Related papers: The Kalman Filter: a didactical overview

Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…

In this paper we propose a Kalman filter aided saliency detection model which is based on the conjecture that salient regions are considerably different from our "visual expectation" or they are "visually surprising" in nature. In this…

In this paper, we propose a robust Kalman filtering framework for systems with probabilistic uncertainty in system parameters. We consider two cases, namely discrete time systems, and continuous time systems with discrete measurements. The…

Optimal decision-making under partial observability requires reasoning about the uncertainty of the environment's hidden state. However, most reinforcement learning architectures handle partial observability with sequence models that have…

We propose a new robust filtering paradigm considering the situation in which model uncertainty, described through an ambiguity set, is present only in the observations. We derive the corresponding robust estimator, referred to as…

The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…

Orientation estimation for 3D objects is a common problem that is usually tackled with traditional nonlinear filtering techniques such as the extended Kalman filter (EKF) or the unscented Kalman filter (UKF). Most of these techniques assume…

The objective is to investigate the advantages and performance of Extended Kalman Filter for the estimation of non-linear system where linearization takes place about a trajectory that was continually updated with the state estimates…

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…

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…

A Schmidt filter is a modification of the Kalman filter that allows to append system parameters as states and considers their uncertainty effect in the filtering process without attempting to estimate such parameters. The states that are…

The Kalman Filter (KF) is a powerful mathematical tool widely used for state estimation in various domains, including Simultaneous Localization and Mapping (SLAM). This paper presents an in-depth introduction to the Kalman Filter and…

The model of partially observed linear system depending on some unknown parameters is considered. An approximation of the unobserved component is proposed. This approximation is realized in three steps. First an estimator of the method of…

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…

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…

Kalman filter is a best linear unbiased state estimator. It is also comprehensible from the point view of the Bayesian estimation. However, this note gives a detailed derivation of Kalman filter from the mutual information perspective for…

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…

The literature dealing with data-driven analysis and control problems has significantly grown in the recent years. Most of the recent literature deals with linear time-invariant systems in which the uncertainty (if any) is assumed to be…

This paper describes a method to filter oscillatory transients from measurements of a time series which were at least an order of magnitude larger than the signal to be measured. Based on a Kalman filter, it has an optimality property and a…

The unscented Kalman filter (UKF) is a commonly used algorithm capable of estimating the states of nonlinear dynamic systems. It carefully chooses a set of sample points, called sigma points that capture the nonlinear system states…