Related papers: An Invariant-EKF VINS Algorithm for Improving Cons…
Fast pose estimation (PE) is of vital importance for successful mission performance of agile autonomous robots. Global Positioning Systems such as GPS and GNSS have been typically used in fusion with Inertial Navigation Systems (INS) for…
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…
This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…
Modern autonomous navigation for unmanned ground vehicles relies on different estimators to fuse inertial sensors and GNSS measurements. However, the constant noise covariance matrices often struggle to account for dynamic real-world…
The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…
Pose estimation is a crucial problem in simultaneous localization and mapping (SLAM). However, developing a robust and consistent state estimator remains a significant challenge, as the traditional extended Kalman filter (EKF) struggles to…
Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…
The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that…
The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…
The inconsistency issue in the Visual-Inertial Navigation System (VINS) is a long-standing and fundamental challenge. While existing studies primarily attribute the inconsistency to observability mismatch, these analyses are often based on…
Extended Kalman filter (EKF) does not guarantee consistent mean and covariance under linearization, even though it is the main framework for robotic localization. While Lie group improves the modeling of the state space in localization, the…
We study the mathematical properties of the Invariant Extended Kalman Filter (IEKF) when iterating on the measurement update step, following the principles of the well-known Iterated Extended Kalman Filter. This iterative variant of the…
Accurate estimation of power system dynamics is very important for the enhancement of power system reliability, resilience, security, and stability of power system. With the increasing integration of inverter-based distributed energy…
The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…
This paper investigates the robot state estimation problem within a non-inertial environment. The proposed state estimation approach relaxes the common assumption of static ground in the system modeling. The process and measurement models…
The Ensemble Kalman Filter (EnKF) belongs to the class of iterative particle filtering methods and can be used for solving control--to--observable inverse problems. In this context, the EnKF is known as Ensemble Kalman Inversion (EKI). In…
Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…
Filter-based visual inertial navigation system (VINS) has attracted mobile-robot researchers for the good balance between accuracy and efficiency, but its limited mapping quality hampers long-term high-accuracy state estimation. To this…
Advanced driver assistance systems are critically dependent on reliable and accurate information regarding a vehicles' driving state. For estimation of unknown quantities, model-based and learning-based methods exist, but both suffer from…
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…