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Kalman Filter: optimal estimates of signal and uncertainty given noisy measurements, process model, and error structure.

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Presentation on theme: "Kalman Filter: optimal estimates of signal and uncertainty given noisy measurements, process model, and error structure."— Presentation transcript:

1 Kalman Filter: optimal estimates of signal and uncertainty given noisy measurements, process model, and error structure

2 Kalman Filter/Smooth Example: vicinity of Columbus, Nebraska

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4 Croplands Data Layer: mostly corn, soy, and grass/hay

5 Fit cover-group-specific dynamic linear models for weekly EVI state estimation corn soybean hay water dev/open dev/low decid forest grass/herb woody wetlands Mean daily signal for all crop/land-cover types > 1% area

6 Corn Other/hay Grasslands Example Kalman Smoothing for various cover types

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8 KF Advantages: – Smoothing, but with a shape prior – Estimate uncertainty – Flexible sensor fusion What’s next: – How to best fit linear models? – How to fit initial conditions/parameters? In particular: process/measurement error – Extended KF? – Verify implementation & diagnose problems (smoothing blowing up)


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