Kalman-Singer filter: Theory and practice
Paweł Kasprzak, Bumar Elecktronika, Przemysław Kowalczuk, Tomasz Zawada · 2013
We present the Kalman-Singer filter using the framework of the Ornstein-Uhlenbeck stochastic process. We discuss the simulations and potential applications in the tracking systems. In particular we compare the predictions of a pure Kalman-Singer filter vs. 2-mode bank filter.