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A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…

Systems and Control · Computer Science 2016-11-17 Tong Zhou

Remarkably simple closed-form expressions for the elements of the groups SU(n), SL(n,R), and SL(n,C) with n=2, 3, and 4 are obtained using linear functions of biquaternions instead of n x n matrices. These representations do not directly…

Mathematical Physics · Physics 2007-05-23 Andre Gsponer

Many applications involve humans in the loop, where continuous and accurate human motion monitoring provides valuable information for safe and intuitive human-machine interaction. Portable devices such as inertial measurement units (IMUs)…

Systems and Control · Electrical Eng. & Systems 2023-04-12 Xiaobing Dai , Huanzhuo Wu , Siyi Wang , Junjie Jiao , Giang T. Nguyen , Frank H. P. Fitzek , Sandra Hirche

A filter for inertial-based odometry is a recursive method used to estimate the pose from measurements of ego-motion and relative pose. Currently, there is no known filter that guarantees the computation of a globally optimal solution for…

Robotics · Computer Science 2024-02-08 Xinghan Li , Haoying Li , Guangyang Zeng , Qingcheng Zeng , Xiaoqiang Ren , Chao Yang , Junfeng Wu

A formal description of quaternions by means of exterior calculus is presented. Considering a three-dimensional space-time characterized by three time-like coordinates, we have been able to consistently recover a suitable formulation of…

General Physics · Physics 2026-04-14 Ivano Colombaro

We investigate the application of efficient recursive numerical integration strategies to models in lattice gauge theory from quantum field theory. Given the coupling structure of the physics problems and the group structure within lattice…

High Energy Physics - Lattice · Physics 2021-12-10 Tobias Hartung , Karl Jansen , Frances Y. Kuo , Hernan Leövey , Dirk Nuyens , Ian H. Sloan

The Kalman(-Bucy) filter is the natural choice for the state reconstruction of disturbed, linear dynamical systems based on flawed and incomplete measurements. Taking a deterministic viewpoint this work investigates possible extensions of…

Dynamical Systems · Mathematics 2025-06-03 Karl Kunisch , Jesper Schröder

A pose estimation technique based on error-state extended Kalman that fuses angular rates, accelerations, and relative range measurements is presented in this paper. An unconstrained dynamic model with kinematic coupling for a…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Deep Parikh , Manoranjan Majji

This paper considers the Linear Minimum Variance recursive state estimation for the linear discrete time dynamic system with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is shown…

Information Theory · Computer Science 2007-07-13 Dandan Luo , Yunmin Zhu

Algorithms for state estimation of humanoid robots usually assume that the feet remain flat and in a constant position while in contact with the ground. However, this hypothesis is easily violated while walking, especially for human-like…

Modern particle physics is increasingly becoming a precision science that relies on advanced theoretical predictions for the analysis and interpretation of experimental results. The planned physics program at the LHC and future colliders…

High Energy Physics - Phenomenology · Physics 2023-01-04 Ievgen Dubovyk , Ayres Freitas , Janusz Gluza , Krzysztof Grzanka , Martijn Hidding , Johann Usovitsch

In this note, we have revisited the previously published paper "Particle Filtering for Attitude Estimation Using a Minimal Local-Error Representation". In the revisit, we point out that the quaternion particle filtering based on the…

Robotics · Computer Science 2014-11-25 Lubin Chang

Using a left multiplication defined on a right quaternionic Hilbert space, linear self-adjoint momentum operators on a right quaternionic Hilbert space are defined in complete analogy with their complex counterpart. With the aid of the…

Mathematical Physics · Physics 2017-09-13 B. Muraleetharan , K. Thirulogasanthar , I. Sabadini

State estimation when only a partial model of a considered system is available remains a major challenge in many engineering fields. This work proposes a joint, square-root unscented Kalman filter to estimate states and model uncertainties…

Signal Processing · Electrical Eng. & Systems 2022-07-11 Ricarda-Samantha Götte , Julia Timmermann

We explain the orthogonal planes split (OPS) of quaternions based on the arbitrary choice of one or two linearly independent pure unit quaternions $f,g$. Next we systematically generalize the quaternionic Fourier transform (QFT) applied to…

Rings and Algebras · Mathematics 2013-06-10 Eckhard Hitzer

We formulate a recursive estimation problem for multiple dynamical systems coupled through a low dimensional stochastic input, and we propose an efficient sub-optimal solution. The suggested approach is an approximation of the Kalman filter…

Optimization and Control · Mathematics 2019-11-26 Leonid Pogorelyuk , Clarence W. Rowley , N. Jeremy Kasdin

We study matrix forms of quaternionic versions of the Fourier Transform and Convolution operations. Quaternions offer a powerful representation unit, however they are related to difficulties in their use that stem foremost from…

Computer Vision and Pattern Recognition · Computer Science 2024-07-23 Giorgos Sfikas , George Retsinas

It has been proposed that classical filtering methods, like the Kalman filter and 3DVAR, can be used to solve linear statistical inverse problems. In the work of Iglesias, Lin, Lu, & Stuart (2017), error estimates were obtained for this…

Numerical Analysis · Mathematics 2022-05-12 Felix G. Jones , Gideon Simpson

We describe the calculation of the three-loop QCD corrections to quark and gluon form factors. The relevant three-loop Feynman diagrams are evaluated and the resulting three-loop Feynman integrals are reduced to a small set of known master…

High Energy Physics - Phenomenology · Physics 2023-11-15 T. Gehrmann , E. W. N. Glover , T. Huber , N. Ikizlerli , C. Studerus

The octonions are one of the four normed division algebras, together with the real, complex and quaternion number systems. The latter three hold a primary place in random matrix theory, where in applications to quantum physics they are…

Mathematical Physics · Physics 2017-06-21 Peter J. Forrester