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We explore the potential of Data-Assimilation (DA) within the multi-scale framework of a shell model of turbulence, with a focus on the Ensemble Kalman Filter (EnKF). The central objective is to understand how measuring mesoscales (i.e.,…

Fluid Dynamics · Physics 2026-01-15 Francesco Fossella , Luca Biferale , Alberto Carrassi , Massimo Cencini , Vikrant Gupta

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Jiaqi Yan , Xu Yang , Yilin Mo , Keyou You

In this paper, we consider the collaborative attitude estimation problem for a multi-agent system. The agents are equipped with sensors that provide directional measurements and relative attitude measurements. We present a bottom-up…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Yixiao Ge , Behzad Zamani , Pieter van Goor , Jochen Trumpf , Robert Mahony

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 Kalman filter is ubiquitous for state space models because of its desirable statistical properties, ease of implementation, and generally good performance. However, it can perform poorly in the presence of outliers, or measurements with…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Michael J. Walsh

Jamming devices disrupt signals from the global navigation satellite system (GNSS) and pose a significant threat by compromising the reliability of accurate positioning. Consequently, the detection and localization of these interference…

Signal Processing · Electrical Eng. & Systems 2025-10-29 Lucas Heublein , Christian Wielenberg , Thorsten Nowak , Tobias Feigl , Christopher Mutschler , Felix Ott

Multi-object tracking (MOT) predominantly follows the tracking-by-detection paradigm, where Kalman filters serve as the standard motion predictor due to computational efficiency but inherently fail on non-linear motion patterns. Conversely,…

Computer Vision and Pattern Recognition · Computer Science 2025-11-18 Seungjae Kim , SeungJoon Lee , MyeongAh Cho

Vehicle state estimation presents a fundamental challenge for autonomous driving systems, requiring both physical interpretability and the ability to capture complex nonlinear behaviors across diverse operating conditions. Traditional…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Farid Mafi , Ladan Khoshnevisan , Mohammad Pirani , Amir Khajepour

Combining new, low-cost thermal infrared and time-of-flight range sensors provides new opportunities. In this position paper we explore the possibilities of combining these sensors and using their fused data for person detection. The…

Computer Vision and Pattern Recognition · Computer Science 2016-12-08 Wim Abbeloos , Toon Goedemé

We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…

Numerical Analysis · Mathematics 2026-02-09 Fabio Nobile , Sébastien Riffaud , Thomas Trigo Trindade

Prediction error and maximum likelihood methods are powerful tools for identifying linear dynamical systems and, in particular, enable the joint estimation of model parameters and the Kalman filter used for state estimation. A key…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Léo Simpson , Moritz Diehl

We present a system for the boresighting of sensors using inertial measurement devices as the basis for developing a range of dynamic real-time sensor fusion applications. The proof of concept utilizes a COTS FPGA platform for sensor fusion…

Hardware Architecture · Computer Science 2011-11-09 Steve Chappell , Alistair Macarthur , Dan Preston , Dave Olmstead , Bob Flint , Chris Sullivan

Subject to intricate environmental variables, the precise classification of jamming signals holds paramount significance in the effective implementation of anti-jamming strategies within communication systems. In light of this imperative,…

Signal Processing · Electrical Eng. & Systems 2024-06-27 Xuhui Ding , Yue Zhang , Gaoyang Li , Xiaozheng Gao , Neng Ye , Dusit Niyato , Kai Yang

This paper presents a novel filter with low computational demand to address the problem of orientation estimation of a robotic platform. This is conventionally addressed by extended Kalman filtering of measurements from a sensor suit which…

Robotics · Computer Science 2016-12-02 Oscar De Silva , George K. I. Mann , Raymond G. Gosine

We study positioning of high-speed trains in 5G new radio (NR) networks by utilizing specific NR synchronization signals. The studies are based on simulations with 3GPP-specified radio channel models including path loss, shadowing and fast…

Information Theory · Computer Science 2018-05-07 Jukka Talvitie , Toni Levanen , Mike Koivisto , Kari Pajukoski , Markku Renfors , Mikko Valkama

In this work, we focus on the model-mismatch problem for model-based subspace channel tracking in the correlated underwater acoustic channel. A model based on the underwater acoustic channel's correlation can be used as the state-space…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qihang Huang , Wei Li , Weicheng Zhan , Yuhang Wang , Rongrong Guo

The fusion between an inertial navigation system and global navigation satellite systems is regularly used in many platforms such as drones, land vehicles, and marine vessels. The fusion is commonly carried out in a model-based extended…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Barak Or , Itzik Klein

Data assimilation techniques are often confronted with challenges handling complex high dimensional physical systems, because high precision simulation in complex high dimensional physical systems is computationally expensive and the exact…

Mathematical Software · Computer Science 2024-09-04 Sibo Cheng , Jinyang Min , Che Liu , Rossella Arcucci
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