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Related papers: Attitude Estimation with Feedback Particle Filter

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Natural language data, such as text and speech, have become readily available through social networking services and chat platforms. By leveraging human observations expressed in natural language, this paper addresses the problem of state…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Yuki Miyoshi , Masaki Inoue , Yusuke Fujimoto

Sensor network attitude problem consists in retrieving the attitude of each sensor of a network knowing some relative orientations between pairs of sensors. The attitude of a sensor is its orientation in an absolute axis system. We present…

Optimization and Control · Mathematics 2015-03-19 Mikael Carmona , Olivier Michel , Jean-Louis Lacoume , Nathalie Sprynski , Barbara Nicolas

This paper is concerned with a duality-based approach to derive the linear feedback particle filter (FPF). The FPF is a controlled interacting particle system where the control law is designed to provide an exact solution for the nonlinear…

Optimization and Control · Mathematics 2018-04-13 Jin W. Kim , Amirhossein Taghvaei , Prashant G. Mehta

A new formulation of the particle filter for nonlinear filtering is presented, based on concepts from optimal control, and from the mean-field game theory. The optimal control is chosen so that the posterior distribution of a particle…

Numerical Analysis · Mathematics 2013-02-27 Tao Yang , Prashant G. Mehta , Sean P. Meyn

This paper presents a dual quaternion framework for 6-DOF visual target tracking that addresses key limitations of perspective-n-point (P$n$P) solvers: sensitivity to noise and outliers, and inability to propagate estimates through…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Nicholas B. Andrews , Kristi A. Morgansen

Two nonlinear stochastic complimentary filters are developed on SO(3). They guarantee that errors in the Rodriguez vector and estimates are semi-globally uniformly ultimately bounded in mean square, and they converge to a small neighborhood…

Optimization and Control · Mathematics 2020-05-26 Hashim A. Hashim , Lyndon J. Brown , Kenneth McIsaac

We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…

Methodology · Statistics 2024-03-12 Eviatar Bach , Tim Colonius , Isabel Scherl , Andrew Stuart

Particle filters have, in recent years, been found to perform well in highly nonlinear problems as well as in estimation of parameters. However, there is still the problem of particle degeneracy in particle filters which has led to the…

Optimization and Control · Mathematics 2022-11-08 David Angwenyi

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

Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the filter is guaranteed when the number of particles tends to…

Computation · Statistics 2017-11-01 Víctor Elvira , Joaquín Míguez , Petar M. Djurić

This paper proposes a probabilistic approach to the problem of intrinsic filtering of a system on a matrix Lie group with invariance properties. The problem of an invariant continuous-time model with discrete-time measurements is cast into…

Systems and Control · Computer Science 2016-02-22 Axel Barrau , Silvere Bonnabel

In this paper, we present a Singular Value Decomposition Cubature Kalman Filter(SVDCKF) fusion algorithm based on the improved nonlinear FastEuler Attitude and Heading Reference and System(AHRS) estimation model for small-UAV attitude. The…

Robotics · Computer Science 2020-02-20 Yue Yang

In this paper, the well-known multiplicative extended Kalman filter (MEKF) is re-investigated for attitude estimation using vector observations. From the Lie group theory, it is shown that the attitude estimation model is group affine and…

Robotics · Computer Science 2023-01-23 Lubin Chang

Auxiliary particle filters (APFs) are a class of sequential Monte Carlo (SMC) methods for Bayesian inference in state-space models. In their original derivation, APFs operate in an extended state space using an auxiliary variable to improve…

Computation · Statistics 2021-06-17 Nicola Branchini , Víctor Elvira

Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…

Applications · Statistics 2025-07-10 Dan Crisan , Eliana Fausti

Nonlinear pose (\textit{i.e,} attitude and position) filters are characterized with simpler structure and better tracking performance in comparison with other methods of pose estimation. A critical factor when designing a nonlinear pose…

Systems and Control · Electrical Eng. & Systems 2021-09-16 Trenton S Sieb , Ajay Singh , Lorelei Guidos , Hashim A Hashim

For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Ondrej Straka , Felipe Giraldo-Grueso , Renato Zanetti

This paper presents an efficient method for updating particles in a particle filter (PF) to address the position estimation problem when dealing with sharp-peaked likelihood functions derived from multiple observations. Sharp-peaked…

Robotics · Computer Science 2024-08-13 Taro Suzuki

This paper formulates the pose estimation problem as nonlinear stochastic filter kinematics evolved directly on the Special Euclidean Group SE(3). Proposed filter guarantees that the errors present in position and Rodriguez vector estimates…

Systems and Control · Computer Science 2019-04-30 Hashim A. Hashim , Lyndon J. Brown , Kenneth McIsaac

We revisit the nonlinear complimentary filter on $SO(3)$, previously proposed in the literature, and provide the (time-explicit) solution to the matrix ODE governing the attitude estimation error in the absence of measurement errors. The…

Optimization and Control · Mathematics 2017-02-24 Soulaimane Berkane , Abdelhamid Tayebi