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Attitude estimation is crucial in aerospace engineering, robotics, and virtual reality applications, but faces difficulties due to nonlinear system dynamics and sensor limitations. This paper addresses the challenge of attitude estimation…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh

This paper proposes a novel geometric nonlinear filter for attitude and bias estimation on the Special Orthogonal Group $SO(3)$ using matrix measurements. The structure of the proposed filter is similar to that of the continuous-time…

Systems and Control · Electrical Eng. & Systems 2025-03-12 Farooq Aslam , Muhammad Farooq Haydar , Suhail Akhtar

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

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…

Machine Learning · Computer Science 2023-03-09 San Gultekin , Brendan Kitts , Aaron Flores , John Paisley

This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and…

Systems and Control · Electrical Eng. & Systems 2021-12-10 Nikolaos Koumpis , Panagiotis Panagiotou , Ioannis Arvanitakis

Nonlinear pose (\textit{i.e,} attitude and position) filters are characterized with simpler structure and better tracking performance in comparison with other methods of pose estimation. A critical factor when designing a nonlinear pose…

Systems and Control · Electrical Eng. & Systems 2021-09-16 Trenton S Sieb , Ajay Singh , Lorelei Guidos , Hashim A Hashim

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

Recent advances in counter-adversarial systems have garnered significant research attention to inverse filtering from a Bayesian perspective. For example, interest in estimating the adversary's Kalman filter tracked estimate with the…

Optimization and Control · Mathematics 2023-08-15 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

The accurate Attitude Heading Reference System(AHRS) is an important apart of the UAV reliable flight system. Aiming at the application scenarios of near ground navigation of small-UAV, this paper establishes a loose couple error model of…

Robotics · Computer Science 2020-02-21 Yue Yang

Counter-adversarial system design problems have lately motivated the development of inverse Bayesian filters. For example, inverse Kalman filter (I-KF) has been recently formulated to estimate the adversary's Kalman-filter-tracked estimates…

Optimization and Control · Mathematics 2023-08-11 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

Inertial measurement units are commonly used to estimate the attitude of moving objects. Numerous nonlinear filter approaches have been proposed for solving the inherent sensor fusion problem. However, when a large range of different…

Machine Learning · Computer Science 2021-08-11 Daniel Weber , Clemens Gühmann , Thomas Seel

Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…

Numerical Analysis · Mathematics 2022-04-06 Michael Herty , Elisa Iacomini , Giuseppe Visconti

The Parks-McClellan algorithm provides an efficient method for designing a linear phase FIR filter with a pre-specified weight function on the approximation error. For the given filter order and the specified weight function, the filter…

Systems and Control · Computer Science 2016-08-11 Sefa Demirtas

Choosing a nonlinear state estimator for an application often involves a trade-off between local optimality (such as provided by an extended Kalman filter) and (almost-/semi-) global asymptotic stability (such as provided by a constructive…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Pieter van Goor , Robert Mahony

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

A new class of iterated linearization-based nonlinear filters, dubbed dynamically iterated filters, is presented. Contrary to regular iterated filters such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter…

Signal Processing · Electrical Eng. & Systems 2023-09-15 Anton Kullberg , Isaac Skog , Gustaf Hendeby

This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). The algorithm is based on a recently introduced variational…

Optimization and Control · Mathematics 2023-04-04 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

Particle filters (also called sequential Monte Carlo methods) are widely used for state and parameter estimation problems in the context of nonlinear evolution equations. The recently proposed ensemble transform particle filter (ETPF)…

Numerical Analysis · Mathematics 2017-04-11 Walter Acevedo , Jana de Wiljes , Sebastian Reich

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 Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

Machine Learning · Statistics 2016-08-31 Michael C. Burkhart , David M. Brandman , Carlos E. Vargas-Irwin , Matthew T. Harrison