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The Kalman Filter (KF) is a powerful mathematical tool widely used for state estimation in various domains, including Simultaneous Localization and Mapping (SLAM). This paper presents an in-depth introduction to the Kalman Filter and…

Robotics · Computer Science 2024-07-01 Gyubeom Im

Operating an active distribution network (ADN) in the absence of enough measurements, the presence of distributed energy resources, and poor knowledge of responsive demand behaviour is a huge challenge. This paper introduces systematic…

Systems and Control · Electrical Eng. & Systems 2023-10-24 Malek Alduhaymi , Ravindra Singh , Firdous Ul Nazir , Bikash C. Pal

Dynamic state estimation (DSE) is vital in modern power systems with numerous inverter-based distributed energy resources including solar and wind, ensuring real-time accuracy for tracking system variables and optimizing grid stability.…

Systems and Control · Electrical Eng. & Systems 2024-06-17 Elham Jamalinia , Zhongtian Zhang , Javad Khazaei , Rick S. Blum

Discriminative correlation filters (DCF) and siamese networks have achieved promising performance on visual tracking tasks thanks to their superior computational efficiency and reliable similarity metric learning, respectively. However, how…

Computer Vision and Pattern Recognition · Computer Science 2021-03-22 Xizhe Xue , Ying Li , Xiaoyue Yin , Qiang Shen

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

Robotics · Computer Science 2023-08-22 Xiao Liu , Geoffrey Clark , Joseph Campbell , Yifan Zhou , Heni Ben Amor

This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Milad Behvandi , Mohammad Azam Khosravi , Amir Abolfazl Suratgar

Combining the classical Kalman filter (KF) with a deep neural network (DNN) enables tracking in partially known state space (SS) models. A major limitation of current DNN-aided designs stems from the need to train them to filter data…

Signal Processing · Electrical Eng. & Systems 2024-01-10 Xiaoyong Ni , Guy Revach , Nir Shlezinger

This paper presents a novel approach to distributed pose estimation in the multi-agent system based on an invariant Kalman filter with covariance intersection. Our method models uncertainties using Lie algebra and applies object-level…

Systems and Control · Electrical Eng. & Systems 2024-09-13 Haoying Li , Xinghan Li , Shuaiting Huang , Chao yang , Junfeng Wu

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…

Methodology · Statistics 2025-09-18 Shouxia Wang , Hao-Xuan Sun , Song Xi Chen

The majority of data assimilation (DA) methods in the geosciences are based on Gaussian assumptions. While these assumptions facilitate efficient algorithms, they cause analysis biases and subsequent forecast degradations. Non-parametric,…

Methodology · Statistics 2025-05-12 Hristo G. Chipilski

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…

Machine Learning · Computer Science 2021-05-26 Zhuangwei Shi

Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a principled statistical framework for inferring the posterior distribution of the…

Machine Learning · Statistics 2022-12-01 Michael C. Burkhart

In this paper, we address a partition-based distributed state estimation problem for large-scale general nonlinear processes by proposing a Kalman-based approach. First, we formulate a linear full-information estimation design within a…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Xiaojie Li , Adrian Wing-Keung Law , Xunyuan Yin

This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint…

Machine Learning · Statistics 2026-04-06 Peng Sun , Ruoyu Wang , Xue Luo

A Data Assimilation (DA) strategy based on an ensemble Kalman filter (EnKF) is used to enhance the predictive capabilities of scale resolving numerical tools for the analysis of flows exhibiting cyclic behaviour. More precisely, an ensemble…

Fluid Dynamics · Physics 2025-03-20 Lucas Villanueva , Karine Truffin , Jacques Borée , Marcello Meldi

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

The traditional Kalman filter (KF) is widely applied in control systems, but it relies heavily on the accuracy of the system model and noise parameters, leading to potential performance degradation when facing inaccuracies. To address this…

Systems and Control · Electrical Eng. & Systems 2024-04-08 Jiaming Wang , Xinyu Geng , Jun Xu

Deep Learners (DLs) are the state-of-art predictive mechanism with applications in many fields requiring complex high dimensional data processing. Although conventional DLs get trained via gradient descent with back-propagation, Kalman…

Machine Learning · Statistics 2023-07-21 Ved Piyush , Yuchen Yan , Yuzhen Zhou , Yanbin Yin , Souparno Ghosh

Accurate state estimation of nonlinear dynamical systems is fundamental to modern aerospace operations across air, sea, and space domains. Online tracking of adversarial unmanned aerial vehicles (UAVs) is especially challenging due to agile…

Machine Learning · Computer Science 2026-05-01 Akhil Gupta , Erhan Guven

We propose a distributed cooperative positioning algorithm using the extended Kalman filter (EKF) based spatio-temporal data fusion (STDF) for a wireless network composed of sparsely distributed high-mobility nodes. Our algorithm first…

Networking and Internet Architecture · Computer Science 2023-08-02 Yue Cao , Shaoshi Yang , Xiao Ma , Zhiyong Feng
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