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Invariant extended Kalman filter (InEKF) possesses excellent trajectory-independent property and better consistency compared to conventional extended Kalman filter (EKF). However, when applied to scenarios involving both global-frame and…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Jiale Han , Wei Ouyang , Maoran Zhu , Yuanxin Wu

We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filtering problem. This…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Tian Zhao , Timothy L. Molloy

The high dimensionality and computational constraints associated with filtering problems in large-scale geophysical applications are particularly challenging for the Particle Filter (PF). Approximate but efficient methods such as the…

Computation · Statistics 2016-12-23 Sylvain Robert , Hans R. Künsch

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Shida Jiang , Jaewoong Lee , Shengyu Tao , Scott Moura

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…

Methodology · Statistics 2025-09-18 Shouxia Wang , Hao-Xuan Sun , Song Xi Chen

This paper proposes a state estimator for legged robots operating in slippery environments. An Invariant Extended Kalman Filter (InEKF) is implemented to fuse inertial and velocity measurements from a tracking camera and leg kinematic…

Robotics · Computer Science 2021-04-12 Sangli Teng , Mark Wilfried Mueller , Koushil Sreenath

Among algorithms used for sensor fusion for attitude estimation in unmanned aerial vehicles, the Extended Kalman Filter (EKF) is the most commonly used for estimation. In this paper, we propose a new version of H2 estimation called extended…

Optimization and Control · Mathematics 2020-09-08 Sunsoo Kim , Vaishnav Tadiparthi , Raktim Bhattacharya

An extended Kalman filter (EKF) is developed on the special Euclidean group, SE(3) for geometric control of a quadrotor UAV. It is obtained by performing an extensive linearization on SE(3) to estimate the state of the quadrotor from noisy…

Optimization and Control · Mathematics 2016-05-10 Farhad A. Goodarzi , Taeyoung Lee

In this study, we address the challenges associated with accurately determining gaze location on a screen, which is often compromised by noise from factors such as eye tracker limitations, calibration drift, ambient lighting changes, and…

Numerical Analysis · Mathematics 2025-04-21 Thoa Thieu , Roderick Melnik

In this paper, we present a fast and decentralized state estimation framework for the control of legged locomotion. The nonlinear estimation of the floating base states is decentralized to an orientation estimation via Extended Kalman…

Robotics · Computer Science 2024-10-15 Jiarong Kang , Yi Wang , Xiaobin Xiong

Navigation plays a vital role in the ability of autonomous surface and underwater platforms to complete their tasks. Most navigation systems apply a fusion between inertial sensors and other external sensors, such as global navigation…

Signal Processing · Electrical Eng. & Systems 2025-03-18 Yaakov Libero , Itzik Klein

We propose a distributed cooperative positioning algorithm using the extended Kalman filter (EKF) based spatio-temporal data fusion (STDF) for a wireless network composed of sparsely distributed high-mobility nodes. Our algorithm first…

Networking and Internet Architecture · Computer Science 2023-08-02 Yue Cao , Shaoshi Yang , Xiao Ma , Zhiyong Feng

Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial conditions by an ensemble which incorporates information…

Applications · Statistics 2018-10-17 Sylvain Robert , Daniel Leuenberger , Hans R. Künsch

The Extended Kalman Filter (EKF) is a well established technique for position and velocity estimation. However, the performance of the EKF degrades considerably in highly non-linear system applications as it requires local linearisation in…

Systems and Control · Computer Science 2016-11-30 Sanat Biswas , Li Qiao , Andrew Dempster

The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…

Numerical Analysis · Mathematics 2016-09-21 Claudia Schillings , Andrew M. Stuart

Accurate state estimation using low-cost MEMS (Micro Electro- Mechanical Systems) sensors present on Commercial-off-the-shelf (COTS) drones is a challenging problem. Most UAV systems use a combination of a gyroscope, an accelerometer, and a…

Systems and Control · Electrical Eng. & Systems 2020-09-09 Sunsoo Kim , Vaishnav Tadiparthi , Raktim Bhattacharya

This paper presents a neural network-based Unscented Kalman Filter (UKF) to estimate and track the pose (i.e., position and orientation) of a known, noncooperative, tumbling target spacecraft in a close-proximity rendezvous scenario. The…

Robotics · Computer Science 2023-08-16 Tae Ha Park , Simone D'Amico

Accurate and computationally light algorithms for estimating the State of Charge (SoC) of a battery's cells are crucial for effective battery management on embedded systems. In this letter, we propose an Adaptive Extended Kalman Filter…

Systems and Control · Electrical Eng. & Systems 2025-04-09 António Barros , Edoardo Peretti , Davide Fabroni , Diego Carrera , Pasqualina Fragneto , Giacomo Boracchi

The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemble of particles through a sample mean and covariance…

Numerical Analysis · Mathematics 2022-07-27 Neil K. Chada

This paper addresses the challenges in learning-based monocular positioning by proposing VKFPos, a novel approach that integrates Absolute Pose Regression (APR) and Relative Pose Regression (RPR) via an Extended Kalman Filter (EKF) within a…

Computer Vision and Pattern Recognition · Computer Science 2025-02-03 Jian-Yu Chen , Yi-Ru Chen , Yin-Qiao Chang , Che-Ming Li , Jann-Long Chern , Chih-Wei Huang
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