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This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Finn G. Maurer , Erlend A. Basso , Henrik M. Schmidt-Didlaukies , Torleiv H. Bryne

In this paper, the problem of joint oscillator phase noise (PHN) estimation and data detection for multi-input multi-output (MIMO) systems using bit-interleaved coded modulation (BICM) is analyzed. A new MIMO receiver that iterates between…

Information Theory · Computer Science 2013-08-20 Arif O. Isikman , Hani Mehrpouyan , Ali A. Nasir , Alexander G. Amat , Rodney. A. Kennedy

In this paper, a unified approach to sequence-based control and estimation of linear networked systems with multiple sensors is proposed. Time delays and data losses in the controller-actuator-channel are compensated by sending sequences of…

Systems and Control · Computer Science 2012-11-22 Jörg Fischer , Marc Reinhardt , Uwe D. Hanebeck

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

Recent research in nonlinear filtering and signal processing has suggested an efficient derivative-free Extended Kalman filter (EKF) designed for discrete-time stochastic systems. Such approach, however, has failed to address the estimation…

Optimization and Control · Mathematics 2024-02-20 Maria V. Kulikova , Gennady Yu. Kulikov

The design and analysis of diffusive molecular communication systems generally requires knowledge of the environment's physical and chemical properties. Furthermore, prospective applications might rely on the timely detection of changes in…

Information Theory · Computer Science 2015-11-20 Adam Noel , Karen C. Cheung , Robert Schober

Channel uncertainty and co-channel interference are two major challenges in the design of wireless systems such as future generation cellular networks. This paper studies receiver design for a wireless channel model with both time-varying…

Information Theory · Computer Science 2009-10-15 Yan Zhu , Dongning Guo , Michael L. Honig

In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we…

Systems and Control · Electrical Eng. & Systems 2024-04-17 Sven Goffin , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

Intelligent vehicles in autonomous driving and obstacle avoidance, the precise relative state of vehicles put forward a higher demand. For a vehicle-borne sensor network with time-varying transmission delays, the problem of coordinate…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Hang Yu , Keren Dai , Haojie Li , Yao Zou , Xiang Ma , Shaojie Ma , He Zhang

This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background errors corresponding to…

Statistics Theory · Mathematics 2016-05-31 Elias D. Nino , Adrian Sandu , Xinwei Deng

A low-complexity convolutional neural network estimator which learns the minimum mean squared error channel estimator for single-antenna users was recently proposed. We generalize the architecture to the estimation of MIMO channels with…

Information Theory · Computer Science 2021-04-27 B. Fesl , N. Turan , M. Koller , W. Utschick

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

Systems and Control · Computer Science 2017-10-17 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

While interference alignment schemes have been employed to realize the full multiplexing gain of $K$-user interference channels, the analyses performed so far have predominantly focused on the case when global channel knowledge is available…

Information Theory · Computer Science 2009-12-01 Rajesh T Krishnamachari , Mahesh K Varanasi

We present the Koopman-Inspired Learned Observations Extended Kalman Filter (KILO-EKF), which combines a standard EKF prediction step with a correction step based on a Koopman-inspired measurement model learned from data. By lifting…

Robotics · Computer Science 2026-03-04 Zi Cong Guo , James R. Forbes , Timothy D. Barfoot

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

With the rapid development of radar jamming systems, especially digital radio frequency memory (DRFM), the electromagnetic environment has become increasingly complex. In recent years, most existing studies have focused solely on either…

Signal Processing · Electrical Eng. & Systems 2025-06-10 Huake Wang , Xudong Han , Bairui Cai , Guisheng Liao , Yinghui Quan

Data assimilation is a method of uncertainty quantification to estimate the hidden true state by updating the prediction owing to model dynamics with observation data. As a prediction model, we consider a class of nonlinear dynamical…

Statistics Theory · Mathematics 2026-03-05 Kota Takeda , Takashi Sakajo

It is commonly expected that future fifth generation (5G) networks will be deployed with a high spatial density of access nodes (ANs) in order to meet the envisioned capacity requirements of the upcoming wireless networks. Densification is…

Information Theory · Computer Science 2016-08-15 Mike Koivisto , Mário Costa , Aki Hakkarainen , Kari Leppänen , Mikko Valkama

In this paper, we propose the joint interference cancellation, fast fading channel estimation, and data symbol detection for a general interference setting where the interfering source and the interfered receiver are unsynchronized and…

Signal Processing · Electrical Eng. & Systems 2020-05-12 Minh Tri Nguyen , Long Bao Le

The cubature Kalman filter (CKF), while theoretically rigorous for nonlinear estimation, often suffers performance degradation due to model-environment mismatches in practice. To address this limitation, we propose CKFNet-a hybrid…

Signal Processing · Electrical Eng. & Systems 2025-08-14 Jinhui Hu , Haiquan Zhao , Yi Peng