Related papers: Kalman filtering techniques for focal plane electr…
The electric field conjugation (EFC) algorithm has shown promise for removing scattered starlight from high-contrast imaging measurements, both in numerical simulations and laboratory experiments. To prepare for the deployment of EFC using…
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…
This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…
Detection and characterization of exoplanets by direct imaging requires a coronagraph designed to deliver high contrast at small angular separation. To achieve this, an accurate control of low order aberrations, such as pointing and focus…
Traditional statements of the celebrated Kalman filter algorithm focus on the estimation of state, but not the output. For any outputs, measured or auxiliary, it is usually assumed that the posterior state estimates and known inputs are…
We introduce a novel nonlinear Kalman filter that utilizes reparametrization gradients. The widely used parametric approximation is based on a jointly Gaussian assumption of the state-space model, which is in turn equivalent to minimizing…
This paper introduces two new algorithms to accurately estimate the process noise covariance of a discrete-time Kalman filter online for robust orbit determination in the presence of dynamics model uncertainties. Common orbit determination…
In an age of exponentially increasing data generation, performing inference tasks by utilizing the available information in its entirety is not always an affordable option. The present paper puts forth approaches to render tracking of…
This document describes standard approaches for filtering and estimation for quadrotors, created for the Udacity Flying Cars course. We assume previous knowledge of probability and some knowledge of linear algebra. We do not assume previous…
Detecting the faint emission of a secondary source in the proximity of the much brighter source has been the most severe obstacle for using direct imaging in searching for exoplanets. Using quantum state discrimination and quantum imaging…
The final performance of current and future instruments dedicated to exoplanet detection and characterization (such as SPHERE on the European Very Large Telescope, GPI on Gemini North, or future instruments on Extremely Large Telescopes) is…
The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…
Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…
Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2)…
Optical aberrations prevent telescopes from reaching their theoretical diffraction limit. Once estimated, these aberrations can be compensated for using deformable mirrors in a closed loop. Focal plane wavefront sensing enables the…
The extended and unscented Kalman filter, and the particle filter provide a robust framework for fault-tolerant attitude estimation on spacecraft. This paper explores how each filter performs for a large satellite in a low earth orbit.…
We analyse the fundamental limitations for the detection of extraterrestrial planets with Extremely Large Telescopes. For this task, a coronagraphic device combined to a very high order wavefront correction system is required but not…
We study causal waveform estimation (tracking) of time-varying signals in a paradigmatic atomic sensor, an alkali vapor monitored by Faraday rotation probing. We use Kalman filtering, which optimally tracks known linear Gaussian stochastic…
High-resolution temperature monitoring is essential for many engineering and scientific applications, but conventional sensors are limited by insufficient resolution and susceptibility to electromagnetic interference. Fiber-optic…
The real-world applications in signal processing generally involve estimating the system state or parameters in nonlinear, non-Gaussian dynamic systems. The estimation problem may get even more challenging when there are physical…