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A stable square-root approach has been recently proposed for the unscented Kalman filter (UKF) and fifth-degree cubature Kalman filter (5D-CKF) as well as for the mixed-type methods consisting of the extended Kalman filter (EKF) time update…

Optimization and Control · Mathematics 2023-12-06 Maria V. Kulikova , Gennady Yu. Kulikov

In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…

Robotics · Computer Science 2024-08-23 Roland Jung

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

Millimeter-wave (mmWave) communication is a promising technology to meet the ever-growing data traffic of vehicular communications. Unfortunately, more frequent channel estimations are required in this spectrum due to the narrow beams…

Signal Processing · Electrical Eng. & Systems 2019-11-06 Sina Shaham , Matthew Kokshoorn , Ming Ding , Zihuai Lin , Mahyar Shirvanimoghaddam

The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-01 Dong Yang , Fei Jiang , Wei Wu , Xuefei Fang , Muyong Cao

Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Yang Li , Jing Li , Liang Chen , Junjian Qi , Guoqing Li

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

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…

Optimization and Control · Mathematics 2022-02-17 Sepideh Afshar , Fabian Germ , Kirsten A. Morris

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

This study introduces a novel methodology for controlling Quadrotor Unmanned Aerial Vehicles, focusing on Hierarchical Sliding Mode Control strategies and an Extended Kalman Filter. Initially, an EKF is proposed to enhance robustness in…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Van Chung Nguyen , Hung Manh La

The general consensus is that the Multiplicative Extended Kalman Filter (MEKF) is superior to the Additive Extended Kalman Filter (AEKF) based on a wealth of theoretical evidence. This paper deals with a practical comparison between the two…

Robotics · Computer Science 2023-07-17 Hamza A. Hassan , William Tolstrup , Johanes P. Suriana , Ibrahim D. Kiziloklu

In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we…

Systems and Control · Electrical Eng. & Systems 2024-04-17 Sven Goffin , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

Leakage in water systems results in significant daily water losses, degrading service quality, increasing costs, and aggravating environmental problems. Most leak localization methods rely solely on pressure data, missing valuable…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Luis Romero-Ben , Paul Irofti , Florin Stoican , Vicenç Puig

The sustainability of modern cities highly depends on efficient water distribution management, including effective pressure control and leak detection and localization. Accurate information about the network hydraulic state is therefore…

Systems and Control · Electrical Eng. & Systems 2025-10-29 Luis Romero-Ben , Paul Irofti , Florin Stoican , Vicenç Puig

Counter-adversarial system design problems have lately motivated the development of inverse Bayesian filters. For example, inverse Kalman filter (I-KF) has been recently formulated to estimate the adversary's Kalman-filter-tracked estimates…

Optimization and Control · Mathematics 2023-08-11 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The Invariant Extended Kalman Filter (IEKF) is a recent development of the EKF for the class of group-affine systems on…

Accurate vehicle positioning requires effective IMU-GPS fusion, yet prior methods-EKF, UKF, ML, GA, and DE-suffer from nonlinearity, instability, or high computational cost. This study introduces a PSO-based adaptive tuning framework for…

Emerging Technologies · Computer Science 2026-01-06 Psyche T. Malabo , Bobby D. Gerardo

We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Siavash Farzan , Bennett Parisi

The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets…

Signal Processing · Electrical Eng. & Systems 2019-10-16 Jianxin Yi , Xianrong Wan , Deshi Li