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An extended Kalman filter (EKF) is developed on the special Euclidean group, SE(3) for geometric control of a quadrotor UAV. It is obtained by performing an extensive linearization on SE(3) to estimate the state of the quadrotor from noisy…

Optimization and Control · Mathematics 2016-05-10 Farhad A. Goodarzi , Taeyoung Lee

Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering.…

Machine Learning · Statistics 2016-03-10 Sayed Pouria Talebi , Danilo P. Mandic

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

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

The Hilbert Huang Transform is a new technique for the analysis of non--stationary signals. It comprises two distinct parts: Empirical Mode Decomposition (EMD) and the Hilbert Transform of each of the modes found from the first step to…

Atmospheric and Oceanic Physics · Physics 2009-11-11 Mark P. J. L. Chang , Erick A. Roura , Carlos O. Font , Charmaine Gilbreath , Eun Oh

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

Invariant extended Kalman filter (InEKF) possesses excellent trajectory-independent property and better consistency compared to conventional extended Kalman filter (EKF). However, when applied to scenarios involving both global-frame and…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Jiale Han , Wei Ouyang , Maoran Zhu , Yuanxin Wu

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

The extended Kalman filter (EKF) is a common state estimation method for discrete nonlinear systems. It recursively executes the propagation step as time goes by and the update step when a set of measurements arrives. In the update step,…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Jianzhu Huai , Xiang Gao

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Machine Learning · Computer Science 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

Electrocardiography (ECG) signals play a pivotal role in many healthcare applications, especially in at-home monitoring of vital signs. Wearable technologies, which these applications often depend upon, frequently produce low-quality ECG…

Signal Processing · Electrical Eng. & Systems 2023-11-21 Guy Revach , Timur Locher , Nir Shlezinger , Ruud J. G. van Sloun , Rik Vullings

Human motions (especially dance motions) are very noisy, and it is hard to analyze and edit the motions. To resolve this problem, we propose a new method to decompose and modify the motions using the Hilbert-Huang transform (HHT). First,…

Graphics · Computer Science 2017-07-07 Ran Dong , Dongsheng Cai , Nobuyoshi Asai

We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filtering problem. This…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Tian Zhao , Timothy L. Molloy

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Maxwell M. Varley , Timothy L. Molloy , Girish N. Nair

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

Robotics · Computer Science 2017-01-05 T. T. Hoang , P. M. Duong , N. T. T. Van , D. A. Viet , T. Q. Vinh

The proposed method introduces a parameter determination approach based on the minimum Fractal box dimension (FBD) of Variational Mode Decomposition (VMD) components, aiming to address the issue of manual determination of VMD decomposition…

Signal Processing · Electrical Eng. & Systems 2024-05-17 Pei Yuhang , Yu Min , Yu Yan

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang

We derive symmetry preserving invariant extended Kalman filters (IEKF) on matrix Lie groups. These Kalman filters have an advantage over conventional extended Kalman filters as the error dynamics for such filters are independent of the…

Optimization and Control · Mathematics 2020-01-01 Karmvir Singh Phogat , Dong Eui Chang

We analyze a global sensing scenario in which the frequency of a monitored Kerr parametric oscillator is estimated assuming limited prior information. The frequency is estimated in real-time by continuously monitoring the oscillator…

Quantum Physics · Physics 2026-03-13 Cheng Zhang , Mauro Cirio , Xin-Qi Li , Pengfei Liang

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart