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The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

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

Due to the state trajectory-independent features of invariant Kalman filtering (InEKF), it has attracted widespread attention in the research community for its significantly improved state estimation accuracy and convergence under…

Robotics · Computer Science 2023-10-04 Xiaoyu Ye , Fujun Song , Zongyu Zhang , Rui Zhang , Qinghua Zeng

This study presents an innovative hybrid Visual-Inertial Odometry (VIO) method for Unmanned Aerial Vehicles (UAVs) that is resilient to environmental challenges and capable of dynamically assessing sensor reliability. Built upon a loosely…

Robotics · Computer Science 2025-12-22 Ufuk Asil , Efendi Nasibov

Event cameras are a promising candidate to enable high speed vision-based control due to their low sensor latency and high temporal resolution. However, purely event-based feedback has yet to be used in the control of drones. In this work,…

Robotics · Computer Science 2020-03-31 Rika Sugimoto Dimitrova , Mathias Gehrig , Dario Brescianini , Davide Scaramuzza

This paper presents a neural network-based Unscented Kalman Filter (UKF) to estimate and track the pose (i.e., position and orientation) of a known, noncooperative, tumbling target spacecraft in a close-proximity rendezvous scenario. The…

Robotics · Computer Science 2023-08-16 Tae Ha Park , Simone D'Amico

Because of physical assumptions and numerical approximations, low-order models are affected by uncertainties in the state and parameters, and by model biases. Model biases, also known as model errors or systematic errors, are difficult to…

Methodology · Statistics 2024-10-10 Andrea Nóvoa , Alberto Racca , Luca Magri

This article presents an up-to-date tutorial review of nonlinear Bayesian estimation. State estimation for nonlinear systems has been a challenge encountered in a wide range of engineering fields, attracting decades of research effort. To…

Systems and Control · Computer Science 2017-12-15 Huazhen Fang , Ning Tian , Yebin Wang , MengChu Zhou , Mulugeta A. Haile

To enhance accuracy of robot state estimation, active sensing (or perception-aware) methods seek trajectories that maximize the information gathered by the sensors. To this aim, one possibility is to seek trajectories that minimize the…

Robotics · Computer Science 2024-03-11 Jonas Benhamou , Silvère Bonnabel , Camille Chapdelaine

In this paper, the spacecraft attitude estimation problem has been investigated making use of the concept of matrix Lie group. Through formulation of the attitude and gyroscope bias as elements of SE(3), the corresponding extended Kalman…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Lubin Chang

We present the Koopman-Inspired Learned Observations Extended Kalman Filter (KILO-EKF), which combines a standard EKF prediction step with a correction step based on a Koopman-inspired measurement model learned from data. By lifting…

Robotics · Computer Science 2026-03-04 Zi Cong Guo , James R. Forbes , Timothy D. Barfoot

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

In this paper, we propose a novel data-driven approach for learning and control of quadrotor UAVs based on the Koopman operator and extended dynamic mode decomposition (EDMD). Building observables for EDMD based on conventional methods like…

Robotics · Computer Science 2024-01-12 Sriram S. K. S. Narayanan , Duvan Tellez-Castro , Sarang Sutavani , Umesh Vaidya

This paper addresses the localization problem. The extended Kalman filter (EKF) is employed to localize a unicycle-like mobile robot equipped with a laser range finder (LRF) sensor and an omni-directional camera. The LRF is used to scan the…

Robotics · Computer Science 2016-11-30 Tran Hiep Dinh , Manh Duong Phung , Thuan Hoang Tran , Quang Vinh Tran

In this paper, we revisit the inconsistency problem of EKF-based cooperative localization (CL) from the perspective of system decomposition. By transforming the linearized system used by the standard EKF into its Kalman observable canonical…

Robotics · Computer Science 2023-10-24 Ning Hao , Fenghua He , Chungeng Tian , Yu Yao , Weilong Xia

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…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

Applications of free-flying robots range from entertainment purposes to aerospace applications. The control algorithm for such systems requires accurate estimation of their states based on sensor feedback. The objective of this paper is to…

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…

Dynamical Systems · Mathematics 2025-11-07 Diego Olguín , Axel Osses , Héctor Ramírez

Advanced driver assistance systems are critically dependent on reliable and accurate information regarding a vehicles' driving state. For estimation of unknown quantities, model-based and learning-based methods exist, but both suffer from…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Jan-Hendrik Ewering , Zygimantas Ziaukas , Simon F. G. Ehlers , Thomas Seel

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…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Kai Sun , Jianhui Wang , Hui Liu