Abstract: Kalman filters (KFs) have become ubiquitous in modern-day technology with applications in medicine, robotics, and many others due to their straightforward implementation and impressive ...

Kalman Filter is an iterative mathematical process that quickly estimates one’s true position by using a set of equations and consecutive data inputs. In order to reduce errors made by a GPS in ...

ABSTRACT: Online portfolio selection is considered about an asset allocation that can be updated by using current data. This is a fundamental problem in computational finance, which is attracted by ...

The Gaussian sum cubature Kalman filter (GSCKF) based on Gaussian mixture model (GMM) is a critical nonlinear non-Gaussian filter for data fusion of global navigation satellite system/strapdown ...