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We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…

Information Theory · Computer Science 2020-09-08 Yaron Shulami , Daniel Sigalov

Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Johnny Condori , Amin Maghareh , Shirley Dyke

We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…

Systems and Control · Electrical Eng. & Systems 2021-02-18 Damián Marelli , Tianju Sui , Minyue Fu

This paper considers state estimation of linear systems using analog amplify and forwarding with multiple sensors, for both multiple access and orthogonal access schemes. Optimal state estimation can be achieved at the fusion center using a…

Information Theory · Computer Science 2009-06-11 Alex S. Leong , Subhrakanti Dey , Jamie S. Evans

Quantum sensor networks promise precision advantages over classical and single-sensor strategies, in particular when the estimator is non-local. We address the problem of finding such estimators through a framework we connote spatial…

Quantum Physics · Physics 2026-05-15 Luís Bugalho , Yasser Omar , Damian Markham

The Kalman filter (KF) and its variants are among the most celebrated algorithms in signal processing. These methods are used for state estimation of dynamic systems by relying on mathematical representations in the form of simple…

This work addresses the problem of state estimation in multivariable dynamic systems with quantized outputs, a common scenario in applications involving low-resolution sensors or communication constraints. A novel method is proposed to…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Angel L. Cedeño , Rodrigo A. González , Boris I. Godoy , Juan C. Agüero

The Kalman filter operates by storing a Gaussian description of the state estimate in the form of a mean and covariance. Instead of storing and manipulating the covariance matrix directly, a square-root Kalman filter only forms and updates…

Systems and Control · Electrical Eng. & Systems 2022-08-16 Kevin Tracy

This paper proposes an algorithm for combined contact detection and state estimation for legged robots. The proposed algorithm models the robot's movement as a switched system, in which different modes relate to different feet being in…

Robotics · Computer Science 2024-04-05 Marcel Menner , Karl Berntorp

The accuracy of Koopman operator approximations over finite-dimensional spaces relies critically on their invariance properties. These can be rigorously quantified via the principal angles between a candidate subspace and its image under…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Dhruv Shah , Jorge Cortés

Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Rupam Kalyan Chakraborty , Geethu Joseph , Chandra R. Murthy

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch

This paper concerns Kalman filtering when the measurements of the process are censored. The censored measurements are addressed by the Tobit model of Type I and are one-dimensional with two censoring limits, while the (hidden) state vectors…

Signal Processing · Electrical Eng. & Systems 2020-02-21 Kostas Loumponias , George Tsaklidis

The existing research on spectral algorithms, applied within a Reproducing Kernel Hilbert Space (RKHS), has primarily focused on general kernel functions, often neglecting the inherent structure of the input feature space. Our paper…

Machine Learning · Statistics 2024-03-08 Weichun Xia , Lei Shi

Low-cost inertial measurement units (IMUs) are widely utilized in mobile robot localization due to their affordability and ease of integration. However, their complex, nonlinear, and time-varying noise characteristics often lead to…

Robotics · Computer Science 2026-02-04 Yaohua Liu , Qiao Xu , Binkai Ou

Representing a manifold of very high-dimensional data with generative models has been shown to be computationally efficient in practice. However, this requires that the data manifold admits a global parameterization. In order to represent…

Machine Learning · Computer Science 2024-08-13 Giovanni S. Alberti , Johannes Hertrich , Matteo Santacesaria , Silvia Sciutto

Given dense image feature correspondences of a non-rigidly moving object across multiple frames, this paper proposes an algorithm to estimate its 3D shape for each frame. To solve this problem accurately, the recent state-of-the-art…

Computer Vision and Pattern Recognition · Computer Science 2019-04-30 Suryansh Kumar

The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…

Methodology · Statistics 2018-02-12 Michael Roth , Gustaf Hendeby , Carsten Fritsche , Fredrik Gustafsson

The volume operator plays a central role in both the kinematics and dynamics of canonical approaches to quantum gravity which are based on algebras of generalized Wilson loops. We introduce a method for simplifying its spectral analysis,…

General Relativity and Quantum Cosmology · Physics 2009-10-30 R. Loll

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