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This paper describes a method to filter oscillatory transients from measurements of a time series which were at least an order of magnitude larger than the signal to be measured. Based on a Kalman filter, it has an optimality property and a…

Optimization and Control · Mathematics 2008-09-29 Andreas Mueller

The implementation of fringe tracking for optical interferometers is inevitable when optimal exploitation of the instrumental capacities is desired. Fringe tracking allows continuous fringe observation, considerably increasing the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 J. Menu , G. Perrin , E. Choquet , S. Lacour

The in-flight alignment is a critical stage for airborne INS/GPS applications. The alignment task is usually carried out by the Kalman filtering technique that necessitates a good initial attitude to obtain satisfying performance. Due to…

Robotics · Computer Science 2013-04-10 Yuanxin Wu , Xianfei Pan

Human motion capture is frequently used to study rehabilitation and clinical problems, as well as to provide realistic animation for the entertainment industry. IMU-based systems, as well as Marker-based motion tracking systems, are the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-09 Omid Taheri , Hassan Salarieh , Aria Alasty

Traditional cosmic ray filtering algorithms used in X-ray imaging detectors aboard space telescopes perform event reconstruction based on the properties of activated pixels above a certain energy threshold, within 3x3 or 5x5 pixel sliding…

This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…

Computers and Society · Computer Science 2024-07-19 Parsa Veysi , Mohsen Adeli , Nayerosadat Peirov Naziri , Ehsan Adeli

We introduce the inverse Kalman filter, which enables exact matrix-vector multiplication between a covariance matrix from a dynamic linear model and any real-valued vector with linear computational cost. We integrate the inverse Kalman…

Methodology · Statistics 2026-01-27 Xinyi Fang , Mengyang Gu

This letter explores covariance matching-based adaptive robust cubature Kalman filter (CMRACKF). In this method, the innovation sequence is used to determine the covariance matrix of measurement noise that can overcome the limitation of…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Mundla Narasimhappa , Sesham Srinu

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

Computation · Statistics 2019-05-22 Jian He , Asma Khedher , Peter Spreij

The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets…

Signal Processing · Electrical Eng. & Systems 2019-10-16 Jianxin Yi , Xianrong Wan , Deshi Li

In the field of sensor fusion and state estimation for object detection and localization, ensuring accurate tracking in dynamic environments poses significant challenges. Traditional methods like the Kalman Filter (KF) often fail when…

Robotics · Computer Science 2024-10-15 Khaled Gabr , Mohamed Abdelkader , Imen Jarraya , Abdullah AlMusalami , Anis Koubaa

The extraction of weak signals plays a crucial role in quantum precision measurement, where the estimation results are often limited by low signal-to-noise ratios. Here, we demonstrate a parameter-estimation framework based on the adaptive…

Quantum Physics · Physics 2026-05-19 Yihan Wang , Xiaofeng Jin , Yuchuan Ming , Jianxiang Miao , Xiao-Ming Lu , M. W. Mitchell , Jia Kong

The ensemble Kalman filter (EnKF) (Evensen, 2009) has proven effective in quantifying uncertainty in a number of challenging dynamic, state estimation, or data assimilation, problems such as weather forecasting and ocean modeling. In these…

We study the Continuous-Discrete Kalman Filter (CD-KF) for State-Space Models (SSMs) where continuous-time dynamics are observed via multiple sensors with discrete, irregularly timed measurements. Our focus extends to scenarios in which the…

Systems and Control · Electrical Eng. & Systems 2025-07-16 Mohamad Al Ahdab , John Leth , Zheng-Hua Tan

Transmission electron microscopes (TEMs) enable atomic-scale imaging but suffer from aberrations caused by lens imperfections and environmental conditions, reducing image quality. These aberrations can be compensated by adjusting…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Jilles S. van Hulst , Erik M. Franken , Bart J. Janssen , W. P. M. H. Heemels , Duarte J. Antunes

Recent observational progress has led to the establishment of the standard $\Lambda$CDM model for cosmology. This development is based on different cosmological probes that are usually combined through their likelihoods at the latest stage…

Cosmology and Nongalactic Astrophysics · Physics 2016-11-23 Andrina Nicola , Alexandre Refregier , Adam Amara

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

This report derives a generalized, converted measurement Kalman filter for the class of filtering problems with a linear state equation and nonlinear measurement equation, for which a bijective mapping exists between the state and…

Signal Processing · Electrical Eng. & Systems 2025-02-13 Steven V. Bordonaro , Tod E. Luginbuhl , Michael J. Walsh

In the future International Linear Collider (ILC) experiment, high performance tracking is essential to its physics program including precision Higgs studies. One of major challenges for a detector such as the proposed International Large…

Instrumentation and Detectors · Physics 2015-06-16 Bo Li , Keisuke Fujii , Yuanning Gao

The extended and unscented Kalman filter, and the particle filter provide a robust framework for fault-tolerant attitude estimation on spacecraft. This paper explores how each filter performs for a large satellite in a low earth orbit.…

Robotics · Computer Science 2025-06-27 B. Chidambaram , A. Hilbert , M. Silva
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