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We demonstrate that a Kalman filter applied to estimate the position of an optically levitated nanoparticle, and operated in real-time within a Field Programmable Gate Array (FPGA), is sufficient to perform closed-loop parametric feedback…

Quantum Physics · Physics 2018-04-16 Ashley Setter , Marko Toroš , Jason F. Ralph , Hendrik Ulbricht

In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…

Optimization and Control · Mathematics 2022-02-17 Sepideh Afshar , Fabian Germ , Kirsten A. Morris

Designing estimation algorithms for systems governed by partial differential equations (PDEs) such as fluid flows is challenging due to the high-dimensional and oftentimes nonlinear nature of the dynamics, as well as their dependence on…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Saviz Mowlavi , Mouhacine Benosman

The measure timetable plays a critical role for the accuracy of the estimator. This article deals with the optimization of the schedule of measures for observing a random process in time using a Kalman filter, when the length of the process…

Signal Processing · Electrical Eng. & Systems 2019-02-19 Alexandre Aksenov , Pierre-Olivier Amblard , Olivier Michel , Christian Jutten

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Methodology · Statistics 2007-10-24 Paul Fearnhead , Omiros Papaspiliopoulos , Gareth Roberts

In this paper, we propose an approach to address the problems with ambiguity in tuning the process and observation noises for a discrete-time linear Kalman filter. Conventional approaches to tuning (e.g. using normalized estimation error…

Systems and Control · Electrical Eng. & Systems 2021-08-25 Zhaozhong Chen , Christoffer Heckman , Simon Julier , Nisar Ahmed

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

Steer-by-Wire systems replace mechanical linkages, which provide benefits like weight reduction, design flexibility, and compatibility with autonomous driving. However, they are susceptible to high-frequency disturbances from unintentional…

Robotics · Computer Science 2025-12-30 Nikolai Beving , Jonas Marxen , Steffen Mueller , Johannes Betz

Fuel consumption of heavy-duty vehicles such as tractors, bulldozers etc. is comparably high due to their scope of operation. The operation settings are usually fixed and not tuned to the environmental factors, such as ground conditions.…

Systems and Control · Electrical Eng. & Systems 2021-04-26 Alexander Kobelski , Pavel Osinenko , Stefan Streif

Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in many cases. However, this filters only…

Methodology · Statistics 2012-07-19 Oliver Grothe

Online estimation of electromechanical oscillation parameters provides essential information to prevent system instability and blackout and helps to identify event categories and locations. We formulate the problem as a state space model…

Optimization and Control · Mathematics 2017-06-19 Zhe Yu , Di Shi , Zhiwei Wang , Qibing Zhang , Junhui Huang , Sen Pan

In a variety of problems, the number and state of multiple moving targets are unknown and are subject to be inferred from their measurements obtained by a sensor with limited sensing ability. This type of problems is raised in a variety of…

Machine Learning · Computer Science 2015-01-13 Haojun Li

We demonstrate optimal state estimation for a cavity optomechanical system through Kalman filtering. By taking into account nontrivial experimental noise sources, such as colored laser noise and spurious mechanical modes, we implement a…

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

Applications · Statistics 2021-05-19 Matti Raitoharju , Henri Nurminen , Demet Cilden-Guler , Simo Särkkä

A polynomial approximation of the minimum energy estimator, also called Mortensen observer, is discussed. The method relies on successive differentiations of an underlying value function and the Hamilton-Jacobi-Bellman equation,…

Optimization and Control · Mathematics 2026-04-29 Tobias Breiten , Justus Ramme , Jesper Schröder

This paper concerns Kalman filtering when the measurements of the process are censored. The censored measurements are addressed by the Tobit model of Type I and are one-dimensional with two censoring limits, while the (hidden) state vectors…

Signal Processing · Electrical Eng. & Systems 2020-02-21 Kostas Loumponias , George Tsaklidis

Green hydrogen, produced via water electrolysis using renewable energy, is seen as a cornerstone of the energy transition. Coupling of renewable power supplies to water electrolysis processes is, however, challenging, as explosive gas…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Lucas Cammann , Johannes Jäschke

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

We propose a probabilistic filtering method which fuses joint measurements with depth images to yield a precise, real-time estimate of the end-effector pose in the camera frame. This avoids the need for frame transformations when using it…

Robotics · Computer Science 2016-11-28 Cristina Garcia Cifuentes , Jan Issac , Manuel Wüthrich , Stefan Schaal , Jeannette Bohg