Related papers: Bayesian Filtering with Unknown Sensor Measurement…
This paper presents a novel adaptive fading cubature Kalman filter (AFCKF) based on double transitive factors. The developed adaptive algorithm is explained in two stages; stage (i) a single transitive factor is used to update the predicted…
The Bootstrap Particle Filter (BPF) and the Ensemble Kalman Filter (EnKF) are two widely used methods for sequential Bayesian filtering: the BPF is asymptotically exact but can suffer from weight degeneracy, while the EnKF scales well in…
Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…
Satellite dynamics and tracking remain important challenges in the context of space exploration and communication systems. Accurate state estimation is essential to maintain reliable orbital motion and system performance. This paper…
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…
Accurate state estimation from heavily quantized measurements is a key challenge in resource-constrained Internet of Things (IoT) sensing and tracking, where battery-powered devices may employ low-resolution analog-to-digital converters…
State estimation is a fundamental problem for multi-sensor information fusion, essential in applications such as target tracking, power systems, and control automation. Previous research mostly ignores the correlation between sensors and…
Many state estimation algorithms must be tuned given the state space process and observation models, the process and observation noise parameters must be chosen. Conventional tuning approaches rely on heuristic hand-tuning or gradient-based…
Kalman Filters (KF) are fundamental to real-time state estimation applications, including radar-based tracking systems used in modern driver assistance and safety technologies. In a linear dynamical system with Gaussian noise distributions…
The models of partially observed linear stochastic differential equations with unknown initial values of the non-observed component are considered in two situations. In the first problem, the initial value is deterministic, and in the…
Accurate modeling is crucial in many engineering and scientific applications, yet obtaining a reliable process model for complex systems is often challenging. To address this challenge, we propose a novel framework, reservoir computing with…
The Kalman Filter (KF) parameters are traditionally determined by noise estimation, since under the KF assumptions, the state prediction errors are minimized when the parameters correspond to the noise covariance. However, noise estimation…
This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…
This paper is the second of a two-part series that discusses the implementation issues and test results of a robust Unscented Kalman Filter (UKF) for power system dynamic state estimation with non-Gaussian synchrophasor measurement noise.…
State estimation of dynamical systems is crucial for providing new decision-making and system automation information in different applications. However, the assumptions on the standard computational models for sensor measurements can be…
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…
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…
Many Inertial Navigation Systems (INS) use Global Navigation Satellite System (GNSS) position as the primary measurement to drive filter performance and bound error growth. However, commercial-grade GNSS receivers introduce unknown…
Orientation estimation for 3D objects is a common problem that is usually tackled with traditional nonlinear filtering techniques such as the extended Kalman filter (EKF) or the unscented Kalman filter (UKF). Most of these techniques assume…
In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…