State estimation and filtering techniques form the backbone of modern control, signal processing and data fusion methodologies. These techniques are employed to infer the internal states of a dynamic ...
This course introduces the Kalman filter as a method that can solve problems related to estimating the hidden internal state of a dynamic system. It develops the background theoretical topics in state ...
Electric vehicles (EVs) have emerged as a promising trend for future development. Serving as the core energy source for EVs, lithium-ion batteries offer advantages. Accurate SoC estimation is vital ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...
This paper proposes a new econometric model for the estimation of optimal hedge ratios (HRs): the Kalman filter error-correction model (KF–ECM). This paper proposes a new econometric model for the ...