PSD of Integral of White Noise

On 2 Sep, 12:08, illywhacker <illywac...@gmail.com> wrote:
> On 2 Sep, 11:33, Rune Allnor <all...@tele.ntnu.no> wrote:
>
> > On 2 Sep, 10:50, illywhacker <illywac...@gmail.com> wrote:
>
> > Illywhacker,
>
> > A few monts ago you posted a link to a paper on directional
> > statistics, in the context of unscented Kalman filters. The
> > search engine on google groups is broken so I can't find the
> > original thread, and I can't find anything that looks relevant
> > in IEEExplore.
>
> > Could you please re-post the link to the paper?
>
> > Rune
>
> Hi Rune,
>
> Do you recall whether it was a paper or a Wikipedia link?
>
> illywhacker;

I'm pretty sure it was a paper; I might be wrong, though.

Rune

On 2 Sep, 12:35, Rune Allnor <all...@tele.ntnu.no> wrote:
> On 2 Sep, 12:08, illywhacker <illywac...@gmail.com> wrote:
>
>
>
>
>
> > On 2 Sep, 11:33, Rune Allnor <all...@tele.ntnu.no> wrote:
>
> > > On 2 Sep, 10:50, illywhacker <illywac...@gmail.com> wrote:
>
> > > Illywhacker,
>
> > > A few monts ago you posted a link to a paper on directional
> > > statistics, in the context of unscented Kalman filters. The
> > > search engine on google groups is broken so I can't find the
> > > original thread, and I can't find anything that looks relevant
> > > in IEEExplore.
>
> > > Could you please re-post the link to the paper?
>
> > > Rune
>
> > Hi Rune,
>
> > Do you recall whether it was a paper or a Wikipedia link?
>
> > illywhacker;
>
> I'm pretty sure it was a paper; I might be wrong, though.
>
> Rune- Hide quoted text -
>
> - Show quoted text -

Is this the thread?

http://groups.google.co.uk/group/comp.dsp/browse_frm/thread/30ab091e8949146/cf739918a11439bc?hl=en&q=illywhacker+wrap

I have a couple of posts in this thread. There is a response to a
question you posed, but there are no references.

illywhacker;

On 2 Sep, 12:51, illywhacker <illywac...@gmail.com> wrote:
> On 2 Sep, 12:35, Rune Allnor <all...@tele.ntnu.no> wrote:
>
>
>
>
>
> > On 2 Sep, 12:08, illywhacker <illywac...@gmail.com> wrote:
>
> > > On 2 Sep, 11:33, Rune Allnor <all...@tele.ntnu.no> wrote:
>
> > > > On 2 Sep, 10:50, illywhacker <illywac...@gmail.com> wrote:
>
> > > > Illywhacker,
>
> > > > A few monts ago you posted a link to a paper on directional
> > > > statistics, in the context of unscented Kalman filters. The
> > > > search engine on google groups is broken so I can't find the
> > > > original thread, and I can't find anything that looks relevant
> > > > in IEEExplore.
>
> > > > Could you please re-post the link to the paper?
>
> > > > Rune
>
> > > Hi Rune,
>
> > > Do you recall whether it was a paper or a Wikipedia link?
>
> > > illywhacker;
>
> > I'm pretty sure it was a paper; I might be wrong, though.
>
> > Rune- Hide quoted text -
>
> > - Show quoted text -
>
> Is this the thread?
>
> http://groups.google.co.uk/group/comp.dsp/browse_frm/thread/30ab091e8...
>
> I have a couple of posts in this thread. There is a response to a
> question you posed, but there are no references.

The time is about right, but I remember somebody posting
a reference to a journal paper. One reason I remember
it was that Tim commented that the paper seemed to be
worth actually purchasing. For some reason, I found that
particular comment noteworthy.

In the thread above you were the first to mention the
term 'directional statistics' - maybe that's why I remember
a signifcant contribution from you. It could have been
somebody else who posted the reference.

Rune

On 2 Sep, 13:19, Rune Allnor <all...@tele.ntnu.no> wrote:
> On 2 Sep, 12:51, illywhacker <illywac...@gmail.com> wrote:
>
>
>
>
>
> > On 2 Sep, 12:35, Rune Allnor <all...@tele.ntnu.no> wrote:
>
> > > On 2 Sep, 12:08, illywhacker <illywac...@gmail.com> wrote:
>
> > > > On 2 Sep, 11:33, Rune Allnor <all...@tele.ntnu.no> wrote:
>
> > > > > On 2 Sep, 10:50, illywhacker <illywac...@gmail.com> wrote:
>
> > > > > Illywhacker,
>
> > > > > A few monts ago you posted a link to a paper on directional
> > > > > statistics, in the context of unscented Kalman filters. The
> > > > > search engine on google groups is broken so I can't find the
> > > > > original thread, and I can't find anything that looks relevant
> > > > > in IEEExplore.
>
> > > > > Could you please re-post the link to the paper?
>
> > > > > Rune
>
> > > > Hi Rune,
>
> > > > Do you recall whether it was a paper or a Wikipedia link?
>
> > > > illywhacker;
>
> > > I'm pretty sure it was a paper; I might be wrong, though.
>
> > > Rune- Hide quoted text -
>
> > > - Show quoted text -
>
> > Is this the thread?
>
> >http://groups.google.co.uk/group/comp.dsp/browse_frm/thread/30ab091e8...
>
> > I have a couple of posts in this thread. There is a response to a
> > question you posed, but there are no references.
>
> The time is about right, but I remember somebody posting
> a reference to a journal paper. One reason I remember
> it was that Tim commented that the paper seemed to be
> worth actually purchasing. For some reason, I found that
> particular comment noteworthy.
>
> In the thread above you were the first to mention the
> term 'directional statistics' - maybe that's why I remember
> a signifcant contribution from you. It could have been
> somebody else who posted the reference.

I think it must have been. Sorry not to be more help.

illywhacker;

>On 2 Sep, 12:51, illywhacker <illywac...@gmail.com> wrote:
>> On 2 Sep, 12:35, Rune Allnor <all...@tele.ntnu.no> wrote:
>>
>>
>>
>>
>>
>> > On 2 Sep, 12:08, illywhacker <illywac...@gmail.com> wrote:
>>
>> > > On 2 Sep, 11:33, Rune Allnor <all...@tele.ntnu.no> wrote:
>>
>> > > > On 2 Sep, 10:50, illywhacker <illywac...@gmail.com> wrote:
>>
>> > > > Illywhacker,
>>
>> > > > A few monts ago you posted a link to a paper on directional
>> > > > statistics, in the context of unscented Kalman filters. The
>> > > > search engine on google groups is broken so I can't find the
>> > > > original thread, and I can't find anything that looks relevant
>> > > > in IEEExplore.
>>
>> > > > Could you please re-post the link to the paper?
>>
>> > > > Rune
>>
>> > > Hi Rune,
>>
>> > > Do you recall whether it was a paper or a Wikipedia link?
>>
>> > > illywhacker;
>>
>> > I'm pretty sure it was a paper; I might be wrong, though.
>>
>> > Rune- Hide quoted text -
>>
>> > - Show quoted text -
>>
>> Is this the thread?
>>
>>
http://groups.google.co.uk/group/comp.dsp/browse_frm/thread/30ab091e8...
>>
>> I have a couple of posts in this thread. There is a response to a
>> question you posed, but there are no references.
>
>The time is about right, but I remember somebody posting
>a reference to a journal paper. One reason I remember
>it was that Tim commented that the paper seemed to be
>worth actually purchasing. For some reason, I found that
>particular comment noteworthy.
>
>In the thread above you were the first to mention the
>term 'directional statistics' - maybe that's why I remember
>a signifcant contribution from you. It could have been
>somebody else who posted the reference.
>
>Rune

Based on what you're suggesting, that's the correct thread.  It wasn't a
link, just a title:  "Unscented Filtering in a Unit Quaternion Space for 
Spacecraft Attitude Estimation".  My intent in posting it was to attack
the root problem (a UKF on attitude), not to get too general about
directional statistics.

On 2 Sep, 17:29, "Michael Plante" <michael.pla...@gmail.com> wrote:

> Based on what you're suggesting, that's the correct thread. &#4294967295;It wasn't a
> link, just a title: &#4294967295;"Unscented Filtering in a Unit Quaternion Space for
> Spacecraft Attitude Estimation". &#4294967295;My intent in posting it was to attack
> the root problem (a UKF on attitude), not to get too general about
> directional statistics.

Thanks. You wouldn't by any chance have more tips on
UKFs for attitude estimation?

Rune

>On 2 Sep, 17:29, "Michael Plante" <michael.pla...@gmail.com> wrote:
>
>> Based on what you're suggesting, that's the correct thread. =A0It
wasn't =
>a
>> link, just a title: =A0"Unscented Filtering in a Unit Quaternion Space
fo=
>r
>> Spacecraft Attitude Estimation". =A0My intent in posting it was to
attack
>> the root problem (a UKF on attitude), not to get too general about
>> directional statistics.
>
>Thanks. You wouldn't by any chance have more tips on
>UKFs for attitude estimation?

I have two more references on that exact topic, but no real tips, as I
don't consider myself sufficiently experienced.  I guess one thing I will
pass along is that almost every author, whether using the EKF or UKF, goes
to great lengths to deal with the nearly-singular covariance matrix you
eventually get if you put the whole quaternion in the state vector, and
that there are multiple different approaches out there to working around
that, usually involving some trick to take an NxN covariance matrix down to
(N-1)x(N-1).

This thesis has a lot of information, and some general utility.  Note that
the UKF stuff is split into multiple sections throughout the paper, and
that it discusses other filters:

http://www.control.auc.dk/~danji/research/publications/bhanderi_phd_thesis.pdf


This paper is a little more to the point than that thesis (as papers
always are):

http://hep1.physik.uni-bonn.de/fileadmin/Publications/Mqube/Kraft_FusionPaperWeb.pdf