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We consider filtering in high-dimensional non-Gaussian state-space models with intractable transition kernels, nonlinear and possibly chaotic dynamics, and sparse observations in space and time. We propose a novel filtering methodology that…

Methodology · Statistics 2022-04-07 Alessio Spantini , Ricardo Baptista , Youssef Marzouk

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

Geometry of the state space is known to play a crucial role in many applications of Kalman filters, especially robotics and motion tracking. The Lie group-centric approach is currently very common, although a Riemannian approach has also…

Optimization and Control · Mathematics 2025-06-03 Mateusz Baran , Ronny Bergmann

In this paper, we propose a novel structural correlation filter combined with a multi-task Gaussian particle filter (KCF-GPF) model for robust visual tracking. We first present an assemble structure where several KCF trackers as weak…

Computer Vision and Pattern Recognition · Computer Science 2018-03-18 Manna Dai , Shuying Cheng , Xiangjian He , Dadong Wang

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

Dynamical Systems · Mathematics 2025-11-07 Diego Olguín , Axel Osses , Héctor Ramírez

This paper presents an orbit estimation using non-simultaneous horizon detector measurements in the presence of uncertainties in the celestial body rotational velocity and its geometrical characteristics. The celestial body is modelled as a…

Instrumentation and Methods for Astrophysics · Physics 2018-05-01 Amir Shakouri , Mahdi Hazrati Azad , Nima Assadian

Velocity estimation is of great importance in autonomous racing. Still, existing solutions are characterized by limited accuracy, especially in the case of aggressive driving or poor generalization to unseen road conditions. To address…

Robotics · Computer Science 2024-08-29 Jan Węgrzynowski , Grzegorz Czechmanowski , Piotr Kicki , Krzysztof Walas

In this work, we present an aided inertial navigation system for an autonomous underwater vehicle (AUV) using an unscented Kalman filter on manifolds (UKF-M). The inertial navigation estimate is aided by a Doppler velocity log (DVL), depth…

Robotics · Computer Science 2022-10-14 Stephen T. Krauss , Daniel J. Stilwell

This paper introduces a geometric Quaternion-based Unscented Particle Filter for Visual-Inertial Navigation (QUPF-VIN) specifically designed for a vehicle operating with six degrees of freedom (6 DoF). The proposed QUPF-VIN technique is…

Robotics · Computer Science 2025-04-29 Khashayar Ghanizadegan , Hashim A. Hashim

This work addresses the critical lack of precision in state estimation in the Kalman filter for 3D multi-object tracking (MOT) and the ongoing challenge of selecting the appropriate motion model. Existing literature commonly relies on…

Computer Vision and Pattern Recognition · Computer Science 2025-05-13 Mohamed Nagy , Naoufel Werghi , Bilal Hassan , Jorge Dias , Majid Khonji

A stable square-root approach has been recently proposed for the unscented Kalman filter (UKF) and fifth-degree cubature Kalman filter (5D-CKF) as well as for the mixed-type methods consisting of the extended Kalman filter (EKF) time update…

Optimization and Control · Mathematics 2023-12-06 Maria V. Kulikova , Gennady Yu. Kulikov

The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…

Robotics · Computer Science 2022-05-30 Arno Solin , Rui Li , Andrea Pilzer

Acquiring the accurate 3-D position of a target person around a robot provides fundamental and valuable information that is applicable to a wide range of robotic tasks, including home service, navigation and entertainment. This paper…

Robotics · Computer Science 2017-03-16 Mengmeng Wang , Daobilige Su , Lei Shi , Yong Liu , Jaime Valls Miro

The most accurate version of the unscented Kalman filter (UKF) involves the construction of two ensembles. To reduce computational cost, however, UKF is often implemented without the second ensemble. This simplification comes at a price,…

Systems and Control · Electrical Eng. & Systems 2022-08-22 Ankit Goel , Dennis S. Bernstein

The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…

Robotics · Computer Science 2025-12-16 Amit Levy , Itzik Klein

Three-dimensional tracking of multiple objects from multiple views has a wide range of applications, especially in the study of bio-cluster behavior which requires precise trajectories of research objects. However, there are significant…

Computer Vision and Pattern Recognition · Computer Science 2023-09-27 Nianhao Xie

This paper analyzes directional tracking in 2D with the extended Kalman filter on Lie groups (LG-EKF). The study stems from the problem of tracking objects moving in 2D Euclidean space, with the observer measuring direction only, thus…

Robotics · Computer Science 2017-08-21 Ivan Markovic , Josip Cesic , Ivan Petrovic

Application of two new UKF based estimation techniques with reduced processing time in re-entry vehicle position and velocity estimation problem using ground-based range and elevation measurements is presented. The first method is called…

Systems and Control · Computer Science 2016-11-30 Sanat Biswas , Li Qiao , Andrew Dempster

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

Particle Filter(PF) is used extensively for estimation of target Non-linear and Non-gaussian state. However, its performance suffers due to inherent problem of sample degeneracy and impoverishment. In order to address this, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2018-06-12 Kapil Sharma , Gurjit Singh Walia , Ashish Kumar , Astitwa Saxena , Kuldeep Singh
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