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Inertial Navigation Systems (INS) are algorithms that fuse inertial measurements of angular velocity and specific acceleration with supplementary sensors including GNSS and magnetometers to estimate the position, velocity and attitude, or…

Systems and Control · Electrical Eng. & Systems 2023-08-23 Pieter van Goor , Tarek Hamel , Robert Mahony

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

This paper develops a new nonlinear filter, called Moment-based Kalman Filter (MKF), using the exact moment propagation method. Existing state estimation methods use linearization techniques or sampling points to compute approximate values…

Robotics · Computer Science 2023-01-24 Yutaka Shimizu , Ashkan Jasour , Maani Ghaffari , Shinpei Kato

The ensemble Kalman filter is widely used in applications because, for high dimensional filtering problems, it has a robustness that is not shared for example by the particle filter; in particular it does not suffer from weight collapse.…

Optimization and Control · Mathematics 2024-08-29 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

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…

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

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…

Signal Processing · Electrical Eng. & Systems 2023-09-19 Boyu Tian , Haiquan Zhao

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

Robotics · Computer Science 2022-02-10 Fahira Afzal Maken , Fabio Ramos , Lionel Ott

Spaceborne gravity gradients are proposed in this paper to provide autonomous orbit determination capabilities for near Earth satellites. The gravity gradients contain useful position information which can be extracted by matching the…

Instrumentation and Methods for Astrophysics · Physics 2017-01-13 Xiucong Sun , Pei Chen , Christophe Macabiau , Chao Han

In literature, Extended Object Tracking (EOT) algorithms developed for autonomous driving predominantly provide obstacles state estimation in cartesian coordinates in the Vehicle Reference Frame. However, in many scenarios, state…

The kinematics of many control systems, especially in the robotics field, naturally live on smooth manifolds. Most classical state-estimation algorithms, including the extended Kalman filter, are posed on Euclidean space. Although any…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Yixiao Ge , Pieter van Goor , Robert Mahony

We consider the problem of observer design for a nonholonomic car (more generally a wheeled robot) equipped with wheel speeds with unknown wheel radius, and whose position is measured via a GNSS antenna placed at an unknown position in the…

Robotics · Computer Science 2024-09-12 Paul Chauchat , Silvère Bonnabel , Axel Barrau

In counter-adversarial systems, to infer the strategy of an intelligent adversarial agent, the defender agent needs to cognitively sense the information that the adversary has gathered about the latter. Prior works on the problem employ…

Optimization and Control · Mathematics 2023-03-27 Himali Singh , Kumar Vijay Mishra , Arpan Chattopadhyay

Drift-free localization is essential for autonomous vehicles. In this paper, we address the problem by proposing a filter-based framework, which integrates the visual-inertial odometry and the measurements of the features in the pre-built…

Robotics · Computer Science 2022-04-27 Zhuqing Zhang , Yanmei Jiao , Shoudong Huang , Yue Wang , Rong Xiong

We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…

Statistics Theory · Mathematics 2026-05-27 Hans Reimann , Sebastian Reich

Controlled interacting particle systems such as the ensemble Kalman filter (EnKF) and the feedback particle filter (FPF) are numerical algorithms to approximate the solution of the nonlinear filtering problem in continuous time. The…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Amirhossein Taghvaei , Prashant G. Mehta

Equivariance is a common and natural property of many nonlinear control systems, especially those associated with models of mechatronic and navigation systems. Such systems admit a symmetry, associated with the equivariance, that provides…

Systems and Control · Electrical Eng. & Systems 2022-05-09 Robert Mahony , Pieter van Goor , Tarek Hamel

Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…

Geophysics · Physics 2024-10-21 Yohei Sawada

In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…

Optimization and Control · Mathematics 2018-02-09 Ligang Sun , Hamza Alkhatib , Boris Kargoll , Vladik Kreinovich , Ingo Neumann

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

We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…

Systems and Control · Electrical Eng. & Systems 2021-02-18 Damián Marelli , Tianju Sui , Minyue Fu
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