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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

Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…

Machine Learning · Statistics 2024-04-03 Chaitra Agrahar , William Poole , Simone Bianco , Hana El-Samad

Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…

Optimization and Control · Mathematics 2018-10-11 Wei Kang , Liang Xu

This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…

Computers and Society · Computer Science 2024-07-19 Parsa Veysi , Mohsen Adeli , Nayerosadat Peirov Naziri , Ehsan Adeli

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…

This paper introduces a framework for state estimation on a humanoid robot platform using only common proprioceptive sensors and knowledge of leg kinematics. The presented approach extends that detailed in [1] on a quadruped platform by…

Robotics · Computer Science 2014-12-11 Nicholas Rotella , Michael Bloesch , Ludovic Righetti , Stefan Schaal

We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…

Systems and Control · Electrical Eng. & Systems 2021-12-14 Ningyuan Wang , Daniel B. Forger

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Maxwell M. Varley , Timothy L. Molloy , Girish N. Nair

Goal: This paper presents an algorithm for accurately estimating pelvis, thigh, and shank kinematics during walking using only three wearable inertial sensors. Methods: The algorithm makes novel use of a constrained Kalman filter (CKF). The…

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…

Computer Vision and Pattern Recognition · Computer Science 2024-12-20 Momir Adžemović , Predrag Tadić , Andrija Petrović , Mladen Nikolić

Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…

Systems and Control · Computer Science 2015-06-11 Jannik Steinbring , Martin Pander , Uwe D. Hanebeck

This work addresses the critical lack of precision in state estimation in the Kalman filter for 3D multi-object tracking (MOT) and the ongoing challenge of selecting the appropriate motion model. Existing literature commonly relies on…

Computer Vision and Pattern Recognition · Computer Science 2025-05-13 Mohamed Nagy , Naoufel Werghi , Bilal Hassan , Jorge Dias , Majid Khonji

We examine the problem of time delay estimation, or temporal calibration, in the context of multisensor data fusion. Differences in processing intervals and other factors typically lead to a relative delay between measurement updates from…

Systems and Control · Electrical Eng. & Systems 2021-11-18 Jonathan Kelly , Christopher Grebe , Matthew Giamou

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

Robotics · Computer Science 2026-01-29 Seokju Lee , Hyun-Bin Kim , Kyung-Soo Kim

This letter explores covariance matching-based adaptive robust cubature Kalman filter (CMRACKF). In this method, the innovation sequence is used to determine the covariance matrix of measurement noise that can overcome the limitation of…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Mundla Narasimhappa , Sesham Srinu

The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…

Systems and Control · Electrical Eng. & Systems 2025-07-02 Alan Yang , Stephen Boyd

Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition…

Robotics · Computer Science 2020-12-23 Md Ashikuzzaman , Noushin Jafarpisheh , Sunil Rottoo , Pierre Brisson , Hassan Rivaz

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

We consider the distributed Kalman filtering problem for sensor networks where each node takes the measurement, communicates with its local neighbors, and updates its local estimate and estimation error covariance at the same frequency. In…

Optimization and Control · Mathematics 2014-10-03 Shaocheng Wang , Wei Ren , Zhongkui Li

Kalman filters are widely used for object tracking, where process and measurement noise are usually considered accurately known and constant. However, the exact known and constant assumptions do not always hold in practice. For example,…

Computer Vision and Pattern Recognition · Computer Science 2021-12-23 Chao Jiang , Zhiling Wang , Shuhang Tan , Huawei Liang