Séminaire Tipic présenté par le Pr. Yuriy Shmaliy, le 29/08/2018 à 14h00 en C06 à Télécom SudParis

Titre : State Estimation with Colored Measurement Noise using Kalman and Unbiased FIR Filtering

Date : le mercredi 29 août à 14h
Lieu : en salle C06, à Télécom Sud Paris
Intervenant : Pr. Yuriy Shmaliy (Université de Guanajuato, Mexique)


The Kalman filter (KF) and unbiased finite impulse response (UFIR) filter algorithms are modified for colored measurement noise (CMN) based on the real-time state-space triplet Markov model (TMM). The results differ from earlier derived for prediction state model by the system noise time index that is essential for Markov jump systems. Employing measurement differencing, two KF algorithms and a unique UFIR algorithm are derived for time-correlated and de-correlated noise vectors. Numerical examples are given for target tracking and it is shown that the KF applied to augmented states and modified for correlated and de-correlated noise vectors produce equivalent estimates. Verification is provided for visual object tracking based on the « Car4″ benchmark. High efficiency of the designed algorithms in removing CMN is demonstrated experimentally.

Brief Biography of the Speaker:

Dr. Yuriy S. Shmaliy has been a full professor in Electrical Engineering of the Universidad de Guanajuato, Mexico, since 1999. He is presently a visiting researcher in TELECOM SudParis. He received the B.S., M.S., and Ph.D. degrees in 1974, 1976 and 1982, respectively, from the Kharkiv Aviation Institute, Ukraine. In 1992 he received the Dr.Sc. (technical) degree from the Kharkiv Railroad Institute. In March 1985, he joined the Kharkiv Military University. He serves as full professor beginning in 1986 and has a Certificate of Full Professor, since 1993. In 1993, he founded and, by 2001, had been a director of the Scientific Center “Sichron” (Kharkiv, Ukraine) working in the field of precise time and frequency. His books Continuous-Time Signals (2006) and Continuous-Time Systems (2007) were published by Springer, New York. His book GPS-based Optimal FIR Filtering of Clock Models (2009) was published by Nova Science Publ., New York. He also edited a book Probability: Interpretation, Theory and Applications (Nova Science Publ., New York, 2012) and contributed to several books with invited chapters. His discrete orthogonal polynomials are called Shmaliy polynomials. Dr. Shmaliy has authored 406 Journal and Conference papers and holds 81 patents. He is IEEE Fellow; was rewarded a title, Honorary Radio Engineer of the USSR, in 1991; was listed in Outstanding People of the 20th Century, Cambridge, England in 1999; and was granted with the Royal Academy of Engineering Newton Collaboration Program Award in 2015. He had been a visiting researcher with City University London in 2015-2016 and with TELECOM SudParis in 2015, 2017, and 2018. He currently serves on the Editorial Boards of several International Journals and is a member of the Program Committees of various Int. Symposia. His current interests include statistical signal processing, optimal estimation, and stochastic system theory.