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This paper presents an integrated model-learning predictive control scheme for spacecraft orbit-attitude station-keeping in the vicinity of asteroids. The orbiting probe relies on optical and laser navigation while attitude measurements are…

The Kalman filter (KF) and the extended Kalman filter (EKF) are well established techniques for state estimation. However, the choice of the filter tuning parameters still poses a major challenge for the engineers [1]. In the present work,…

This paper compares the performance of adaptive and robust Kalman filter algorithms in improving wheel-inertial odometry on low featured rough terrain. Approaches include classical adaptive and robust methods as well as variational methods,…

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…

We consider the problem of robust estimation involving filtering and smoothing for nonlinear state space models which are disturbed by heavy-tailed impulsive noises. To deal with heavy-tailed noises and improve the robustness of the…

To obtain the accurate transient states of the big scale natural gas pipeline networks under the bad data and non-zero mean noises conditions, a robust Kalman filter-based dynamic state estimation method is proposed using the linearized gas…

The Kalman filter and its extensions are used in a vast number of aerospace and navigation applications for nonlinear state estimation of time series. In the literature, different approaches have been proposed to exploit the structure of…

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

This paper proposes a robust disturbance observer framework for maritime autonomous surface vessels considering model and measurement uncertainties. The core contribution lies in a nonlinear disturbance observer, reconstructing the forces…

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

Traditional tracking-by-detection systems typically employ Kalman filters (KF) for state estimation. However, the KF requires domain-specific design choices and it is ill-suited to handling non-linear motion patterns. To address these…

This paper proposes a data-driven framework to learn a finite-dimensional approximation of a Koopman operator for approximating the state evolution of a dynamical system under noisy observations. To this end, our proposed solution has two…

We present a single-channel phase-sensitive speech enhancement algorithm that is based on modulation-domain Kalman filtering and on tracking the speech phase using circular statistics. With Kalman filtering, using that speech and noise are…

Stabilization, disturbance rejection, and control of optical beams and optical spots are ubiquitous problems that are crucial for the development of optical systems for ground and space telescopes, free-space optical communication…

This paper investigates waveform estimation (tracking) of the time-varying force in a two-level optomechanical system with backaction noise by Kalman filtering. It is assumed that the backaction and measurement noises are Gaussian and…

This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…

For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…

Structural identification and damage detection can be generalized as the simultaneous estimation of input forces, physical parameters, and dynamical states. Although Kalman-type filters are efficient tools to address this problem, the…

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

In this paper, a neural network-augmented algorithm for noise-robust online dereverberation with a Kalman filtering variant of the weighted prediction error (WPE) method is proposed. The filter stochastic variations are predicted by a deep…