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A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the aproximation of the covariance when…

Methodology · Statistics 2015-08-19 Ivan Kasanický , Jan Mandel , Martin Vejmelka

The growing demand for accurate, continuous, and non-invasive health monitoring has propelled multi-sensor data fusion to the forefront of healthcare technology. This review aims to provide an overview of the development of fusion…

Signal Processing · Electrical Eng. & Systems 2024-12-10 Arlene John , Barry Cardiff , Deepu John

An observer is an estimator of the state of a dynamical system from noisy sensor measurements. The need for observers is ubiquitous, with applications in fields ranging from engineering to biology to economics. The most widely used observer…

Optimization and Control · Mathematics 2016-02-17 M. -A. Belabbas

The generalisation of Neural Networks (NN) to multiple datasets is often overlooked in literature due to NNs typically being optimised for specific data sources. This becomes especially challenging in time-series-based multi-dataset models…

Machine Learning · Computer Science 2024-10-28 Ayman Elhalwagy , Tatiana Kalganova

In GNSS-denied underwater environments, individual unmanned underwater vehicles (UUVs) suffer from unbounded dead-reckoning drift, making collaborative navigation crucial for accurate state estimation. However, the severe communication…

Robotics · Computer Science 2026-04-06 Shuyue Li , Miguel López-Benítez , Eng Gee Lim , Fei Ma , Qian Dong , Mengze Cao , Limin Yu , Xiaohui Qin

The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While…

Robotics · Computer Science 2025-03-11 Nadav Cohen , Itzik Klein

Tag population estimation has recently attracted significant research attention due to its paramount importance on a variety of radio frequency identification (RFID) applications. However, most, if not all, of existing estimation mechanisms…

Systems and Control · Computer Science 2015-11-30 Jihong Yu , Lin Chen

Gesture recognition is a cornerstone of Human-Computer Interaction (HCI) for smart eyewear, enabling natural and device-free control in augmented reality environments. Traditional vision-based approaches face significant challenges…

Machine Learning · Computer Science 2026-05-14 Pietro Bartoli , Christian Veronesi , Tommaso Bondini , Andrea Giudici , Franco Zappa

Robust navigation in diverse environments and domains requires both accurate state estimation and transparent decision making. We present PhysNav-DG, a novel framework that integrates classical sensor fusion with the semantic power of…

Computer Vision and Pattern Recognition · Computer Science 2025-06-16 Trisanth Srinivasan , Santosh Patapati

A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear…

Methodology · Statistics 2021-03-15 Gregor Robinson , Ian Grooms

Sensor fusion is a technique used to combine sensors with different noise characteristics into a super sensor that has superior noise performance. To achieve sensor fusion, complementary filters are used in current gravitational-wave…

Instrumentation and Detectors · Physics 2022-09-07 T. T. L. Tsang , T. G. F. Li , T. Dehaeze , C. Collette

We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collaborative filtering, the CKF accounts for time evolution by…

Machine Learning · Statistics 2015-01-23 San Gultekin , John Paisley

With the rapid development of radar jamming systems, especially digital radio frequency memory (DRFM), the electromagnetic environment has become increasingly complex. In recent years, most existing studies have focused solely on either…

Signal Processing · Electrical Eng. & Systems 2025-06-10 Huake Wang , Xudong Han , Bairui Cai , Guisheng Liao , Yinghui Quan

State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popular choice, its performance degrades significantly when…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

Computational Engineering, Finance, and Science · Computer Science 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

Coupled data assimilation (CDA) distinctively appears as a main concern in numerical weather and climate prediction with major efforts put forward worldwide. The core issue is the scale separation acting as a barrier that hampers the…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Maxime Tondeur , Alberto Carrassi , Stephane Vannitsem , Marc Bocquet

Taking full advantage of synchrophasors provided by GPS-based wide-area measurement system (WAMS), a novel VBpMKL-based transient stability assessment (TSA) method through multifeature fusion is proposed in this paper. First, a group of…

Signal Processing · Electrical Eng. & Systems 2018-09-12 Yang Li , Guoqing Li , Zhenhao Wang , Zijiao Han , Xue Bai

Received-energy test for non-coherent decision fusion over a Rayleigh fading multiple access channel (MAC) without diversity was recently shown to be optimum in the case of conditionally mutually independent and identically distributed…

Information Theory · Computer Science 2012-12-20 D. Ciuonzo , G. Romano , P. Salvo Rossi

Modern intelligent transportation systems provide data that allow real-time dynamic demand prediction, which is essential for planning and operations. The main challenge of prediction of dynamic Origin-Destination (O-D) demand matrices is…

Machine Learning · Computer Science 2025-10-20 Xi Xiong , Kaan Ozbay , Li Jin , Chen Feng

Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting and prediction of epidemics. Particle filters are a widely…

Statistics Theory · Mathematics 2025-03-21 E. Calvello , J. A. Carrillo , F. Hoffmann , P. Monmarché , A. M. Stuart , U. Vaes