Related papers: Unscented Kalman filter (UKF) based nonlinear para…
Surface roughness influences turbulent boundary layers (TBLs) primarily through the roughness function $\Delta U^+$ and the equivalent sand-grain roughness height \(k_s\). Direct determination of \(k_s\) typically requires detailed velocity…
The minimum error entropy (MEE) has been extensively used in unscented Kalman filter (UKF) to handle impulsive noises or abnormal measurement data in non-Gaussian systems. However, the MEE-UKF has poor numerical stability due to the inverse…
State estimation in control and systems engineering traditionally requires extensive manual system identification or data-collection effort. However, transformer-based foundation models in other domains have reduced data requirements by…
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…
Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…
This paper describes a novel tracking filter, designed primarily for use in collision avoidance systems on autonomous surface vehicles (ASVs). The proposed methodology leverages real-time kinematic information broadcast via the Automatic…
The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…
Patient-specific modeling of cardiovascular flows with high-fidelity is challenging due to its dependence on accurately estimated velocity boundary profiles, which are essential for precise simulations and directly influence wall shear…
In this work, we present an aided inertial navigation system for an autonomous underwater vehicle (AUV) using an unscented Kalman filter on manifolds (UKF-M). The inertial navigation estimate is aided by a Doppler velocity log (DVL), depth…
Bayesian calibration is widely used for inverse analysis and uncertainty analysis for complex systems in the presence of both computer models and observation data. In the present work, we focus on large-scale fluid-structure interaction…
With the rapid development of industrial automation and smart manufacturing, the control of flexible structures and underactuated systems has become a critical research focus. Residual vibrations in these systems not only degrade…
Orientation estimation for 3D objects is a common problem that is usually tackled with traditional nonlinear filtering techniques such as the extended Kalman filter (EKF) or the unscented Kalman filter (UKF). Most of these techniques assume…
The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…
The Extended Kalman Filter (EKF) is a well established technique for position and velocity estimation. However, the performance of the EKF degrades considerably in highly non-linear system applications as it requires local linearisation in…
Unscented Kalman Filters (UKFs) have become popular in the research community. Most UKFs work only with Euclidean systems, but in many scenarios it is advantageous to consider systems with state-variables taking values on Riemannian…
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…
A physics-infused strategy relying on the Ensemble Kalman Filter (EnKF) is here used to augment the accuracy of a continuous Immersed Boundary Method (IBM). The latter is a classical penalty method accounting for the presence of the…
Modern autonomous navigation for unmanned ground vehicles relies on different estimators to fuse inertial sensors and GNSS measurements. However, the constant noise covariance matrices often struggle to account for dynamic real-world…
A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform (Julier et al., 2000; Julier and Uhlmann, 2004), which therefore will be called the ensemble unscented Kalman filter…
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…