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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

The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

Cooperative localization and target tracking are essential for multi-robot systems to implement high-level tasks. To this end, we propose a distributed invariant Kalman filter based on covariance intersection for effective multi-robot pose…

Robotics · Computer Science 2024-09-17 Haoying Li , Qingcheng Zeng , Haoran Li , Yanglin Zhang , Junfeng Wu

Precise frequency and phase synchronization are among the important aspects in a coherent distributed phased array antenna system, and are among the most challenging to achieve for microwave frequencies and above. We propose a high accuracy…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohammed Rashid , Jeffrey A. Nanzer

In this paper, we investigate a distributed estimation problem for multi-agent systems with state equality constraints (SEC). First, under a time-based consensus communication protocol, applying a modified projection operator and the…

Systems and Control · Computer Science 2019-03-12 Xingkang He , Chen Hu , Yiguang Hong , Ling Shi , Haitao Fang

Significant efforts have gone into the development of statistical models for analyzing data in the form of networks, such as social networks. Most existing work has focused on modeling static networks, which represent either a single time…

Social and Information Networks · Computer Science 2013-04-23 Kevin S. Xu , Alfred O. Hero

Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Johnny Condori , Amin Maghareh , Shirley Dyke

In this paper, we focus on batch state estimation for linear systems. This problem is important in applications such as environmental field estimation, robotic navigation, and target tracking. Its difficulty lies on that limited operational…

Optimization and Control · Mathematics 2016-09-27 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Siavash Farzan , Bennett Parisi

This paper presents a novel design methodology for optimal transmission policies at a smart sensor to remotely estimate the state of a stable linear stochastic dynamical system. The sensor makes measurements of the process and forms…

Optimization and Control · Mathematics 2016-11-18 Mojtaba Nourian , Alex S. Leong , Subhrakanti Dey , Daniel E. Quevedo

This work studies distributed (probability) density estimation of large-scale systems. Such problems are motivated by many density-based distributed control tasks in which the real-time density of the swarm is used as feedback information,…

Systems and Control · Electrical Eng. & Systems 2021-06-03 Tongjia Zheng , Hai Lin

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

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest, parameters of common interest to a subset of nodes and parameters of…

Computers and Society · Computer Science 2023-07-19 Jorge Plata-Chaves , Nikola Bogdanovic , Kostas Berberidis

Path delays in IP networks are important metrics, required by network operators for assessment, planning, and fault diagnosis. Monitoring delays of all source-destination pairs in a large network is however challenging and wasteful of…

Networking and Internet Architecture · Computer Science 2016-11-17 Ketan Rajawat , Emiliano Dall'Anese , Georgios B. Giannakis

This paper proposes a decentralized dynamic state estimation scheme for microgrids. The approach employs the voltage and current measurements in the dq0 reference frame through phasor synchronization to be able to exclude orthogonal…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Bang L. H. Nguyen , Tuyen V. Vu , Tuan A. Ngo

System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu , Ioan Dumitrache

In this paper, a distributed dual-quaternion multiplicative extended Kalman filter for the estimation of poses and velocities of individual satellites in a fleet of spacecraft is analyzed. The proposed algorithm uses both absolute and…

Optimization and Control · Mathematics 2024-12-02 Mathias Hudoba de Badyn , Jonas Binz , Andrea Iannelli , Roy S. Smith

State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…

Systems and Control · Electrical Eng. & Systems 2021-10-12 Guitao Yang , Angelo Barboni , Hamed Rezaee , Thomas Parisini

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen