Colored Tobit Kalman filter

  title={Colored Tobit Kalman filter},
  author={Kostas Loumponias},
  journal={Communications in Statistics - Theory and Methods},
  pages={1533 - 1547}
  • K. Loumponias
  • Published 30 July 2020
  • Engineering, Mathematics
  • Communications in Statistics - Theory and Methods
Abstract This article deals with the Tobit Kalman filtering (TKF) process when the one-dimensional measurements are censored and the noises of the state-space model are colored. Two improvements of the standard TKF process are proposed. Firstly, the exact moments of the censored measurements are calculated via the moment generating function of the censored measurements. Secondly, colored noises are considered in the proposed method in order to tackle real-life problems, where the white noises… 
1 Citations

Line-of-sight Estimation for Missile with Censored Measurement

In this paper, we focus on the Line-of-sight(LOS) information estimation for missiles with censored multi-dimensional measurement. To this end, we first construct the nonlinear dynamic relative model



Tobit Kalman filter with fading measurements

The Tobit Kalman Filter: An Estimator for Censored Measurements

A novel formulation of the Kalman filter for Tobit Type 1 censored measurements is introduced, called the TobitKalman filter, which is identical to the standard Kalman Filter in the no-censoring case.

Tobit Kalman Filter With Time-Correlated Multiplicative Sensor Noises Under Redundant Channel Transmission

This paper investigates the Tobit Kalman filtering problem for linear discrete time-varying systems with censored measurements, intermittent failures and time-correlated multiplicative measurement noises under the redundant channel transmission protocol.

The Tobit Kalman filter: An estimator for censored data

This dissertation presents the first formulation of the Kalman filter capable of estimating state variables from censored data without bias, referred to as the Tobit Kalman Filter.

Tobit Kalman filter with time-correlated multiplicative measurement noise

Kalman filters for discrete-time linear systems with censored measurements have been developed, of which the Tobit Kalman filter has been shown an effective candidate. In this study, the authors

Estimation of saturated data using the Tobit Kalman filter

A novel formulation of the Kalman filter for Tobit Type 1 censored measurements is used, called the Tobit KalMan filter for saturated data, which converges to the standard Kalman Filter in the no-censoring case.

The unscented Kalman filter for nonlinear estimation

  • E. WanR. Van Der Merwe
  • Mathematics
    Proceedings of the IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium (Cat. No.00EX373)
  • 2000
This paper points out the flaws in using the extended Kalman filter (EKE) and introduces an improvement, the unscented Kalman filter (UKF), proposed by Julier and Uhlman (1997). A central and vital


Kalman filter is an important tool for deformation analysis combining information on object behaviour and measurement quantities. It is applicable to the four well-known deformation models. Kalman

Distributed Federated Tobit Kalman Filter Fusion Over a Packet-Delaying Network: A Probabilistic Perspective

Given the buffer length, the prescribed bound on the estimation error covariance and the probability distribution of the packet delay, the stability performance of the proposed filtering fusion algorithm is evaluated via a probabilistic approach.