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Optically-levitated nanoparticles in vacuum offer a pristine platform for high-quality mechanical oscillators, enabling a wide range of precision measurements and quantum technologies. A key performance metric in such systems is the…

Quantum mechanical systems exhibit an inherently probabilistic nature upon measurement which excludes in principle the singular direct observability continual case. Quantum theory of time continuous measurements and quantum prediction…

Mathematical Physics · Physics 2007-05-23 V. P. Belavkin

In this paper, we present a UKF-PF based hybrid nonlinear filter for space object tracking. Estimating the state and its associated uncertainty, also known as filtering is paramount to the tracking process. The periodicity of the Keplerian…

Dynamical Systems · Mathematics 2014-09-30 Dilshad Raihan A. V. , Suman Chakravorty

We study the stationary and nonstationary measurement of a classical force driving a mechanical oscillator coupled to an electromagnetic cavity under two-tone driving. For this purpose, we develop a theoretical framework based on the…

Quantum Physics · Physics 2020-11-26 D. N. Bernal-García , H. Vinck-Posada , M. J. Woolley

The Heisenberg uncertainty principle sets a lower bound on the sensitivity of continuous optical measurements of force. This bound, the standard quantum limit, can only be reached when a mechanical oscillator subjected to the force is…

High-precision sensing of vectorial forces has broad impact on both fundamental research and technological applications such as the examination of vacuum fluctuations \cite{casimir09rmp} and the detection of surface roughness of…

Quantum Physics · Physics 2022-08-11 Xinxin Guo , Zhongcheng Yu , Fansu Wei , Shengjie Jin , Xuzong Chen , Xiaopeng Li , Xibo Zhang , Xiaoji Zhou

The extended Kalman filter is perhaps the most standard tool to estimate in real time the state of a dynamical system from noisy measurements of some function of the system, with extensive practical applications (such as position tracking…

Optimization and Control · Mathematics 2019-01-04 Yann Ollivier

In this paper, we present a novel optimization algorithm designed specifically for estimating state-space models to deal with heavy-tailed measurement noise and constraints. Our algorithm addresses two significant limitations found in…

Signal Processing · Electrical Eng. & Systems 2024-11-19 Yifan Yu , Shengjie Xiu , Daniel P. Palomar

Stochastic stability for centralized time-varying Kalman filtering over a wireles ssensor network with correlated fading channels is studied. On their route to the gateway, sensor packets, possibly aggregated with measurements from several…

Optimization and Control · Mathematics 2013-08-09 Daniel E. Quevedo , Anders Ahlen , Karl H. Johansson

An important part of system modeling is determining parameter values, particularly for biomolecular systems, where direct measurements of individual parameters are typically hard. While Extended Kalman Filters have been used for this…

Quantitative Methods · Quantitative Biology 2018-11-13 Abhishek Dey , Kushal Chakrabarti , Krishan Kumar Gola , Shaunak Sen

LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the…

Robotics · Computer Science 2024-07-03 Wenlu Yu , Jie Xu , Chengwei Zhao , Lijun Zhao , Thien-Minh Nguyen , Shenghai Yuan , Mingming Bai , Lihua Xie

This letter explores covariance matching-based adaptive robust cubature Kalman filter (CMRACKF). In this method, the innovation sequence is used to determine the covariance matrix of measurement noise that can overcome the limitation of…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Mundla Narasimhappa , Sesham Srinu

This work studies the state estimation problem of a stochastic nonlinear system with unknown sensor measurement losses. If the estimator knows the sensor measurement losses of a linear Gaussian system, the minimum variance estimate is…

Systems and Control · Computer Science 2020-05-11 Jiaqi Zhang , Keyou You , Lihua Xie

Nonlinear filtering problems are encountered in many applications, and one solution approach is the extended Kalman filter, which is not always convergent. Therefore, it is crucial to identify conditions under which the extended Kalman…

Probability · Mathematics 2026-03-24 Ibrahim Mbouandi Njiasse , Florent Ouabo Kamkumo , Ralf Wunderlich

We consider the problem of learning time-varying functions in a distributed fashion, where agents collect local information to collaboratively achieve a shared estimate. This task is particularly relevant in control applications, whenever…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Nicola Taddei , Riccardo Maggioni , Jaap Eising , Giulia De Pasquale , Florian Dorfler

In the field of sensor fusion and state estimation for object detection and localization, ensuring accurate tracking in dynamic environments poses significant challenges. Traditional methods like the Kalman Filter (KF) often fail when…

Robotics · Computer Science 2024-10-15 Khaled Gabr , Mohamed Abdelkader , Imen Jarraya , Abdullah AlMusalami , Anis Koubaa

We consider the downlink transmission in a single cell multiple-input multiple-output system, in which the user equipment correspond to a vehicle moving along a given trajectory. This system utilizes millimeter wave channels characterized…

Information Theory · Computer Science 2022-04-01 Zhicheng Ye , Julia Vinogradova , Gábor Fodor , Peter Hammarberg

The well-known Kalman filters model dynamical systems by relying on state-space representations with the next state updated, and its uncertainty controlled, by fresh information associated with newly observed system outputs. This paper…

Machine Learning · Computer Science 2023-06-21 Cesare Alippi , Daniele Zambon

In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we…

Systems and Control · Electrical Eng. & Systems 2024-04-17 Sven Goffin , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

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…

Systems and Control · Computer Science 2013-04-11 Greg Hager , Max Mintz
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