Related papers: Achieving Efficient Realization of Kalman Filter o…

Basic Linear Algebra Subprograms (BLAS) play key role in high performance and scientific computing applications. Experimentally, yesteryear multicore and General Purpose Graphics Processing Units (GPGPUs) are capable of achieving up to 15…

The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…

The frequency-domain Kalman filter (FKF) has been utilized in many audio signal processing applications due to its fast convergence speed and robustness. However, the performance of the FKF in under-modeling situations has not been…

Sliding window-factor graph optimization (SW-FGO) has gained more and more attention in navigation research due to its robust approximation to non-Gaussian noises and nonlinearity of measuring models. There are lots of works focusing on its…

We present efficient realization of Generalized Givens Rotation (GGR) based QR factorization that achieves 3-100x better performance in terms of Gflops/watt over state-of-the-art realizations on multicore, and General Purpose Graphics…

Large Language Models (LLMs) demand substantial computational resources, resulting in high energy consumption on GPUs. To address this challenge, we focus on Coarse-Grained Reconfigurable Arrays (CGRAs) as an effective alternative that…

In non-linear filtering, it is traditional to compare non-linear architectures such as neural networks to the standard linear Kalman Filter (KF). We observe that this mixes the evaluation of two separate components: the non-linear…

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

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…

In the High-Luminosity Large Hadron Collider (HL-LHC), one of the most challenging computational problems is expected to be finding and fitting charged-particle tracks during event reconstruction. The methods currently in use at the LHC are…

This paper investigates the distributed Kalman filtering (DKF) from distributed optimization viewpoint. Motivated by the fact that Kalman filtering is a maximum a posteriori estimation (MAP) problem, which is a quadratic optimization…

Robustness and adaptivity are two competing objectives in Kalman filters (KF). Robustness involves temporarily inflating prior estimates of noise covariances, while adaptivity updates prior beliefs by exploiting measurements. In practical…

In this article, we present a structured Kalman filter associated with the transformation matrix for observable Kalman canonical decomposition from conventional Kalman filter (CKF) in order to generate a more accurate time scale. The…

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…

One of the most computationally challenging problems expected for the High-Luminosity Large Hadron Collider (HL-LHC) is determining the trajectory of charged particles during event reconstruction. Algorithms used at the LHC today rely on…

In this paper, we consider the task of designing a Kalman Filter (KF) for an unknown and partially observed autonomous linear time invariant system driven by process and sensor noise. To do so, we propose studying the following two step…

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

Recently channel state information (CSI) measurements from commercial multi input multi output (MIMO) WiFi systems have been ubiquitously used for different wireless sensing applications. However, the phase of the CSI realizations is…

This paper addresses the numerical aspects of adaptive filtering (AF) techniques for simultaneous state and parameters estimation arising in the design of dynamic positioning systems in many areas of research. The AF schemes consist of a…

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…