Soft sensor
Soft sensor or virtual sensor is a common name for software where several measurements are processed together. Commonly soft sensors are based on control theory and also receive the name of state obse
Ensemble Kalman filter
The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnK
Step detection
In statistics and signal processing, step detection (also known as step smoothing, step filtering, shift detection, jump detection or edge detection) is the process of finding abrupt changes (steps, j
Smoothing problem (stochastic processes)
The smoothing problem (not to be confused with smoothing in statistics, image processing and other contexts) is the problem of estimating an unknown probability density function recursively over time
Moving horizon estimation
Moving horizon estimation (MHE) is an optimization approach that uses a series of measurements observed over time, containing noise (random variations) and other inaccuracies, and produces estimates o
Voltage-controlled filter
A voltage-controlled filter (VCF) is an electronic filter whose operating characteristics (primarily cutoff frequency) can be set by an input control voltage. Voltage controlled filters are widely use
Total variation denoising
In signal processing, particularly image processing, total variation denoising, also known as total variation regularization or total variation filtering, is a noise removal process (filter). It is ba
Adaptive filter
An adaptive filter is a system with a linear filter that has a transfer function controlled by variable parameters and a means to adjust those parameters according to an optimization algorithm. Becaus
Recursive Bayesian estimation
In probability theory, statistics, and machine learning, recursive Bayesian estimation, also known as a Bayes filter, is a general probabilistic approach for estimating an unknown probability density
Kernel adaptive filter
In signal processing, a kernel adaptive filter is a type of nonlinear adaptive filter. An adaptive filter is a filter that adapts its transfer function to changes in signal properties over time by min
Auxiliary particle filter
The auxiliary particle filter is a particle filtering algorithm introduced by Pitt and Shephard in 1999 to improve some deficiencies of the sequential importance resampling (SIR) algorithm when dealin
Invariant extended Kalman filter
The invariant extended Kalman filter (IEKF) (not to be confused with the iterated extended Kalman filter) was first introduced as a version of the extended Kalman filter (EKF) for nonlinear systems po
Covariance intersection
Covariance intersection is an algorithm for combining two or more estimates of state variables in a Kalman filter when the correlation between them is unknown.
Extended Kalman filter
In estimation theory, the extended Kalman filter (EKF) is the nonlinear version of the Kalman filter which linearizes about an estimate of the current mean and covariance. In the case of well defined
Median filter
The median filter is a non-linear digital filtering technique, often used to remove noise from an image or signal. Such noise reduction is a typical pre-processing step to improve the results of later
Particle filter
Particle filters, or sequential Monte Carlo methods, are a set of Monte Carlo algorithms used to solve filtering problems arising in signal processing and Bayesian statistical inference. The filtering
Symmetry-preserving filter
In mathematics, Symmetry-preserving observers, also known as invariant filters, are estimation techniques whose structure and design take advantage of the natural symmetries (or invariances) of the co
Ranklet
In statistics, a ranklet is an orientation-selective non-parametric feature which is based on the computation of Mann–Whitney–Wilcoxon (MWW) rank-sum test statistics. Ranklets achieve similar response
Unscented transform
The unscented transform (UT) is a mathematical function used to estimate the result of applying a given nonlinear transformation to a probability distribution that is characterized only in terms of a
Iterated filtering
Iterated filtering algorithms are a tool for maximum likelihood inference on partially observed dynamical systems. Stochastic perturbations to the unknown parameters are used to explore the parameter
Switching Kalman filter
The switching Kalman filtering (SKF) method is a variant of the Kalman filter. In its generalised form, it is often attributed to Kevin P. Murphy, but related switching state-space models have been in
Kalman filter
For statistics and control theory, Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, including statistical noise
Kushner equation
In filtering theory the Kushner equation (after Harold Kushner) is an equation for the conditional probability density of the state of a stochastic non-linear dynamical system, given noisy measurement
Generalized filtering
Generalized filtering is a generic Bayesian filtering scheme for nonlinear state-space models. It is based on a variational principle of least action, formulated in generalized coordinates of motion.
Nonlinear filter
In signal processing, a nonlinear (or non-linear) filter is a filter whose output is not a linear function of its input. That is, if the filter outputs signals R and S for two input signals r and s se
Bellman filter
The Bellman filter is an algorithm that estimates the value sequence of hidden states in a state-space model. It is a generalization of the Kalman filter, allowing for nonlinearity in both the state a