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In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

Providing a metric of uncertainty alongside a state estimate is often crucial when tracking a dynamical system. Classic state estimators, such as the Kalman filter (KF), provide a time-dependent uncertainty measure from knowledge of the…

Signal Processing · Electrical Eng. & Systems 2022-02-10 Itzik Klein , Guy Revach , Nir Shlezinger , Jonas E. Mehr , Ruud J. G. van Sloun , Yonina. C. Eldar

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

This paper presents an implementation and evaluation of a Distributed Kalman--Consensus Filter (DKCF) for Multi-Object Tracking (MOT) in mobile robot networks operating under partial observability and heterogeneous localization uncertainty.…

Robotics · Computer Science 2026-03-13 Niusha Khosravi , Rodrigo Ventura , Meysam Basiri

In this article, we present a structured Kalman filter associated with the transformation matrix for observable Kalman canonical decomposition from conventional Kalman filter (CKF) in order to generate a more accurate time scale. The…

Systems and Control · Electrical Eng. & Systems 2023-12-08 Yuyue Yan , Takahiro Kawaguchi , Yuichiro Yano , Yuko Hanado , Takayuki Ishizaki

This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust…

This paper presents a deep learning enhanced adaptive unscented Kalman filter (UKF) for predicting human arm motion in the context of manufacturing. Unlike previous network-based methods that solely rely on captured human motion data, which…

Robotics · Computer Science 2024-02-21 Wansong Liu , Sibo Tian , Boyi Hu , Xiao Liang , Minghui Zheng

The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…

Optimization and Control · Mathematics 2014-10-02 Gyorgy Hexner , Haim Weiss

This paper presents a novel adaptive fading cubature Kalman filter (AFCKF) based on double transitive factors. The developed adaptive algorithm is explained in two stages; stage (i) a single transitive factor is used to update the predicted…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Mundla Narasimhappa

For linear discrete state-space (LDSS) models, under certain conditions, the linear least mean squares filter estimate has a convenient recursive predictor/corrector format, aka the Kalman filter (KF). The aim of the paper is to introduce…

Signal Processing · Electrical Eng. & Systems 2017-11-07 Eric Chaumette , Francois Vincent

In this letter, we propose an Attention-Based Neural-Augmented Kalman Filter (AttenNKF) for state estimation in legged robots. Foot slip is a major source of estimation error: when slip occurs, kinematic measurements violate the no-slip…

Robotics · Computer Science 2026-05-05 Seokju Lee , Kyung-Soo Kim

The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…

Neural and Evolutionary Computing · Computer Science 2021-04-30 Beren Millidge , Alexander Tschantz , Anil Seth , Christopher Buckley

We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collaborative filtering, the CKF accounts for time evolution by…

Machine Learning · Statistics 2015-01-23 San Gultekin , John Paisley

The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While…

Robotics · Computer Science 2025-03-11 Nadav Cohen , Itzik Klein

We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…

Information Theory · Computer Science 2015-03-13 Ravi Teja Sukhavasi , Babak Hassibi

We consider the Kalman-filtering problem with multiple sensors which are connected through a communication network. If all measurements are delivered to one place called fusion center and processed together, we call the process centralized…

Optimization and Control · Mathematics 2019-03-29 Kunhee Ryu , Juhoon Back

We study the Continuous-Discrete Kalman Filter (CD-KF) for State-Space Models (SSMs) where continuous-time dynamics are observed via multiple sensors with discrete, irregularly timed measurements. Our focus extends to scenarios in which the…

Systems and Control · Electrical Eng. & Systems 2025-07-16 Mohamad Al Ahdab , John Leth , Zheng-Hua Tan

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

Robotics · Computer Science 2019-11-13 Ross Hartley , Maani Ghaffari , Ryan M. Eustice , Jessy W. Grizzle

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

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