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This work studies the state estimation problem of a stochastic nonlinear system with unknown sensor measurement losses. If the estimator knows the sensor measurement losses of a linear Gaussian system, the minimum variance estimate is…

Systems and Control · Computer Science 2020-05-11 Jiaqi Zhang , Keyou You , Lihua Xie

Satellite dynamics and tracking remain important challenges in the context of space exploration and communication systems. Accurate state estimation is essential to maintain reliable orbital motion and system performance. This paper…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Moh Kamalul Wafi

Fast pose estimation (PE) is of vital importance for successful mission performance of agile autonomous robots. Global Positioning Systems such as GPS and GNSS have been typically used in fusion with Inertial Navigation Systems (INS) for…

In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman…

Data Analysis, Statistics and Probability · Physics 2015-05-19 Xiaodong Luo , Irene M. Moroz , Ibrahim Hoteit

This paper proposes a joint input and state dynamic estimation scheme for power networks in microgrids and active distribution systems with unknown inputs. The conventional dynamic state estimation of power networks in the transmission…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Bang L. H. Nguyen , Tuyen V. Vu , Joseph M. Guerrero , Mischael Steurer , Karl Schoder , Tuan Ngo

The extended Kalman filter (EKF) is a common state estimation method for discrete nonlinear systems. It recursively executes the propagation step as time goes by and the update step when a set of measurements arrives. In the update step,…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Jianzhu Huai , Xiang Gao

Fifth-generation (5G) networks are expected to provide high-precision positioning estimation utilizing mmWave signals in urban and downtown areas. In such areas, 5G base stations (BSs) will be densely deployed, allowing for line-of-sight…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Sharief Saleh , Qamar Bader , Mohamed Elhabiby , Aboelmagd Noureldin

Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…

Systems and Control · Computer Science 2015-06-11 Jannik Steinbring , Martin Pander , Uwe D. Hanebeck

Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…

Methodology · Statistics 2019-09-25 John T. Kent , Shambo Bhattacharjee , Weston R. Faber , Islam I. Hussein

Providing a metric of uncertainty alongside a state estimate is often crucial when tracking a dynamical system. Classic state estimators, such as the Kalman filter (KF), provide a time-dependent uncertainty measure from knowledge of the…

Signal Processing · Electrical Eng. & Systems 2022-02-10 Itzik Klein , Guy Revach , Nir Shlezinger , Jonas E. Mehr , Ruud J. G. van Sloun , Yonina. C. Eldar

This paper proposes a state estimator for legged robots operating in slippery environments. An Invariant Extended Kalman Filter (InEKF) is implemented to fuse inertial and velocity measurements from a tracking camera and leg kinematic…

Robotics · Computer Science 2021-04-12 Sangli Teng , Mark Wilfried Mueller , Koushil Sreenath

Unmanned Aerial Vehicles in dynamic environments face telemetry outages, structural vibrations, and regime-dependent noise that invalidate the stationary covariance assumptions of classical Kalman filters. The Sage-Husa Kalman Filter (SHKF)…

Signal Processing · Electrical Eng. & Systems 2026-05-19 Kenan Majewski , Marcin Żugaj

The Kalman(-Bucy) filter is the natural choice for the state reconstruction of disturbed, linear dynamical systems based on flawed and incomplete measurements. Taking a deterministic viewpoint this work investigates possible extensions of…

Dynamical Systems · Mathematics 2025-06-03 Karl Kunisch , Jesper Schröder

This paper proposes a novel and efficient key conditional quotient filter (KCQF) for the estimation of state in the nonlinear system which can be either Gaussian or non-Gaussian, and either Markovian or non-Markovian. The core idea of the…

Computational Engineering, Finance, and Science · Computer Science 2025-01-10 Yuelin Zhao , Feng Wu , Li Zhu

This paper develops and investigates a dual unscented Kalman filter (DUKF) for the joint nonlinear state and parameter identification of commercial adaptive cruise control (ACC) systems. Although the core functionality of stock ACC systems,…

Systems and Control · Electrical Eng. & Systems 2023-06-07 Konstantinos Ampountolas

This paper presents a novel methodology to auto-tune an Unscented Kalman Filter (UKF). It involves using a Two-Stage Bayesian Optimisation (TSBO), based on a t-Student Process to optimise the process noise parameters of a UKF for vehicle…

Systems and Control · Electrical Eng. & Systems 2022-07-28 A. Bertipaglia , B. Shyrokau , M. Alirezaei , R. Happee

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

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 presents a novel adaptive fading cubature Kalman filter (AFCKF) based on double transitive factors. The developed adaptive algorithm is explained in two stages; stage (i) a single transitive factor is used to update the predicted…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Mundla Narasimhappa

State estimation in power distribution systems is a key component for increased reliability and optimal system performance. Well understood in transmission systems, state estimation is now an area of active research in distribution…

Signal Processing · Electrical Eng. & Systems 2017-12-06 C. Carquex , C. Rosenberg , K. Bhattacharya