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Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…

Optimization and Control · Mathematics 2013-08-06 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

This paper considers the problem of simultaneous estimation of the attitude, position and linear velocity for vehicles navigating in a three-dimensional space. We propose two types of hybrid nonlinear observers using continuous angular…

Optimization and Control · Mathematics 2020-07-22 Miaomiao Wang , Abdelhamid Tayebi

In this paper, we discuss an approximation strategy for solving the Linear Quadratic Tracking that is both forward and local in time. We exploit the known form of the value function along with a time reversal transformation that nicely…

Optimization and Control · Mathematics 2023-01-02 Alessandro Betti , Michele Casoni , Marco Gori

We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving…

Machine Learning · Computer Science 2020-05-19 Dhruv Malik , Ashwin Pananjady , Kush Bhatia , Koulik Khamaru , Peter L. Bartlett , Martin J. Wainwright

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

In this work, we address the output--feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimization-based problem that simultaneously estimates the state…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Nestor N. Deniz , Guido Sanchez , Marina H. Murillo , Leonardo L. Giovanini

In recent years, MEMS inertial sensors (3D accelerometers and 3D gyroscopes) have become widely available due to their small size and low cost. Inertial sensor measurements are obtained at high sampling rates and can be integrated to obtain…

Robotics · Computer Science 2018-06-12 Manon Kok , Jeroen D. Hol , Thomas B. Schön

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

Reliable state estimation is essential for autonomous systems operating in complex, noisy environments. Classical filtering approaches, such as the Kalman filter, can struggle when facing nonlinear dynamics or non-Gaussian noise, and even…

Machine Learning · Computer Science 2025-04-11 Wonjin Song , Feng Bao

This paper formulates the pose estimation problem as nonlinear stochastic filter kinematics evolved directly on the Special Euclidean Group SE(3). Proposed filter guarantees that the errors present in position and Rodriguez vector estimates…

Systems and Control · Computer Science 2019-04-30 Hashim A. Hashim , Lyndon J. Brown , Kenneth McIsaac

Traditional visual-inertial state estimation targets absolute camera poses and spatial landmark locations while first-order kinematics are typically resolved as an implicitly estimated sub-state. However, this poses a risk in velocity-based…

Computer Vision and Pattern Recognition · Computer Science 2024-01-18 Wanting Xu , Xin Peng , Laurent Kneip

A novel approach for vehicle tracking using a hybrid adaptive Kalman filter is proposed. The filter utilizes recurrent neural networks to learn the vehicle's geometrical and kinematic features, which are then used in a supervised learning…

Robotics · Computer Science 2023-04-05 Barak Or , Itzik Klein

Accurate and robust attitude estimation is a central challenge for autonomous vehicles operating in GNSS-denied or highly dynamic environments. In such cases, Inertial Measurement Units (IMUs) alone are insufficient for reliable tilt…

Robotics · Computer Science 2025-09-18 Méloné Nyoba Tchonkeu , Soulaimane Berkane , Tarek Hamel

In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to…

Information Theory · Computer Science 2012-10-15 Rodrigo Cabral Farias , Jean-Marc Brossier

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

Systems and Control · Computer Science 2018-07-20 Bo Chen , Guoqiang Hu , Daniel W. C. Ho , Li Yu

Benefiting from its ability to efficiently learn how an object is changing, correlation filters have recently demonstrated excellent performance for rapidly tracking objects. Designing effective features and handling model drifts are two…

Computer Vision and Pattern Recognition · Computer Science 2020-11-26 Xizhe Xue , Ying Li , Qiang Shen

In this work feedback control laws are designed for achieving three-axis attitude stabilization of inertial pointing spacecraft using only magnetic torquers. The designs are based on an almost periodic model of geomagnetic field along the…

Optimization and Control · Mathematics 2015-06-23 Fabio Celani

Aiming at monitoring a time series to detect stationarity as soon as possible, we introduce monitoring procedures based on kernel-weighted sequential Dickey-Fuller (DF) processes, and related stopping times, which may be called weighted…

Probability · Mathematics 2018-05-01 Ansgar Steland

Accurate and reliable navigation is essential for autonomous ground vehicle operations. Standard INS/GNSS fusion relies on GNSS position updates, which provide limited observability of orientation and inertial sensor error states,…

Robotics · Computer Science 2026-05-26 Gal Versano , Itzik Klein

We revisit the nonlinear complimentary filter on $SO(3)$, previously proposed in the literature, and provide the (time-explicit) solution to the matrix ODE governing the attitude estimation error in the absence of measurement errors. The…

Optimization and Control · Mathematics 2017-02-24 Soulaimane Berkane , Abdelhamid Tayebi
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