Related papers: Maximum Correntropy Unscented Filter
The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…
In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…
Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…
This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and…
In this paper we present a new Kalman filter extension for state update called Partitioned Update Kalman Filter (PUKF). PUKF updates the state using multidimensional measurements in parts. PUKF evaluates the nonlinearity of the measurement…
In this paper an unscented Kalman filter with guaranteed positive semidefinite state covariance is proposed by calculating the nearest symmetric positive definite matrix in Frobenius norm and is applied to power system dynamic state…
State estimation incorporates the feedback in optimization based advanced process control systems and is very important for the performance of model predictive control. We describe the extended Kalman filter, the unscented Kalman filter,…
Facial landmark tracking plays a vital role in applications such as facial recognition, expression analysis, and medical diagnostics. In this paper, we consider the performance of the Extended Kalman Filter (EKF) and Unscented Kalman Filter…
We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…
For an improper complex signal x, its complementary covariance ExxT is not zero and thus it carries useful statistical information about x. Widely linear processing exploits Hermitian and complementary covariance to improve performance. In…
In this paper, state and noise covariance estimation problems for linear system with unknown multiplicative noise are considered. The measurement likelihood is modelled as a mixture of two Gaussian distributions and a Student's t…
We consider the robust filtering problem for a nonlinear state-space model with outliers in measurements. To improve the robustness of the traditional Kalman filtering algorithm, we propose in this work two robust filters based on mixture…
We present a multisensor fusion framework for the onboard real-time navigation of a quadrotor in an indoor environment. The framework integrates sensor readings from an Inertial Measurement Unit (IMU), a camera-based object detection…
Wireless sensor networks (WSNs) represent a critical research domain within the Internet of Things (IoT) technology. The distributed Kalman filter (DKF) has garnered significant attention as an information fusion method for WSNs. However,…
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…
This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…
In this article, the state estimation problems with unknown process noise and measurement noise covariances for both linear and nonlinear systems are considered. By formulating the joint estimation of system state and noise parameters into…
This paper studies the problem of distributed state estimation (DSE) over sensor networks on matrix Lie groups, which is crucial for applications where system states evolve on Lie groups rather than vector spaces. We propose a…
Currently, adaptive filtering algorithms have been widely applied in frequency estimation for power systems. However, research on diffusion tasks remains insufficient. Existing diffusion adaptive frequency estimation algorithms exhibit…
This paper contributes to modeling and supervision of multi-stage centrifugal compressors coping with real-gas processes and steady to highly transient operating conditions. A novel dynamic model is derived, and the incorporation of the…