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We propose a new type of the Ensemble Kalman Filter (EnKF), which uses the Fast Fourier Transform (FFT) for covariance estimation from a very small ensemble with automatic tapering, and for a fast computation of the analysis ensemble by…

Atmospheric and Oceanic Physics · Physics 2011-08-01 Jan Mandel , Jonathan D. Beezley , Volodymyr Y. Kondratenko

Autonomous vehicles have gained significant attention due to technological advancements and their potential to transform transportation. A critical challenge in this domain is precise localization, particularly in LiDAR-based map matching,…

Robotics · Computer Science 2025-01-07 Minoo Dolatabadi , Fardin Ayar , Ehsan Javanmardi , Manabu Tsukada , Mahdi Javanmardi

Induced magnetic field (IMF)-based localization offers a robust alternative to wave-based positioning technologies due to its resilience to non-line-of-sight conditions, environmental dynamics, and wireless interference. However, existing…

Signal Processing · Electrical Eng. & Systems 2026-02-03 Qiushi Guo , Matthias Tschoepe , Mengxi Liu , Sizhen Bian , Paul Lukowicz

A physics-based methodology for the determination of the localization function for the Ensemble Kalman Filter (EnKF) is proposed. The spatial features of such function evolve dynamically over time according to the relevant instantaneous…

Fluid Dynamics · Physics 2025-11-13 Sarp Er , Marcello Meldi

This letter proposes a reactive navigation strategy for recovering the altitude, translational velocity and orientation of Micro Aerial Vehicles. The main contribution lies in the direct and tight fusion of Inertial Measurement Unit (IMU)…

Robotics · Computer Science 2020-01-16 Shangkun Zhong , Pakpong Chirarattananon

Location knowledge in indoor environment using Indoor Positioning Systems (IPS) has become very useful and popular in recent years. Indoor wireless localization suffers from severe multi-path fading and non-line-of-sight conditions. This…

Systems and Control · Electrical Eng. & Systems 2023-09-26 Gang Wang , Zuxuan Zhang

This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the…

Statistics Theory · Mathematics 2015-02-03 Elias D. Nino-Ruiz , Adrian Sandu

The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…

Optimization and Control · Mathematics 2019-10-11 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

It is commonly expected that future fifth generation (5G) networks will be deployed with a high spatial density of access nodes (ANs) in order to meet the envisioned capacity requirements of the upcoming wireless networks. Densification is…

Information Theory · Computer Science 2016-08-15 Mike Koivisto , Mário Costa , Aki Hakkarainen , Kari Leppänen , Mikko Valkama

This work presents a centralized multi-IMU filter framework with online intrinsic and extrinsic calibration for unsynchronized inertial measurement units that is robust against changes in calibration parameters. The novel EKF-based method…

Robotics · Computer Science 2024-01-05 Jacob Hartzer , Srikanth Saripalli

Precise indoor localization of moving targets is a challenging activity which cannot be easily accomplished without combining different sources of information. In this sense, the combination of different data sources with an appropriate…

Networking and Internet Architecture · Computer Science 2013-05-09 Alberto Savioli , Emanuele Goldoni , Pietro Savazzi , Paolo Gamba

In the field of collaborative robotics, the ability to communicate spatial information like planned trajectories and shared environment information is crucial. When no global position information is available (e.g., indoor or GPS-denied…

Robotics · Computer Science 2025-05-21 Mason B. Peterson , Parker C. Lusk , Antonio Avila , Jonathan P. How

We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Siavash Farzan , Bennett Parisi

In this letter, we propose an Attention-Based Neural-Augmented Kalman Filter (AttenNKF) for state estimation in legged robots. Foot slip is a major source of estimation error: when slip occurs, kinematic measurements violate the no-slip…

Robotics · Computer Science 2026-05-05 Seokju Lee , Kyung-Soo Kim

The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…

Methodology · Statistics 2018-02-12 Michael Roth , Gustaf Hendeby , Carsten Fritsche , Fredrik Gustafsson

The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Michael Tsyrulnikov , Arseniy Sotskiy

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

Maintaining consistent uncertainty estimates in localization systems is crucial as the perceived uncertainty commonly affects high-level system components, such as control or decision processes. A method for constructing an…

Robotics · Computer Science 2024-08-20 Chuan Huang , Gustaf Hendeby , Isaac Skog

Fast pose estimation (PE) is of vital importance for successful mission performance of agile autonomous robots. Global Positioning Systems such as GPS and GNSS have been typically used in fusion with Inertial Navigation Systems (INS) for…

Accurate and computationally light algorithms for estimating the State of Charge (SoC) of a battery's cells are crucial for effective battery management on embedded systems. In this letter, we propose an Adaptive Extended Kalman Filter…

Systems and Control · Electrical Eng. & Systems 2025-04-09 António Barros , Edoardo Peretti , Davide Fabroni , Diego Carrera , Pasqualina Fragneto , Giacomo Boracchi
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