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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 consider a massive MIMO system based on Time Division Duplexing (TDD) and channel reciprocity, where the base stations (BSs) learn the channel vectors of their users via the pilots transmitted by the users in the uplink (UL). It is…

Information Theory · Computer Science 2017-07-03 Saeid Haghighatshoar , Giuseppe Caire

The traditional Kalman filter (KF) is widely applied in control systems, but it relies heavily on the accuracy of the system model and noise parameters, leading to potential performance degradation when facing inaccuracies. To address this…

Systems and Control · Electrical Eng. & Systems 2024-04-08 Jiaming Wang , Xinyu Geng , Jun Xu

In non-linear filtering, it is traditional to compare non-linear architectures such as neural networks to the standard linear Kalman Filter (KF). We observe that this mixes the evaluation of two separate components: the non-linear…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Netanel Yannay , Shie Mannor

The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…

Optimization and Control · Mathematics 2014-10-02 Gyorgy Hexner , Haim Weiss

The Kalman filter and its extensions are used in a vast number of aerospace and navigation applications for nonlinear state estimation of time series. In the literature, different approaches have been proposed to exploit the structure of…

Systems and Control · Electrical Eng. & Systems 2019-10-11 Matti Raitoharju , Robert Piché

The ensemble random forest filter (ERFF) is presented as an alternative to the ensemble Kalman filter (EnKF) for the purpose of inverse modeling. The EnKF is a data assimilation approach that forecasts and updates parameter estimates…

Machine Learning · Computer Science 2022-07-11 Vanessa A. Godoy , Gian F. Napa-García , J. Jaime Gómez-Hernández

The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike reweighting methods such as sequential Monte Carlo (SMC, i.e.…

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

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…

Systems and Control · Computer Science 2017-11-15 Xingkang He , Wenchao Xue , Haitao Fang

Channel-dependent scheduling of transmission of data packets in a wireless system is based on measurement and feedback of the channel quality. To alleviate the performance degradation due to simultaneous multiple imperfect channel quality…

Networking and Internet Architecture · Computer Science 2013-09-10 Yongxin Wang , Kumbesan Sandrasegaran , Xinning Zhu , Jingjing Fei , Xiaoying Kong , Cheng-Chung Lin

A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

Computational Engineering, Finance, and Science · Computer Science 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the…

Robotics · Computer Science 2024-07-03 Wenlu Yu , Jie Xu , Chengwei Zhao , Lijun Zhao , Thien-Minh Nguyen , Shenghai Yuan , Mingming Bai , Lihua Xie

Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Yang Li , Jing Li , Liang Chen , Junjian Qi , Guoqing Li

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

Latent variable models have become instrumental in computational neuroscience for reasoning about neural computation. This has fostered the development of powerful offline algorithms for extracting latent neural trajectories from neural…

Machine Learning · Statistics 2023-05-22 Matthew Dowling , Yuan Zhao , Il Memming Park

In intelligent reflecting surface (IRS) assisted communication systems, the acquisition of channel state information (CSI) is a crucial impediment for achieving the beamforming gain of IRS because of the considerable overhead required for…

Information Theory · Computer Science 2020-06-25 Zhaorui Wang , Liang Liu , Shuguang Cui

This work presents distributed algorithms for estimation of time-varying random fields over multi-agent/sensor networks. A network of sensors makes sparse and noisy local measurements of the dynamic field. Each sensor aims to obtain…

Information Theory · Computer Science 2017-01-11 Subhro Das , José M. F. Moura

The focus of this letter is on the reduction of the large pilot overhead in orthogonal frequency division multiplexing (OFDM) based massive multiple-input multiple-output (MIMO) systems. We propose a novel joint channel estimation and…

Information Theory · Computer Science 2022-12-16 Danilo Lelin Li , Arman Farhang