Jiu-Chao], Tse, C.K.,
Spherical Simplex-Radial Cubature Kalman Filter,
SPLetters(21), No. 1, January 2014, pp. 43-46.
IEEE DOI 1402
Accuracy BibRef

Hauberg, S.[Søren], Lauze, F.[François], Pedersen, K.S.[Kim Steenstrup],
Unscented Kalman Filtering on Riemannian Manifolds,
JMIV(46), No. 1, May 2013, pp. 103-120.
WWW Link. 1303
BibRef

Hauberg, S.[Søren],
Principal Curves on Riemannian Manifolds,
PAMI(38), No. 9, September 2016, pp. 1915-1921.
IEEE DOI 1609
differential geometry BibRef

Derrode, S., Pieczynski, W.,
Exact Fast Computation of Optimal Filter in Gaussian Switching Linear Systems,
SPLetters(20), No. 7, 2013, pp. 701-704.
IEEE DOI 1307
Gaussian processes; hidden Markov models; Kalman filter BibRef

Miyazawa, Y.[Yasumasa], Murakami, H.[Hiroshi], Miyama, T.[Toru], Varlamov, S.M.[Sergey M.], Guo, X.Y.[Xin-Yu], Waseda, T.[Takuji], Sil, S.[Sourav],
Data Assimilation of the High-Resolution Sea Surface Temperature Obtained from the Aqua-Terra Satellites (MODIS-SST) Using an Ensemble Kalman Filter,
RS(5), No. 6, 2013, pp. 3123-3139.
DOI Link 1307
BibRef

Davey, S.J.,
SNR Limits on Kalman Filter Detect-Then-Track,
SPLetters(20), No. 8, 2013, pp. 767-770.
IEEE DOI 1307
Kalman filters BibRef

Steffen, R.[Richard],
A Robust Iterative Kalman Filter Based on Implicit Measurement Equations,
PFG(2013), No. 4, 2013, pp. 323-332.
DOI Link 1309
BibRef

Shu, H.Q.[Hua-Qiang], Simon, E.P., Ros, L.,
Third-Order Kalman Filter: Tuning and Steady-State Performance,
SPLetters(20), No. 11, 2013, pp. 1082-1085.
IEEE DOI 1310
Kalman filters BibRef

Meyer, F., Hlinka, O., Hlawatsch, F.,
Sigma Point Belief Propagation,
SPLetters(21), No. 2, February 2014, pp. 145-149.
IEEE DOI 1402
Kalman filters BibRef

Salmon, B.P., Kleynhans, W., van den Bergh, F., Olivier, J.C., Marais, W.J., Grobler, T.L., Wessels, K.J.,
Meta-Optimization of the Extended Kalman Filter's Parameters Through the Use of the Bias Variance Equilibrium Point Criterion,
GeoRS(52), No. 8, August 2014, pp. 5072-5087.
IEEE DOI 1403
Covariance matrices BibRef

Schneebeli, M., Grazioli, J., Berne, A.,
Improved Estimation of the Specific Differential Phase Shift Using a Compilation of Kalman Filter Ensembles,
GeoRS(52), No. 8, August 2014, pp. 5137-5149.
IEEE DOI 1403
Covariance matrices BibRef

Lopez, R., Malarde, J.P., Royer, F., Gaspar, P.,
Improving Argos Doppler Location Using Multiple-Model Kalman Filtering,
GeoRS(52), No. 8, August 2014, pp. 4744-4755.
IEEE DOI 1403
Doppler effect BibRef

Bhotto, M.Z.A., Bajic, I.V.,
Constant Modulus Blind Adaptive Beamforming Based on Unscented Kalman Filtering,
SPLetters(22), No. 4, April 2015, pp. 474-478.
IEEE DOI 1411
Kalman filters BibRef

Bourmaud, G.[Guillaume], Mégret, R.[Rémi], Arnaudon, M.[Marc], Giremus, A.[Audrey],
Continuous-Discrete Extended Kalman Filter on Matrix Lie Groups Using Concentrated Gaussian Distributions,
JMIV(51), No. 1, January 2015, pp. 209-228.
Springer DOI 1503
BibRef

Bourmaud, G.[Guillaume], Mégret, R.[Rémi], Giremus, A.[Audrey], Berthoumieu, Y.[Yannick],
From Intrinsic Optimization to Iterated Extended Kalman Filtering on Lie Groups,
JMIV(55), No. 3, July 2016, pp. 284-303.
Springer DOI 1604
BibRef

Mandic, D., Kanna, S., Constantinides, A.,
On the Intrinsic Relationship Between the Least Mean Square and Kalman Filters,
SPMag(32), No. 6, November 2015, pp. 117-122.
IEEE DOI 1511
[Lecture Notes] Approximation algorithms BibRef

Li, W., Wei, G., Han, F., Liu, Y.,
Weighted Average Consensus-Based Unscented Kalman Filtering,
Cyber(46), No. 2, February 2016, pp. 558-567.
IEEE DOI 1601
Algorithm design and analysis BibRef

Vilà-Valls, J.[Jordi], Closas, P.[Pau], García-Fernández, Á.F.[Ángel F.],
Uncertainty Exchange Through Multiple Quadrature Kalman Filtering,
SPLetters(23), No. 12, December 2016, pp. 1825-1829.
IEEE DOI 1612
Bayes methods BibRef

Pasand, M.M.S.[Mohammad Mahdi Share], Montazeri, M.[Mohsen],
Kalman Filtering with Optimally Scheduled Measurements in Bandwidth Limited Communication Media,
ETRI(39), No. 1, February 2017, pp. 13-20.
DOI Link 1702
BibRef

Assa, A., Plataniotis, K.N.,
Adaptive Kalman Filtering by Covariance Sampling,
SPLetters(24), No. 9, September 2017, pp. 1288-1292.
IEEE DOI 1708
Gaussian processes, adaptive Kalman filters, covariance analysis, measurement uncertainty, mixture models, sensor fusion, signal sampling, estimation accuracy, measurement noise covariance, normal distribution, sensor fusion, sensor selection, system noise statistics, Adaptive systems, Covariance matrices, Kalman filters, Noise measurement, Q measurement, gaussian mixture model (GMM), inverse wishart (IW) distribution BibRef

Li, X.D.[Xiao-Dong], Liu, A.J.[Ai-Jun], Yu, C.J.[Chang-Jun], Su, F.L.[Fu-Lin],
Widely Linear Quaternion Unscented Kalman Filter for Quaternion-Valued Feedforward Neural Network,
SPLetters(24), No. 9, September 2017, pp. 1418-1422.
IEEE DOI 1708
Covariance matrices, Kalman filters, Mathematical model, Neural networks, Neurons, Quaternions, Signal processing algorithms, HR-calculus, Augmented quaternion statistics, noncircular, quaternion-valued feedforward neural network (QFNN), widely linear quaternion unscented Kalman filter, (WLQUKF) BibRef

Yang, F., Enzner, G., Yang, J.,
Frequency-Domain Adaptive Kalman Filter With Fast Recovery of Abrupt Echo-Path Changes,
SPLetters(24), No. 12, December 2017, pp. 1778-1782.
IEEE DOI 1712
acoustic signal processing, adaptive Kalman filters, echo suppression, frequency-domain analysis, FDKF, tracking BibRef


Clement, L.E.[Lee E.], Peretroukhin, V.[Valentin], Lambert, J.[Jacob], Kelly, J.[Jonathan],
The Battle for Filter Supremacy: A Comparative Study of the Multi-State Constraint Kalman Filter and the Sliding Window Filter,
CRV15(23-30)
IEEE DOI 1507
Cameras BibRef

Ding, X.[Xin], Chen, W.[Wei], Wassell, I.[Ian],
Generalized-KFCS: Motion estimation enhanced Kalman filtered compressive sensing for video,
ICIP14(1297-1301)
IEEE DOI 1502
Compressed sensing BibRef

Petersen, A.[Arne], Koch, R.[Reinhard],
Statistical Analysis of Kalman Filters by Conversion to Gauss-Helmert Models with Applications to Process Noise Estimation,
ICPR10(2386-2389).
IEEE DOI 1008
BibRef

Assimakis, N., Adam, M., Koziri, M., Voliotis, S.,
Optimal Distributed Kalman and Lainiotis Filters: Optimal Uniform Distribution of Measurements into Local Processors,
WSSIP09(1-6).
IEEE DOI 0906
BibRef

Li, Z.[Zheng], Pan, P.J.[Ping-Jun], Gao, D.F.[Dong-Feng], Zhao, D.Y.[Da-Yong],
An Improved Unscented Kalman Filter Based on STF for Nonlinear Systems,
CISP09(1-5).
IEEE DOI 0910
BibRef

Butala, M.D.[Mark D.], Yun, J.H.[Jong-Hyun], Chen, Y.G.[Yu-Guo], Frazin, R.A.[Richard A.], Kamalabadi, F.[Farzad],
Asymptotic convergence of the ensemble Kalman filter,
ICIP08(825-828).
IEEE DOI 0810
BibRef

Tyagi, A.[Ambrish], Davis, J.W.[James W.],
A recursive filter for linear systems on Riemannian manifolds,
CVPR08(1-8).
IEEE DOI 0806
Adapt Kalman filter approach. BibRef

Zhang, X.H.[Xiao-Han], Chen, X.P.[Xiao-Ping], Li, J.L.[Jia-Ling], Li, X.[Xiang],
Vision-based Monte Carlo-Kalman Localization in a Known Dynamic Environment,
ICARCV06(1-7).
IEEE DOI 0612
BibRef

Nagarajan, K., Slatton, K.C.,
Multiple-model MKS with Improved Learning/Prior Modeling,
ICIP05(I: 757-760).
IEEE DOI 0512
Multiscale Kalman Smoother BibRef

Vedaldi, A.[Andrea], Jin, H.L.[Hai-Lin], Favaro, P.[Paolo], Soatto, S.[Stefano],
KALMANSAC: Robust Filtering by Consensus,
ICCV05(I: 633-640).
IEEE DOI 0510
BibRef

Chen, L.[Liang], Mercorelli, P., Liu, S.,
A two-stage Kalman estimator for motion control using model predictive strategy,
ICARCV04(III: 1699-1704).
IEEE DOI 0412
BibRef

Mills, S., Pridmore, T.P., Hills, M.,
Tracking in a Hough Space with the Extended Kalman Filter,
BMVC03(xx-yy).
HTML Version. 0409
BibRef

de Freitas Zampolo, R., Seara, R.[Rui], Tobias, O.J.,
Evolutionary Programming in Image Restoration Via Reduced Order Model Kalman Filtering,
ICIP01(I: 221-224).
IEEE DOI 0108
BibRef

Southall, B., Buxton, B.F., Marchant, J.A.,
Controllability and Observability: Tools for Kalman Filter Design,
BMVC98(xx-yy). BibRef 9800

Ni, J.Q., Ho, K., Tse, K., Ni, J.S., and Shen, M.H.,
Multirate Kalman Filtering Approach for Optimal Two-Dimensional Signal Reconstruction from Noisy Subband Systems,
ICIP97(I: 157-160).
IEEE DOI BibRef 9700

Rao, R.P.N.[Rajesh P.N.],
Robust Kalman Filters for Prediction, Recognition, and Learning,
Univ. of RochesterDepartment of Computer Science Technical Report 645, December, 1996. Kalman Filter. General technique.
PS File. BibRef 9612

Chapter on Image Processing, Restoration, Enhancement, Filters, Image and Video Coding continues in
Karhunen-Loeve Transform, General .


Last update:Dec 7, 2017 at 17:23:10