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Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes approximation of the posterior distribution of models that…

Systems and Control · Computer Science 2015-06-30 Henri Nurminen , Tohid Ardeshiri , Robert Piché , Fredrik Gustafsson

Popular (ensemble) Kalman filter data assimilation (DA) approaches assume that the errors in both the a priori estimate of the state and those in the observations are Gaussian. For constrained variables, e.g. sea ice concentration or…

Machine Learning · Computer Science 2025-02-19 Ivo Pasmans , Yumeng Chen , Tobias Sebastian Finn , Marc Bocquet , Alberto Carrassi

Leakage in water systems results in significant daily water losses, degrading service quality, increasing costs, and aggravating environmental problems. Most leak localization methods rely solely on pressure data, missing valuable…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Luis Romero-Ben , Paul Irofti , Florin Stoican , Vicenç Puig

This paper proposes a novel vehicle sideslip angle estimator, which uses the physical knowledge from an Unscented Kalman Filter (UKF) based on a non-linear single-track vehicle model to enhance the estimation accuracy of a Convolutional…

Systems and Control · Electrical Eng. & Systems 2023-03-10 Alberto Bertipaglia , Mohsen Alirezaei , Riender Happee , Barys Shyrokau

A pose estimation technique based on error-state extended Kalman that fuses angular rates, accelerations, and relative range measurements is presented in this paper. An unconstrained dynamic model with kinematic coupling for a…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Deep Parikh , Manoranjan Majji

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

The information transmission between nodes in a wireless sensor networks (WSNs) often causes packet loss due to denial-of-service (DoS) attack, energy limitations, and environmental factors, and the information that is successfully…

Signal Processing · Electrical Eng. & Systems 2023-07-10 Jiacheng He , Bei Peng , Zhenyu Feng , Xuemei Mao , Song Gao , Gang Wang

One of the main issues for underwater robots navigation is their accurate positioning, which heavily depends on the orientation estimation phase. The systems employed to this scope are affected by different noise typologies, mainly related…

Robotics · Computer Science 2025-02-20 Paolo Russo , Fabiana Di Ciaccio , Salvatore Troisi

In this paper, a distributed Kalman filtering (DKF) algorithm is proposed based on a diffusion strategy, which is used to track an unknown signal process in sensor networks cooperatively. Unlike the centralized algorithms, no fusion center…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Siyu Xie , Die Gan , Zhixin Liu

Dynamic Vision Sensor (DVS) can asynchronously output the events reflecting apparent motion of objects with microsecond resolution, and shows great application potential in monitoring and other fields. However, the output event stream of…

Computer Vision and Pattern Recognition · Computer Science 2022-03-23 Jinze Chen , Yang Wang , Yang Cao , Feng Wu , Zheng-Jun Zha

The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…

Robotics · Computer Science 2022-05-30 Arno Solin , Rui Li , Andrea Pilzer

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

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…

Machine Learning · Computer Science 2026-05-01 Akhil Gupta , Erhan Guven

A robust observer for performing power system dynamic state estimation (DSE) of a synchronous generator is proposed. The observer is developed using the concept of $\mathcal{L}_{\infty}$ stability for uncertain, nonlinear dynamic generator…

Systems and Control · Electrical Eng. & Systems 2020-02-19 Sebastian Nugroho , Ahmad F. Taha , Junjian Qi

Today's power generation and distribution networks are quickly moving toward automated control and integration of renewable resources - a complex, integrated system termed the Smart Grid. A key component in planning and managing of Smart…

Signal Processing · Electrical Eng. & Systems 2020-01-01 Shervin Mehryar , Moe Z. Win

A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform (Julier et al., 2000; Julier and Uhlmann, 2004), which therefore will be called the ensemble unscented Kalman filter…

Atmospheric and Oceanic Physics · Physics 2009-11-30 X. Luo , I. M. Moroz

The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing,…

Information Theory · Computer Science 2013-01-22 Lukas Bolliger , Hans-Andrea Loeliger , Christian Vogel

Many filters have been proposed in recent decades for the nonlinear state estimation problem. The linearization-based extended Kalman filter (EKF) is widely applied to nonlinear industrial systems. As EKF is limited in accuracy and…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Chengling Fang , Jiang Liu , Songqing Ye , Ju Zhang

LiDAR is playing a more and more essential role in autonomous driving vehicles for objection detection, self localization and mapping. A single LiDAR frequently suffers from hardware failure (e.g., temporary loss of connection) due to the…

Robotics · Computer Science 2020-07-06 Jiarong Lin , Xiyuan Liu , Fu Zhang

The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates this mean-field model with an ensemble of interacting…

Machine Learning · Statistics 2025-12-25 Eviatar Bach , Ricardo Baptista , Edoardo Calvello , Bohan Chen , Andrew Stuart