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The main contribution of this paper is an invariant extended Kalman filter (EKF) for visual inertial navigation systems (VINS). It is demonstrated that the conventional EKF based VINS is not invariant under the stochastic unobservable…

Robotics · Computer Science 2017-03-02 Teng Zhang , Kanzhi Wu , Daobilige Su , Shoudong Huang , Gamini Dissanayake

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

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

Robotics · Computer Science 2017-01-05 T. T. Hoang , P. M. Duong , N. T. T. Van , D. A. Viet , T. Q. Vinh

Managing uncertainty is a fundamental and critical issue in spacecraft entry guidance. This paper presents a novel approach for uncertainty propagation during entry, descent and landing that relies on a new sum-of-squares robust…

Robotics · Computer Science 2020-11-05 Remy Derollez , Simon Le Cleac'h , Zachary Manchester

The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…

Robotics · Computer Science 2025-12-16 Amit Levy , Itzik Klein

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

The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed…

Machine Learning · Computer Science 2026-03-05 Kenan Majewski , Michał Modzelewski , Marcin Żugaj , Piotr Lichota

The reliability and precision of dynamic database are vital for the optimal operating and global control of integrated energy systems. One of the effective ways to obtain the accurate states is state estimations. A novel robust dynamic…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Liang Chen , Yang Li , Manyun Huang , Xinxin Hui , Songlin Gu

Due to the state trajectory-independent features of invariant Kalman filtering (InEKF), it has attracted widespread attention in the research community for its significantly improved state estimation accuracy and convergence under…

Robotics · Computer Science 2023-10-04 Xiaoyu Ye , Fujun Song , Zongyu Zhang , Rui Zhang , Qinghua Zeng

This paper is the second of a two-part series that discusses the implementation issues and test results of a robust Unscented Kalman Filter (UKF) for power system dynamic state estimation with non-Gaussian synchrophasor measurement noise.…

Systems and Control · Computer Science 2020-06-02 Junbo Zhao , Lamine Mili

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

A turbulent boundary layer is an essential flow case of fundamental and applied fluid mechanics. However, accurate measurements of turbulent boundary layer parameters (e.g., friction velocity $u_\tau$ and wall shear $\tau_w$), are…

The manifold extended Kalman filter (Manifold EKF) has found extensive application for attitude determination. Magnetometers employed as sensors for such attitude determination are easily prone to disturbances by their sensitivity to…

Robotics · Computer Science 2025-09-30 Arjun Sadananda , Ravi Banavar , Kavi Arya

The Kalman filter (KF) and its variants are among the most celebrated algorithms in signal processing. These methods are used for state estimation of dynamic systems by relying on mathematical representations in the form of simple…

In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we…

Systems and Control · Electrical Eng. & Systems 2024-04-17 Sven Goffin , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

This paper introduces two new algorithms to accurately estimate the process noise covariance of a discrete-time Kalman filter online for robust orbit determination in the presence of dynamics model uncertainties. Common orbit determination…

Signal Processing · Electrical Eng. & Systems 2021-05-17 Nathan Stacey , Simone D'Amico

This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…

Optimization and Control · Mathematics 2023-12-19 Feng Bao , Guannan Zhang , Zezhong Zhang

This paper addresses the problem of optimizing communicated information among heterogeneous, resource-aware robot teams to facilitate their navigation. In such operations, a mobile robot compresses its local map to assist another robot in…

Robotics · Computer Science 2025-03-17 Evangelos Psomiadis , Ali Reza Pedram , Dipankar Maity , Panagiotis Tsiotras

Uncertainty quantification methods are required in autonomous systems that include deep learning (DL) components to assess the confidence of their estimations. However, to successfully deploy DL components in safety-critical autonomous…

Robotics · Computer Science 2021-11-02 Fabio Arnez , Huascar Espinoza , Ansgar Radermacher , François Terrier

Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…

Machine Learning · Statistics 2024-04-03 Chaitra Agrahar , William Poole , Simone Bianco , Hana El-Samad