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This paper proposes two practical implementations of Four-Dimensional Variational (4D-Var) Ensemble Kalman Filter (4D-EnKF) methods for non-linear data assimilation. Our formulations' main idea is to avoid the intrinsic need for adjoint…
We study the ensemble Kalman filter (EnKF) algorithm for sequential data assimilation in a general situation, that is, for nonlinear forecast and measurement models with non-additive and non-Gaussian noises. Such applications traditionally…
Atrial fibrillation (AF) is a common cardiac arrhythmia characterised by disordered electrical activity in the atria. The standard treatment is catheter ablation, which is invasive and irreversible. Recent advances in computational…
Lightweight direct Time-of-Flight (dToF) sensors are ideal for 3D sensing on mobile devices. However, due to the manufacturing constraints of compact devices and the inherent physical principles of imaging, dToF depth maps are sparse and…
In this paper, a new nonlinear filter based on sparse-grid quadrature method has been proposed. The proposed filter is named as adaptive sparse-grid Gauss-Hermite filter (ASGHF). Ordinary sparse-grid technique treats all the dimensions…
This paper presents an extension of the DRIFT invariant state estimation framework, enabling robust fusion of GPS and IMU data for accurate pose and heading estimation. Originally developed for testing and usage on a marine autonomous…
Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…
Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA)…
An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by…
The cubature Kalman filter (CKF), while theoretically rigorous for nonlinear estimation, often suffers performance degradation due to model-environment mismatches in practice. To address this limitation, we propose CKFNet-a hybrid…
Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…
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…
Two nonlinear stochastic complimentary filters are developed on SO(3). They guarantee that errors in the Rodriguez vector and estimates are semi-globally uniformly ultimately bounded in mean square, and they converge to a small neighborhood…
In recent years, vision-aided inertial odometry for state estimation has matured significantly. However, we still encounter challenges in terms of improving the computational efficiency and robustness of the underlying algorithms for…
SfM (Structure from Motion) has been extensively used for UAV (Unmanned Aerial Vehicle) image orientation. Its efficiency is directly influenced by feature matching. Although image retrieval has been extensively used for match pair…
This paper builds on our Uncertainty-Guided Live Measurement Sequencing (UGLMS) method. UGLMS is a closed-loop test strategy that adaptively selects SAR ADC code edges based on model uncertainty and refines a behavioral mismatch model in…
The collaboration of unmanned aerial vehicles (UAVs) has become a popular research topic for its practicability in multiple scenarios. The collaboration of multiple UAVs, which is also known as aerial swarm is a highly complex system, which…
Many estimation problems in aerospace navigation and robotics involve measurements that depend on prior states. A prominent example is odometry, which measures the relative change between states over time. Accurately handling these…
Localization and tracking of a mobile node (MN) in non-line-of-sight (NLOS) scenarios, based on time of arrival (TOA) measurements, is considered in this work. To this end, we develop a constrained form of square root unscented Kalman…
This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the…