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The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

Atmospheric and Oceanic Physics · Physics 2018-10-17 Pavel Sakov , Jean-Matthieu Haussaire , Marc Bocquet

Attitude estimation for small, low-cost unmanned aerial vehicles is often achieved using a relatively simple complementary filter that combines onboard accelerometers, gyroscopes, and magnetometer sensing. This paper explores the limits of…

Optimization and Control · Mathematics 2016-02-26 Harris Teague

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter,…

Data Analysis, Statistics and Probability · Physics 2015-05-30 Ibrahim Hoteit , Xiaodong Luo , Dinh-Tuan Pham

Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…

Methodology · Statistics 2019-09-25 John T. Kent , Shambo Bhattacharjee , Weston R. Faber , Islam I. Hussein

Recent research in nonlinear filtering and signal processing has suggested an efficient derivative-free Extended Kalman filter (EKF) designed for discrete-time stochastic systems. Such approach, however, has failed to address the estimation…

Optimization and Control · Mathematics 2024-02-20 Maria V. Kulikova , Gennady Yu. Kulikov

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Shida Jiang , Jaewoong Lee , Shengyu Tao , Scott Moura

Understanding human motion is of critical importance for health monitoring and control of assistive robots, yet many human kinematic variables cannot be directly or accurately measured by wearable sensors. In recent years, invariant…

Robotics · Computer Science 2025-08-05 Zenan Zhu , Seyed Mostafa Rezayat Sorkhabadi , Yan Gu , Wenlong Zhang

Autonomous Underwater Vehicles (AUVs) and Remotely Operated Vehicles (ROVs) are used for a wide variety of missions related to exploration and scientific research. Successful navigation by these systems requires a good localization system.…

Orientation estimation for 3D objects is a common problem that is usually tackled with traditional nonlinear filtering techniques such as the extended Kalman filter (EKF) or the unscented Kalman filter (UKF). Most of these techniques assume…

Systems and Control · Computer Science 2016-08-19 Igor Gilitschenski , Gerhard Kurz , Simon J. Julier , Uwe D. Hanebeck

Inertial motion capture systems widely use low-cost IMUs to obtain the orientation of human body segments, but these sensors alone are unable to estimate link positions. Therefore, this research used a SLAM method in conjunction with…

Robotics · Computer Science 2024-02-16 Mohammad Mahdi Azarbeik , Hamidreza Razavi , Kaveh Merat , Hassan Salarieh

In this paper, a distributed dual-quaternion multiplicative extended Kalman filter for the estimation of poses and velocities of individual satellites in a fleet of spacecraft is analyzed. The proposed algorithm uses both absolute and…

Optimization and Control · Mathematics 2024-12-02 Mathias Hudoba de Badyn , Jonas Binz , Andrea Iannelli , Roy S. Smith

This paper addresses the issues of unmanned aerial vehicle (UAV) indoor navigation, specifically in areas where GPS and magnetometer sensor measurements are unavailable or unreliable. The proposed solution is to use an error state extended…

Robotics · Computer Science 2021-09-13 Lovro Markovic , Marin Kovac , Robert Milijas , Marko Car , Stjepan Bogdan

Attitude and Heading Reference Systems (AHRSs) are broadly applied wherever reliable orientation and motion sensing is required. In this paper, we present an improved Cubature Kalman Filter (CKF) with lower computational cost while…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Shunsei Yamagishi , Lei Jing

Application of two new UKF based estimation techniques with reduced processing time in re-entry vehicle position and velocity estimation problem using ground-based range and elevation measurements is presented. The first method is called…

Systems and Control · Computer Science 2016-11-30 Sanat Biswas , Li Qiao , Andrew Dempster

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

Machine Learning · Statistics 2016-08-31 Michael C. Burkhart , David M. Brandman , Carlos E. Vargas-Irwin , Matthew T. Harrison

This paper introduces a Gaussian Bayesian Network-based Extended Kalman Filter (GBN-EKF) for non-linear state estimators on stiff and ill-conditioned continuous-discrete stochastic systems, with a further analysis on systems with…

Optimization and Control · Mathematics 2025-11-05 Priyank Behera , C. Robert Kenley

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

One of the core advantages of SE2(3) Lie group framework for navigation modeling lies in the autonomy of error propagation. In the previous paper, the theoretical analysis of autonomy property of navigation model in inertial, earth and…

Robotics · Computer Science 2026-01-27 Maosong Wang , Jiarui Cui , Wenqi Wu , Peiqi Li , Xianfei Pan

Extended Kalman Filter (EKF) has been a popular approach to localization a mobile robot. However, the performance of the EKF and the quality of the estimation depends on the correct a priori knowledge of process and measurement noise…

Other Computer Science · Computer Science 2010-04-20 Ramazan Havangi , Mohammad Ali Nekoui , Mohammad Teshnehlab
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