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This paper proposes a decentralized dynamic state estimation (DSE) algorithm with bimodal Gaussian mixture measurement noise. The decentralized DSE is formulated using the Ensemble Kalman Filter (EnKF) and then compared with the unscented…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Vahid Sarfi , Amir Ghasemkhani , Iman Niazazari , Hanif Livani , Lei Yang

It is known that the conventional estimators such as extended Kalman filter (EKF) and unscented Kalman filter (UKF) may provide favorable performance; However, they may not guarantee the robustness against model uncertainty and cyber…

Systems and Control · Electrical Eng. & Systems 2025-03-28 Tohid Kargar Tasooji , Sakineh Khodadadi

Unscented Kalman Filters (UKFs) have become popular in the research community. Most UKFs work only with Euclidean systems, but in many scenarios it is advantageous to consider systems with state-variables taking values on Riemannian…

Optimization and Control · Mathematics 2018-06-29 Henrique M. T. Menegaz , João Y. Ishihara , Hugo T. M. Kussaba

State estimation in control and systems engineering traditionally requires extensive manual system identification or data-collection effort. However, transformer-based foundation models in other domains have reduced data requirements by…

Systems and Control · Electrical Eng. & Systems 2025-09-05 Tobin Holtmann , David Stenger , Andres Posada-Moreno , Friedrich Solowjow , Sebastian Trimpe

Most nonlinear filters used in spacecraft navigation are based on a linear approximation of the optimal minimum mean square error estimator. The Unscented Kalman Filter (UKF) handles nonlinear dynamics through a sigma-point transform, but…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Chiran Cherian , Simone Servadio

This paper describes a novel tracking filter, designed primarily for use in collision avoidance systems on autonomous surface vehicles (ASVs). The proposed methodology leverages real-time kinematic information broadcast via the Automatic…

Robotics · Computer Science 2021-11-29 Blake Cole , Gabriel Schamberg

In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…

The sustainability of modern cities highly depends on efficient water distribution management, including effective pressure control and leak detection and localization. Accurate information about the network hydraulic state is therefore…

Systems and Control · Electrical Eng. & Systems 2025-10-29 Luis Romero-Ben , Paul Irofti , Florin Stoican , Vicenç Puig

Application of two new UKF based estimation techniques with reduced processing time in re-entry vehicle position and velocity estimation problem using ground-based range and elevation measurements is presented. The first method is called…

Systems and Control · Computer Science 2016-11-30 Sanat Biswas , Li Qiao , Andrew Dempster

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

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

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

In the realm of Cyber-Physical System (CPS), accurately identifying attacks without detailed knowledge of the system's parameters remains a major challenge. When it comes to Advanced Driver Assistance Systems (ADAS), identifying the…

Systems and Control · Electrical Eng. & Systems 2025-06-30 Shuhao Bian , Milad Farsi , Nasser L. Azad , Chris Hobbs

The most accurate version of the unscented Kalman filter (UKF) involves the construction of two ensembles. To reduce computational cost, however, UKF is often implemented without the second ensemble. This simplification comes at a price,…

Systems and Control · Electrical Eng. & Systems 2022-08-22 Ankit Goel , Dennis S. Bernstein

We make modifications to the unscented Kalman filter (UKF) which bestow almost complete practical identifiability upon a lumped-parameter cardiovascular model with 10 parameters and 4 output observables - a highly non-linear, stiff problem…

Information Theory · Computer Science 2026-01-07 Alex Thornton , Ian Halliday , Harry Saxton , Xu Xu

Although the unscented Kalman filter (UKF) is applicable to nonlinear systems, it turns out that, for linear systems, UKF does not specialize to the classical Kalman filter. This situation suggests that it may be advantageous to modify UKF…

Systems and Control · Electrical Eng. & Systems 2021-04-05 Ankit Goel , Dennis S. Bernstein

Natural disasters, such as hurricanes and typhoons, pose significant challenges to public safety and infrastructure. While government agencies rely on multi million dollar UAV systems for storm data collection and disaster response, smaller…

Dynamical Systems · Mathematics 2025-09-17 Ahmed A. Elgohary , Benjamin Gwinnell , Josh Augustine

A priori state vector and error covariance computation for the Unscented Kalman Filter (UKF) is described. The original UKF propagates multiple sigma points to compute the a priori mean state vector and the error covariance, resulting in a…

Optimization and Control · Mathematics 2017-03-29 Sanat Biswas , Li Qiao , Andrew Dempster

We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…

Systems and Control · Electrical Eng. & Systems 2021-12-14 Ningyuan Wang , Daniel B. Forger

In this work, we explore the recent advances in equivariant filtering for inertial navigation systems to improve state estimation for uncrewed aerial vehicles (UAVs). Traditional state-of-the-art estimation methods, e.g., the multiplicative…

Robotics · Computer Science 2023-10-17 Martin Scheiber , Alessandro Fornasier , Christian Brommer , Stephan Weiss