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This paper develops the theoretical framework and the equations of a new robust Generalized Maximum-likelihood-type Unscented Kalman Filter (GM-UKF) that is able to suppress observation and innovation outliers while filtering out…

Statistics Theory · Mathematics 2020-06-02 Junbo Zhao , Lamine Mili

In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKF-GPS) is…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Kai Sun , Jianhui Wang , Hui Liu

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…

Systems and Control · Electrical Eng. & Systems 2020-12-14 Narayan Bhusal , Mukesh Gautam

Non-Gaussian noise and the uncertainty of noise distribution are the common factors that reduce accuracy in dynamic state estimation of power systems (PS). In addition, the optimal value of the free coefficients in the unscented Kalman…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu , Le Ngoc Giang

The unscented transformation (UT) is an efficient method to solve the state estimation problem for a non-linear dynamic system, utilizing a derivative-free higher-order approximation by approximating a Gaussian distribution rather than…

Machine Learning · Statistics 2016-08-29 Xi Liu , Badong Chen , Bin Xu , Zongze Wu , Paul Honeine

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

The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed…

Machine Learning · Computer Science 2026-03-05 Kenan Majewski , Michał Modzelewski , Marcin Żugaj , Piotr Lichota

Many filters have been proposed in recent decades for the nonlinear state estimation problem. The linearization-based extended Kalman filter (EKF) is widely applied to nonlinear industrial systems. As EKF is limited in accuracy and…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Chengling Fang , Jiang Liu , Songqing Ye , Ju Zhang

Kalman-type filtering techniques including cubature Kalman filter (CKF) does not work well in non-Gaussian environments, especially in the presence of outliers. To solve this problem, Huber's M-estimation based robust CKF (RCKF) is proposed…

Systems and Control · Computer Science 2020-03-06 Yang Li , Jing Li , Junjian Qi , Liang Chen

Dynamic operation of biological processes, such as anaerobic digestion (AD), requires reliable process monitoring to guarantee stable operating conditions at all times. Unscented Kalman filters (UKF) are an established tool for nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Simon Hellmann , Terrance Wilms , Stefan Streif , Sören Weinrich

This paper introduces a Gaussian Bayesian Network-based Extended Kalman Filter (GBN-EKF) for non-linear state estimators on stiff and ill-conditioned continuous-discrete stochastic systems, with a further analysis on systems with…

Optimization and Control · Mathematics 2025-11-05 Priyank Behera , C. Robert Kenley

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

Non-Gaussian noise, outliers, sudden load changes, and bad measurement data are key factors that diminish the accuracy of dynamic state estimation in power systems. Additionally, unscented Kalman filters (UKF) based on correntropy criteria…

Signal Processing · Electrical Eng. & Systems 2025-09-03 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu

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…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Amit Levy , Itzik Klein

Rapid advances in designing cognitive and counter-adversarial systems have motivated the development of inverse Bayesian filters. In this setting, a cognitive 'adversary' tracks its target of interest via a stochastic framework such as a…

Optimization and Control · Mathematics 2024-05-02 Himali Singh , Kumar Vijay Mishra , Arpan Chattopadhyay

The minimum error entropy (MEE) has been extensively used in unscented Kalman filter (UKF) to handle impulsive noises or abnormal measurement data in non-Gaussian systems. However, the MEE-UKF has poor numerical stability due to the inverse…

Signal Processing · Electrical Eng. & Systems 2023-09-19 Boyu Tian , Haiquan Zhao

A Conventional centralized state estimators exhibit limited robustness in large-scale grids and face practical deployment hurdles. To overcome these challenges, this paper proposes a decentralized maximum generalized Student's t-kernel…

Signal Processing · Electrical Eng. & Systems 2026-05-25 Jinhui Hu , Haiquan Zhao , Yi Peng

Unscented Kalman Filters (UKFs) have become popular in the research community. Most UKFs work only with Euclidean systems, but in many scenarios it is advantageous to consider systems with state-variables taking values on Riemannian…

Optimization and Control · Mathematics 2018-06-29 Henrique M. T. Menegaz , João Y. Ishihara , Hugo T. M. Kussaba

Motivated by filtering tasks under a linear system with non-Gaussian heavy-tailed noise, various robust Kalman filters (RKFs) based on different heavy-tailed distributions have been proposed. Although the sub-Gaussian $\alpha$-stable…

Signal Processing · Electrical Eng. & Systems 2023-12-29 Pengcheng Hao , Oktay Karakuş , Alin Achim

Autonomous proximity operations, such as active debris removal and on-orbit servicing, require high-fidelity relative navigation solutions that remain robust in the presence of parametric uncertainty. Standard estimation frameworks…

Robotics · Computer Science 2026-03-31 Batu Candan , Simone Servadio
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