Related papers: Dynamic State Estimation for Multi-Machine Power S…
The minimum error entropy (MEE) has been extensively used in unscented Kalman filter (UKF) to handle impulsive noises or abnormal measurement data in non-Gaussian systems. However, the MEE-UKF has poor numerical stability due to the inverse…
This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…
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…
This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…
Accurate and reliable estimation of generator's dynamic state vectors in real time are critical to the monitoring and control of power systems. A robust Cubature Kalman Filter (RCKF) based approach is proposed for dynamic state estimation…
This paper proposes a simple, accurate and computationally efficient method to apply the ordinary unscented Kalman filter developed in Euclidean space to systems whose dynamics evolve on manifolds.We use the mathematical theory called…
The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…
This article investigates the problem of data-driven state estimation for linear systems with both unknown system dynamics and noise covariances. We propose an Autocovariance Least-squares-based Data-driven Kalman Filter (ADKF), which…
Control performance of Unmanned Aerial Vehicles (UAVs) is directly affected by their ability to estimate their states accurately. With the increasing popularity of autonomous UAV solutions in real world applications, it is imperative to…
Many Inertial Navigation Systems (INS) use Global Navigation Satellite System (GNSS) position as the primary measurement to drive filter performance and bound error growth. However, commercial-grade GNSS receivers introduce unknown…
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…
The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…
Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…
This paper addresses the issues of unmanned aerial vehicle (UAV) indoor navigation, specifically in areas where GPS and magnetometer sensor measurements are unavailable or unreliable. The proposed solution is to use an error state extended…
This technical note addresses the UD factorization based Kalman filtering (KF) algorithms. Using this important class of numerically stable KF schemes, we extend its functionality and develop an elegant and simple method for computation of…
A novel method for distributed estimation of the frequency of power systems is introduced based on the cooperation between multiple measurement nodes. The proposed distributed widely linear complex Kalman filter (D-ACKF) and the distributed…
This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…
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…
In this paper we present a method for updating robotic state belief through contact with uncertain surfaces and apply this update to a Kalman filter for more accurate state estimation. Examining how guard surface uncertainty affects the…
Dynamic state estimation (DSE) is vital in modern power systems with numerous inverter-based distributed energy resources including solar and wind, ensuring real-time accuracy for tracking system variables and optimizing grid stability.…