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Tracking with bistatic radar measurements is challenging due to the fact that the measurements are nonlinear functions of the Cartesian state. The converted measurement Kalman filter (CMKF) converts the raw measurement into Cartesian…

Signal Processing · Electrical Eng. & Systems 2020-04-03 Wang Sen , Bao Qinglong

In this paper, optical target tracking, by regular target bearing measurements and target range in a lower and scheduled measurement rate is considered. Variance of the target range estimation error is used as scheduling criterion. For this…

Systems and Control · Computer Science 2017-08-03 Mohammad Hossein Ferdowsi , Ebrahim Sabzikar

This paper presents a state- and control-dependent moving-horizon estimation (SCD-MHE) algorithm for nonlinear discrete-time systems. Within this framework, a pseudo-linear representation of nonlinear dynamics is leveraged utilizing state-…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Mohammadreza Kamaldar

Heterogeneous sensor setups may entail measurements recorded at varying sampling frequencies, commonly known as multi-rate data. For system identification and state estimation with such data, existing studies mostly focus on data fusion…

Other Statistics · Statistics 2025-09-25 Dhiraj Ghosh , Adrita Kundu , Suparno Mukhopadhyay

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

This letter explores covariance matching-based adaptive robust cubature Kalman filter (CMRACKF). In this method, the innovation sequence is used to determine the covariance matrix of measurement noise that can overcome the limitation of…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Mundla Narasimhappa , Sesham Srinu

In this paper, we present a UKF-PF based hybrid nonlinear filter for space object tracking. Estimating the state and its associated uncertainty, also known as filtering is paramount to the tracking process. The periodicity of the Keplerian…

Dynamical Systems · Mathematics 2014-09-30 Dilshad Raihan A. V. , Suman Chakravorty

This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust…

This paper introduces a generic filter-based state estimation framework that supports two state-decoupling strategies based on cross-covariance factorization. These strategies reduce the computational complexity and inherently support true…

Robotics · Computer Science 2024-08-27 Roland Jung , Luca Santoro , Davide Brunelli , Daniele Fontanelli , Stephan Weiss

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

The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed…

Machine Learning · Computer Science 2026-03-05 Kenan Majewski , Michał Modzelewski , Marcin Żugaj , Piotr Lichota

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-14 Tuo Yang , Jiachen Qian , Zhisheng Duan , Zhiyong Sun

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

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 a neural network-based Unscented Kalman Filter (UKF) to estimate and track the pose (i.e., position and orientation) of a known, noncooperative, tumbling target spacecraft in a close-proximity rendezvous scenario. The…

Robotics · Computer Science 2023-08-16 Tae Ha Park , Simone D'Amico

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

This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF)…

Signal Processing · Electrical Eng. & Systems 2022-04-22 Xin Liang , Yi Jiang

In pace with the electronic technology development and the production technology improvement, industrial robot Give Scope to the Advantage in social services and industrial production. However, due to long-term mechanical wear and…

Robotics · Computer Science 2022-08-05 Tinghui Chen , Shuai Li , Hao Wu

In this paper, we investigate the problem of nonmyopic (multi-step ahead) quantizer design for target tracking using a wireless sensor network. Adopting the alternative conditional posterior Cramer-Rao lower bound (A-CPCRLB) as the…

Applications · Statistics 2013-05-08 Sijia Liu , Engin Masazade , Xiaojing Shen , Pramod K. Varshney

This paper presents a novel adaptive fading cubature Kalman filter (AFCKF) based on double transitive factors. The developed adaptive algorithm is explained in two stages; stage (i) a single transitive factor is used to update the predicted…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Mundla Narasimhappa
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