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In this paper, we propose a robust Kalman filtering framework for systems with probabilistic uncertainty in system parameters. We consider two cases, namely discrete time systems, and continuous time systems with discrete measurements. The…

Systems and Control · Electrical Eng. & Systems 2020-07-09 Sunsoo Kim , Vedang M. Deshpande , Raktim Bhattacharya

We present a new calibration scheme based on a non-linear version of Kalman filter that aims at estimating the physical terms appearing in the Radio Interferometry Measurement Equation (RIME). We enrich the filter's structure with a tunable…

Instrumentation and Methods for Astrophysics · Physics 2015-06-19 Cyril Tasse

In this paper, a distributed Kalman filtering (DKF) algorithm is proposed based on a diffusion strategy, which is used to track an unknown signal process in sensor networks cooperatively. Unlike the centralized algorithms, no fusion center…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Siyu Xie , Die Gan , Zhixin Liu

To obtain the accurate transient states of the big scale natural gas pipeline networks under the bad data and non-zero mean noises conditions, a robust Kalman filter-based dynamic state estimation method is proposed using the linearized gas…

Signal Processing · Electrical Eng. & Systems 2021-03-10 Liang Chen , Peng Jin , Jing Yang , Yang Li , Yi Song

This paper addresses distributed state estimation for multi-agent systems with local and relative measurements, motivated by cooperative localization problems in which the global state dimension scales with the size of the network. We…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Nicola De Carli , Nicola Bastianello , Dimos V. Dimarogonas

This paper introduces a novel proprioceptive state estimator for legged robots that combines model-based filters and deep neural networks. Recent studies have shown that neural networks such as multi-layer perceptron or recurrent neural…

Robotics · Computer Science 2024-10-28 Donghoon Youm , Hyunsik Oh , Suyoung Choi , Hyeongjun Kim , Jemin Hwangbo

State estimation when only a partial model of a considered system is available remains a major challenge in many engineering fields. This work proposes a joint, square-root unscented Kalman filter to estimate states and model uncertainties…

Signal Processing · Electrical Eng. & Systems 2022-07-11 Ricarda-Samantha Götte , Julia Timmermann

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

Given a plant subject to delayed sensor measurement, there are several approaches to compensate for the delay. An obvious approach is to address this problem in state space, where the $n$-dimensional plant state is augmented by an…

Optimization and Control · Mathematics 2023-02-27 Di Cao , Noah J. Cowan , James S. Freudenberg

System identification poses a significant bottleneck to characterizing and controlling complex systems. This challenge is greatest when both the system states and parameters are not directly accessible leading to a dual-estimation problem.…

Systems and Control · Electrical Eng. & Systems 2021-04-08 Matthew F. Singh , Chong Wang , Michael W. Cole , ShiNung Ching

We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…

Information Theory · Computer Science 2015-03-13 Ravi Teja Sukhavasi , Babak Hassibi

This paper aims to introduce an application to Kalman Filtering Theory, which is rather unconventional. Recent experiments have shown that many natural phenomena, especially from ecology or meteorology, could be monitored and predicted more…

General Literature · Computer Science 2017-03-22 Dan Stefanoiu , Janetta Culita

This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Milad Behvandi , Mohammad Azam Khosravi , Amir Abolfazl Suratgar

Closed-loop control algorithms for real-time calibration of quantum processors require efficient filters that can estimate physical error parameters based on streams of measured quantum circuit outcomes. Development of such filters is…

Quantum Physics · Physics 2024-03-29 J. P. Marceaux , Kevin Young

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

Robotics · Computer Science 2026-01-29 Seokju Lee , Hyun-Bin Kim , Kyung-Soo Kim

In this article, we introduce decentralized Kalman filters for linear quadratic deep structured teams. The agents in deep structured teams are coupled in dynamics, costs and measurements through a set of linear regressions of the states and…

Multiagent Systems · Computer Science 2021-10-26 Jalal Arabneydi , Amir G. Aghdam

The real-world applications in signal processing generally involve estimating the system state or parameters in nonlinear, non-Gaussian dynamic systems. The estimation problem may get even more challenging when there are physical…

Signal Processing · Electrical Eng. & Systems 2022-03-15 Nesrine Amor , Ghulam Rasool , Nidhal C. Bouaynaya

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

Applications · Statistics 2021-05-19 Matti Raitoharju , Henri Nurminen , Demet Cilden-Guler , Simo Särkkä

We consider the problem of estimating the state of a noisy linear dynamical system when an unknown subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm, and derive (optimal) bounds on…

Optimization and Control · Mathematics 2016-11-17 Shaunak Mishra , Yasser Shoukry , Nikhil Karamchandani , Suhas Diggavi , Paulo Tabuada

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin
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