Related papers: A Code for Unscented Kalman Filtering on Manifolds…

The widely-used Extended Kalman Filter (EKF) provides a straightforward recipe to estimate the mean and covariance of the state given all past measurements in a causal and recursive fashion. For a wide variety of applications, the EKF is…

To achieve robust and accurate state estimation for robot navigation, we propose a novel Visual Inertial Odometry(VIO) algorithm with line features upon the theory of invariant Kalman filtering and Cubature Kalman Filter (CKF). In contrast…

This paper deals with the Tobit Kalman filtering (TKF) process when the one-dimensional measurements are censored and the noises of the state-space model are coloured. Two improvements of the standard TKF process are proposed. Firstly, the…

Accurate state estimation of nonlinear dynamical systems is fundamental to modern aerospace operations across air, sea, and space domains. Online tracking of adversarial unmanned aerial vehicles (UAVs) is especially challenging due to agile…

Kalman-type filtering techniques including cubature Kalman filter (CKF) does not work well in non-Gaussian environments, especially in the presence of outliers. To solve this problem, Huber's M-estimation based robust CKF (RCKF) is proposed…

This paper presents a novel methodology to auto-tune an Unscented Kalman Filter (UKF). It involves using a Two-Stage Bayesian Optimisation (TSBO), based on a t-Student Process to optimise the process noise parameters of a UKF for vehicle…

This letter investigates relationships between iterated filtering algorithms based on statistical linearization, such as the iterated unscented Kalman filter (IUKF), and filtering algorithms based on quasi-Newton (QN) methods, such as the…

In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman…

In this paper we present a method for updating robotic state belief through contact with uncertain surfaces and apply this update to a Kalman filter for more accurate state estimation. Examining how guard surface uncertainty affects the…

This paper introduces a geometric Quaternion-based Unscented Particle Filter for Visual-Inertial Navigation (QUPF-VIN) specifically designed for a vehicle operating with six degrees of freedom (6 DoF). The proposed QUPF-VIN technique is…

Kalman filters provide a straightforward and interpretable means to estimate hidden or latent variables, and have found numerous applications in control, robotics, signal processing, and machine learning. One such application is neural…

Test-time scaling strategies have effectively leveraged inference-time compute to enhance the reasoning abilities of Autoregressive Large Language Models. In this work, we demonstrate that Masked Diffusion Language Models (MDLMs) are…

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

In GNSS-denied underwater environments, individual unmanned underwater vehicles (UUVs) suffer from unbounded dead-reckoning drift, making collaborative navigation crucial for accurate state estimation. However, the severe communication…

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets…

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

A robust desensitized cubature Kalman filtering (DCKF) for nonlinear systems with uncertain parameter is proposed. Sensitivity matrices are defined as the integral form, and desensitized cost function is designed by penalizing the posterior…

This work extends a previous study that introduced an algorithm for state estimation on manifolds within the framework of the Kalman filter. Its objective is to address the limitations of the earlier approach. The reversible Kalman filter…

This paper proposes a equivariant filtering (EqF) framework for the inertial-integrated state estimation problem. As the kinematic system of the inertial-integrated navigation can be naturally modeling on the matrix Lie group $SE_2(3)$, the…