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Related papers: Unscented Kalman filter (UKF) based nonlinear para…

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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…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Amit Levy , Itzik Klein

The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed…

Machine Learning · Computer Science 2026-03-05 Kenan Majewski , Michał Modzelewski , Marcin Żugaj , Piotr Lichota

The unscented Kalman filter is an algorithm capable of handling nonlinear scenarios. Uncertainty in process noise covariance may decrease the filter estimation performance or even lead to its divergence. Therefore, it is important to adjust…

Robotics · Computer Science 2026-03-03 Amit Levy , Itzik Klein

We make modifications to the unscented Kalman filter (UKF) which bestow almost complete practical identifiability upon a lumped-parameter cardiovascular model with 10 parameters and 4 output observables - a highly non-linear, stiff problem…

Information Theory · Computer Science 2026-01-07 Alex Thornton , Ian Halliday , Harry Saxton , Xu Xu

Detailed dynamical systems' models used in the life sciences may include hundreds of state variables and many input parameters, often with physical meaning. Therefore, efficient and unique input parameter identification, from experimental…

Quantitative Methods · Quantitative Biology 2023-06-29 Harry Saxton , Xu Xu , Ian Halliday , Torsten Schenkel

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

Heterogeneous sensor setups may entail measurements recorded at varying sampling frequencies, commonly known as multi-rate data. For system identification and state estimation with such data, existing studies mostly focus on data fusion…

Other Statistics · Statistics 2025-09-25 Dhiraj Ghosh , Adrita Kundu , Suparno Mukhopadhyay

Dynamic operation of biological processes, such as anaerobic digestion (AD), requires reliable process monitoring to guarantee stable operating conditions at all times. Unscented Kalman filters (UKF) are an established tool for nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Simon Hellmann , Terrance Wilms , Stefan Streif , Sören Weinrich

Autonomous proximity operations, such as active debris removal and on-orbit servicing, require high-fidelity relative navigation solutions that remain robust in the presence of parametric uncertainty. Standard estimation frameworks…

Robotics · Computer Science 2026-03-31 Batu Candan , Simone Servadio

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…

Machine Learning · Computer Science 2025-08-08 Kumar Anurag , Kasra Azizi , Francesco Sorrentino , Wenbin Wan

In the realm of Cyber-Physical System (CPS), accurately identifying attacks without detailed knowledge of the system's parameters remains a major challenge. When it comes to Advanced Driver Assistance Systems (ADAS), identifying the…

Systems and Control · Electrical Eng. & Systems 2025-06-30 Shuhao Bian , Milad Farsi , Nasser L. Azad , Chris Hobbs

The unscented transformation (UT) is an efficient method to solve the state estimation problem for a non-linear dynamic system, utilizing a derivative-free higher-order approximation by approximating a Gaussian distribution rather than…

Machine Learning · Statistics 2016-08-29 Xi Liu , Badong Chen , Bin Xu , Zongze Wu , Paul Honeine

A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

Computational Engineering, Finance, and Science · Computer Science 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

Considering the problem of nonlinear and non-gaussian filtering of the graph signal, in this paper, a robust square root unscented Kalman filter based on graph signal processing is proposed. The algorithm uses a graph topology to generate…

Signal Processing · Electrical Eng. & Systems 2024-09-12 Jinhui Hu , Haiquan Zhao , Yi Peng

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

Most nonlinear filters used in spacecraft navigation are based on a linear approximation of the optimal minimum mean square error estimator. The Unscented Kalman Filter (UKF) handles nonlinear dynamics through a sigma-point transform, but…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Chiran Cherian , Simone Servadio

Many filters have been proposed in recent decades for the nonlinear state estimation problem. The linearization-based extended Kalman filter (EKF) is widely applied to nonlinear industrial systems. As EKF is limited in accuracy and…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Chengling Fang , Jiang Liu , Songqing Ye , Ju Zhang

This work presents a fast, uncertainty-aware sequential data assimilation framework for estimating key aerodynamic states (e.g., instantaneous vorticity fields and aerodynamic loads) during severe gust encounters, where vortex-gust…

Fluid Dynamics · Physics 2026-03-20 Hanieh Mousavi , Anya Jones , Jeff Eldredge

This paper develops the theoretical framework and the equations of a new robust Generalized Maximum-likelihood-type Unscented Kalman Filter (GM-UKF) that is able to suppress observation and innovation outliers while filtering out…

Statistics Theory · Mathematics 2020-06-02 Junbo Zhao , Lamine Mili

A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…

Fluid Dynamics · Physics 2017-02-22 Marcello Meldi , Alexandre Poux
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