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

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High-fidelity patient-specific modeling of cardiovascular flows and hemodynamics is challenging. Direct blood flow measurement inside the body with in-vivo measurement modalities such as 4D flow magnetic resonance imaging (4D flow MRI)…

Fluid Dynamics · Physics 2021-06-11 Milad Habibi , Roshan M. D'Souza , Scott T. M. Dawson , Amirhossein Arzani

Data assimilation, defined as the fusion of data with preexisting knowledge, is particularly suited to elucidating underlying phenomena from noisy/insufficient observations. Although this approach has been widely used in diverse fields,…

Neurons and Cognition · Quantitative Biology 2017-08-18 Lara Escuain-Poole , Jordi Garcia-Ojalvo , Antonio J. Pons

Data assimilation has been applied to coastal hydrodynamic models to better estimate system states or parameters by incorporating observed data into the model. Kalman Filter (KF) is one of the most studied data assimilation methods whose…

Atmospheric and Oceanic Physics · Physics 2016-07-05 Milad Hooshyar , Stephen C. Medeiros , Dingbao Wang , Scott C. Hagen

An ensemble Kalman filter (EnKF)-based mixed model (EnKF-MM) is proposed for the subgrid-scale (SGS) closure in the large-eddy simulation (LES) of turbulence. The model coefficients are determined through the EnKF-based data assimilation…

Fluid Dynamics · Physics 2023-08-16 Yunpeng Wang , Zelong Yuan , Jianchun Wang

In applications such as free-space optical communication, a signal is often recovered after propagation through a turbulent medium. In this setting, it is common to assume that limited information is known about the turbulent medium, such…

Optics · Physics 2025-10-13 Anjali Nair , Qin Li , Samuel N. Stechmann

This paper addresses the problem of designing the {\it continuous-discrete} unscented Kalman filter (UKF) implementation methods. More precisely, the aim is to propose the MATLAB-based UKF algorithms for {\it accurate} and {\it robust}…

Numerical Analysis · Mathematics 2023-10-09 Maria Kulikova , Gennady Kulikov

This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…

Optimization and Control · Mathematics 2023-12-19 Feng Bao , Guannan Zhang , Zezhong Zhang

Velocity estimation is of great importance in autonomous racing. Still, existing solutions are characterized by limited accuracy, especially in the case of aggressive driving or poor generalization to unseen road conditions. To address…

Robotics · Computer Science 2024-08-29 Jan Węgrzynowski , Grzegorz Czechmanowski , Piotr Kicki , Krzysztof Walas

Accurate estimation of power system dynamics is very important for the enhancement of power system reliability, resilience, security, and stability of power system. With the increasing integration of inverter-based distributed energy…

Systems and Control · Electrical Eng. & Systems 2020-12-14 Narayan Bhusal , Mukesh Gautam

Accurate state estimation of large-scale lithium-ion battery packs is necessary for the advanced control of batteries, which could potentially increase their lifetime through e.g. reconfiguration. To tackle this problem, an enhanced…

Systems and Control · Computer Science 2017-09-25 Luis D. Couto , Michel Kinnaert

The sustainability of modern cities highly depends on efficient water distribution management, including effective pressure control and leak detection and localization. Accurate information about the network hydraulic state is therefore…

Systems and Control · Electrical Eng. & Systems 2025-10-29 Luis Romero-Ben , Paul Irofti , Florin Stoican , Vicenç Puig

Nowadays, experimental techniques allow scientists to have access to large amounts of data. In order to obtain reliable information from the complex systems which produce these data, appropriate analysis tools are needed}. The Kalman filter…

Neurons and Cognition · Quantitative Biology 2023-07-12 R. P. Aristides , A. J. Pons , H. A. Cerdeira , C. Masoller , G. Tirabass

A data-driven investigation of the flow around a high-rise building is performed combining heterogeneous experimental samples and RANS CFD. The coupling is performed using techniques based on the Ensemble Kalman Filter (EnKF), including…

Fluid Dynamics · Physics 2023-01-27 Lucas Villanueva , Miguel Martinez Valero , Anina Sarkic Glumac , Marcello Meldi

This paper proposes a simple, accurate and computationally efficient method to apply the ordinary unscented Kalman filter developed in Euclidean space to systems whose dynamics evolve on manifolds.We use the mathematical theory called…

Robotics · Computer Science 2022-12-01 Jae-Hyeon Park , Dong Eui Chang

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

Application of two new UKF based estimation techniques with reduced processing time in re-entry vehicle position and velocity estimation problem using ground-based range and elevation measurements is presented. The first method is called…

Systems and Control · Computer Science 2016-11-30 Sanat Biswas , Li Qiao , Andrew Dempster

We explore the potential of Data-Assimilation (DA) within the multi-scale framework of a shell model of turbulence, with a focus on the Ensemble Kalman Filter (EnKF). The central objective is to understand how measuring mesoscales (i.e.,…

Fluid Dynamics · Physics 2026-01-15 Francesco Fossella , Luca Biferale , Alberto Carrassi , Massimo Cencini , Vikrant Gupta

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

Conventional Kalman filtering (KF) approaches exhibit significant limitations in addressing nonlinear state estimation problems contaminated by non-Gaussian noise disturbances. To overcome these challenges, this work proposes a robust…

Signal Processing · Electrical Eng. & Systems 2026-05-25 Jinhui Hu , Haiquan Zhao , Yi Peng

This work introduces an on-the-fly (i.e., online) linear unmixing method which is able to sequentially analyze spectral data acquired on a spectrum-by-spectrum basis. After deriving a sequential counterpart of the conventional linear mixing…