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This study considers the data assimilation problem in coupled systems, which consists of two components (sub-systems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in…

Atmospheric and Oceanic Physics · Physics 2015-06-22 Xiaodong Luo , Ibrahim Hoteit

This work introduces an algorithm for state estimation on manifolds within the framework of the Kalman filter. Its primary objective is to provide a methodology enabling the evaluation of the precision of existing Kalman filter variants…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Svyatoslav Covanov , Cedric Pradalier

The widely-used Extended Kalman Filter (EKF) provides a straightforward recipe to estimate the mean and covariance of the state given all past measurements in a causal and recursive fashion. For a wide variety of applications, the EKF is…

Robotics · Computer Science 2023-03-28 Stephanie Tsuei , Stefano Soatto , Paulo Tabuada , Mark B. Milam

This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust…

Standard battery management systems treat the control and state estimation problems as decoupled objectives, relying on certainty equivalence controllers that are blind to the varying observability induced by nonlinear open-circuit voltage…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Mohammad S. Ramadan , Marfred Barrera , Mihai Anitescu , Sylvia Herbert

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Numerical Analysis · Mathematics 2024-03-07 Tongtong Li , Anne Gelb , Yoonsang Lee

Nowadays, with the development of multi-sensor networks, the distributed cubature Kalman filter is one of the well-known existing schemes for state estimation, for which the influence of the non-Gaussian noise, abnormal data, and…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu

A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…

Quantum Physics · Physics 2017-07-25 Muhammad F. Emzir , Matthew J. Woolley , Ian R. Petersen

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…

Optimization and Control · Mathematics 2018-02-09 Ligang Sun , Hamza Alkhatib , Boris Kargoll , Vladik Kreinovich , Ingo Neumann

This contribution presents a diagnosis scheme for batteries to detect and isolate internal faults in the form of small parameter changes. This scheme is based on an electrochemical reduced-order model of the battery, which allows the…

Systems and Control · Electrical Eng. & Systems 2021-03-19 Luis D. Couto , Jorn M. Reniers , David A. Howey , Michel Kinnaert

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,…

Signal Processing · Electrical Eng. & Systems 2025-03-11 Xuemei Mao , Gang Wang , Bei Peng , Jiacheng He , Kun Zhang , Song Gao , Jian Chen

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

Velocity estimation is of great importance in autonomous racing. Still, existing solutions are characterized by limited accuracy, especially in the case of aggressive driving or poor generalization to unseen road conditions. To address…

Robotics · Computer Science 2024-08-29 Jan Węgrzynowski , Grzegorz Czechmanowski , Piotr Kicki , Krzysztof Walas

Recently, a partitioned-block-based frequency-domain Kalman filter (PFKF) has been proposed for acoustic echo cancellation. Compared with the normal frequency-domain Kalman filter, the PFKF utilizes the partitioned-block structure,…

Audio and Speech Processing · Electrical Eng. & Systems 2025-08-04 Wenzhi Fan , Jing Lu

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

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…

Machine Learning · Computer Science 2025-02-20 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

We introduce cooperative sequential state space estimation in the domain of augmented complex statistics, whereby nodes in a network collaborate locally to estimate noncircular complex signals. For rigour, a distributed augmented (widely…

Systems and Control · Computer Science 2013-11-19 Dahir H. Dini , Sithan Kanna , Danilo P. Mandic

Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…

Systems and Control · Computer Science 2017-03-17 Ye Yuan , Ling Shi , Jun Liu , Zhiyong Chen , Hai-Tao Zhang , Jorge Goncalves

Natural disasters, such as hurricanes and typhoons, pose significant challenges to public safety and infrastructure. While government agencies rely on multi million dollar UAV systems for storm data collection and disaster response, smaller…

Dynamical Systems · Mathematics 2025-09-17 Ahmed A. Elgohary , Benjamin Gwinnell , Josh Augustine