Related papers: A Low-Delay Low-Complexity EKF Design for Joint Ch…
Vehicle-to-everything communication system is a strong candidate for improving the driving experience and automotive safety by linking vehicles to wireless networks. To take advantage of the full benefits of vehicle connectivity, it is…
Ensemble Kalman filter (EnKF) has been widely used in state estimation and parameter estimation for the dynamic system where observational data is obtained sequentially in time. To reduce uncertainty and accelerate posterior inference, a…
We introduce cooperative sequential state space estimation in the domain of augmented complex statistics, whereby nodes in a network collaborate locally to estimate noncircular complex signals. For rigour, a distributed augmented (widely…
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…
This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…
Nowadays, with the development of multi-sensor networks, the distributed cubature Kalman filter is one of the well-known existing schemes for state estimation, for which the influence of the non-Gaussian noise, abnormal data, and…
We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…
In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…
Motivated by the needs of online large-scale recommender systems, we specialize the decoupled extended Kalman filter (DEKF) to factorization models, including factorization machines, matrix and tensor factorization, and illustrate the…
The degrees of freedom (DoF) of the $K$-user multiple-input multiple-output (MIMO) interference channel are studied when perfect, but delayed channel state information is available at the transmitter side (delayed CSIT). Recent works have…
In this paper, the problem of sequential beam construction and adaptive channel estimation based on reduced rank (RR) Kalman filtering for frequency-selective massive multiple-input multiple-output (MIMO) systems employing single-carrier…
The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…
We study the ensemble Kalman filter (EnKF) algorithm for sequential data assimilation in a general situation, that is, for nonlinear forecast and measurement models with non-additive and non-Gaussian noises. Such applications traditionally…
This paper focuses on channel prediction techniques for massive multiple-input multiple-output (MIMO) systems. Previous channel predictors are based on theoretical channel models, which would be deviated from realistic channels. In this…
The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…
This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…
The frequency-domain Kalman filter (FKF) has been utilized in many audio signal processing applications due to its fast convergence speed and robustness. However, the performance of the FKF in under-modeling situations has not been…
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…
This paper presents an online method for joint channel estimation and decoding in massive MIMO-OFDM systems using complex-valued neural networks (CVNNs). The study evaluates the performance of various CVNNs, such as the complex-valued…
The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…