Related papers: Sensor Placement for Optimal Kalman Filtering: Fun…

Autonomous platforms require accurate positioning to complete their tasks. To this end, a Kalman filter-based algorithms, such as the extended Kalman filter or invariant Kalman filter, utilizing inertial and external sensor fusion are…

In Kalman filtering, unknown inputs are often estimated by augmenting the state vector, which introduces reliance on fictitious input models. In contrast, minimum-variance unbiased methods estimate inputs and states separately, avoiding…

The use of Kalman filtering, as well as its nonlinear extensions, for the estimation of system variables and parameters has played a pivotal role in many fields of scientific inquiry where observations of the system are restricted to a…

Nanomechanical resonant sensors are used in mass spectrometry via detection of resonance frequency jumps. There is a fundamental trade-off between detection speed and accuracy. Temporal and size resolution are limited by the resonator…

We study the problem of designing false measurement data that is injected to corrupt and mislead the output of a Kalman filter. Unlike existing works that focus on detection and filtering algorithms for the observer, we study the problem…

Sensor placement for linear inverse problems is the selection of locations to assign sensors so that the entire physical signal can be well recovered from partial observations. In this paper, we propose a fast sampling algorithm to place…

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

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…

The extraction of weak signals plays a crucial role in quantum precision measurement, where the estimation results are often limited by low signal-to-noise ratios. Here, we demonstrate a parameter-estimation framework based on the adaptive…

This paper introduces a novel approach to detect and address faulty or corrupted external sensors in the context of inertial navigation by leveraging a switching Kalman Filter combined with parameter augmentation. Instead of discarding the…

This research enhances linear regression models by integrating a Kalman filter and analysing curve areas to minimize loss. The goal is to develop an optimal linear regression equation using stochastic gradient descent (SGD) for weight…

Sensor placement and feature selection are critical steps in engineering, modeling, and data science that share a common mathematical theme: the selected measurements should enable solution of an inverse problem. Most real-world systems of…

We consider the problem of optimal power allocation in a sensor network where the sensors observe a dynamic parameter in noise and coherently amplify and forward their observations to a fusion center (FC). The FC uses the observations in a…

In recent years, MEMS inertial sensors (3D accelerometers and 3D gyroscopes) have become widely available due to their small size and low cost. Inertial sensor measurements are obtained at high sampling rates and can be integrated to obtain…

Choosing a nonlinear state estimator for an application often involves a trade-off between local optimality (such as provided by an extended Kalman filter) and (almost-/semi-) global asymptotic stability (such as provided by a constructive…

The unscented Kalman filter is an algorithm capable of handling nonlinear scenarios. Uncertainty in process noise covariance may decrease the filter estimation performance or even lead to its divergence. Therefore, it is important to adjust…

This work presents distributed algorithms for estimation of time-varying random fields over multi-agent/sensor networks. A network of sensors makes sparse and noisy local measurements of the dynamic field. Each sensor aims to obtain…

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

This paper considers the problem of fitting the parameters of a Kalman smoother to data. We formulate the Kalman smoothing problem with missing measurements as a constrained least squares problem and provide an efficient method to solve it…