The article presents a comparative analysis of two variants of the Particle Kalman Filter designed by using two different ship motion models. The first filter bases only on the kinematic model of the ship and can be used in many types of vehicles, regardless of the vehicle dynamics model. The input value to the filter is the noisy position of the ship. The second filter makes use of the kinematic and dynamic models of the moving...

Depending on standards and class, dynamically positioned ships make use of different numbers of redundant sensors to determine current ship position. The paper presents a multi-sensor data fusion algorithm for the dynamic positioning system which allows it to record the proper signal from a number of sensors (GPS receivers). In the research, the Particle Kalman Filter with data fusion was used to estimate the position of the vessel....

In the paper recursive state estimation approach is presented as applied to satellite images. Especially, a model of dynamic systems of the non-linear and non-Gaussian systems is presented, and finally the Kalman filter and particle filter and an integration of both is figured out. Special attention is paid to the application for satellite image analysis.

In this work, we consider a difficult problem of state estimation of nonlinear stochastic partial differential equations (SPDE) based on uncertain measurements. The presented solution uses the method of lines (MoL), which allows us to discretize a stochastic partial differential equation in a spatial dimension and represent it as a system of coupled continuous-time ordinary stochastic differential equations (SDE). For such a system...

When system parameters vary at a fast rate, identification schemes based on model-free local estimation approaches do not yield satisfactory results. In cases like this, more sophisticated parameter tracking procedures must be used, based on explicit models of parameter variation (often referred to as hypermodels), either deterministic or stochastic. Kalman filter trackers, which belong to the second category, are seldom used in...