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We consider the filtering problem with the partially observed Lorenz 96 model. Although the accuracy of the 3DVar filter in this problem has been established, the theoretical guarantee for the ensemble Kalman filter (EnKF) remains limited…

Numerical Analysis · Mathematics 2026-03-05 Kota Takeda

The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…

Systems and Control · Electrical Eng. & Systems 2025-07-02 Alan Yang , Stephen Boyd

Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…

Numerical Analysis · Mathematics 2022-04-06 Michael Herty , Elisa Iacomini , Giuseppe Visconti

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

Robotics · Computer Science 2026-01-29 Seokju Lee , Hyun-Bin Kim , Kyung-Soo Kim

In this paper, we investigate the convergence and consistency properties of an Invariant-Extended Kalman Filter (RI-EKF) based Simultaneous Localization and Mapping (SLAM) algorithm. Basic convergence properties of this algorithm are…

Robotics · Computer Science 2017-02-23 Teng Zhang , Kanzhi Wu , Jingwei Song , Shoudong Huang , Gamini Dissanayake

Navigation plays a vital role in the ability of autonomous surface and underwater platforms to complete their tasks. Most navigation systems apply a fusion between inertial sensors and other external sensors, such as global navigation…

Signal Processing · Electrical Eng. & Systems 2025-03-18 Yaakov Libero , Itzik Klein

Natural disasters, such as hurricanes and typhoons, pose significant challenges to public safety and infrastructure. While government agencies rely on multi million dollar UAV systems for storm data collection and disaster response, smaller…

Dynamical Systems · Mathematics 2025-09-17 Ahmed A. Elgohary , Benjamin Gwinnell , Josh Augustine

Many Inertial Navigation Systems (INS) use Global Navigation Satellite System (GNSS) position as the primary measurement to drive filter performance and bound error growth. However, commercial-grade GNSS receivers introduce unknown…

Robotics · Computer Science 2026-05-14 Giulio Delama , Martin Scheiber , Yixiao Ge , Tarek Hamel , Stephan Weiss , Robert Mahony

The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…

Optimization and Control · Mathematics 2019-10-11 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the…

Robotics · Computer Science 2024-07-03 Wenlu Yu , Jie Xu , Chengwei Zhao , Lijun Zhao , Thien-Minh Nguyen , Shenghai Yuan , Mingming Bai , Lihua Xie

Accurate estimation of the relative attitude and angular velocity between two rigid bodies is fundamental in aerospace applications such as spacecraft rendezvous and docking. In these scenarios, a chaser vehicle must determine the…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Gil Serrano , Bruno J. Guerreiro , Pedro Lourenço , Rita Cunha

Odometry estimation is crucial for every autonomous system requiring navigation in an unknown environment. In modern mobile robots, 3D LiDAR-inertial systems are often used for this task. By fusing LiDAR scans and IMU measurements, these…

In this paper, a self-calibration approach for eye-in-hand robots using SLAM is considered. The goal is to calibrate the positioning of a robotic arm, with a camera mounted on the end-effector automatically using a SLAM-based method like…

Invariant Extended Kalman Filter (IEKF) has been successfully applied in Visual-inertial Odometry (VIO) as an advanced achievement of Kalman filter, showing great potential in sensor fusion. In this paper, we propose partial IEKF (PIEKF),…

Robotics · Computer Science 2023-03-15 Tong Hua , Tao Li , Ling Pei

This paper contains a concise comparison of a number of nonlinear attitude filtering methods that have attracted attention in the robotics and aviation literature. With the help of previously published surveys and comparison studies, the…

Systems and Control · Computer Science 2015-02-16 M. Zamani , J. Trumpf , R. Mahony

State-of-the-art ensemble Kalman filtering (EnKF) algorithms require incorporating localization techniques to cope with the rank deficiency and the inherited spurious correlations in their error covariance matrices. Localization techniques…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Boujemaa Ait-El-Fquih , Ibrahim Hoteit

This paper revisits the problem of orientation estimation for rigid bodies through a novel framework based on scalar measurements. Unlike traditional vector-based methods, the proposed approach enables selective utilization of only the…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Hassan Alnahhal , Sifeddine Benahmed , Soulaimane Berkane , Tarel Hamel

We propose a new algorithm for an adaptive optics system control law which allows to reduce the computational burden in the case of an Extremely Large Telescope (ELT) and to deal with non-stationary behaviors of the turbulence. This…

Instrumentation and Methods for Astrophysics · Physics 2015-06-17 Morgan Gray , Cyril Petit , Sergey Rodionov , Laurent Bertino , Marc Bocquet , Thierry Fusco

This note presents a novel Bayesian attitude estimator with the matrix Fisher distribution on the special orthogonal group, which can smoothly accommodate both unit and non-unit vector measurements. The posterior attitude distribution is…

Systems and Control · Electrical Eng. & Systems 2025-04-11 Shijie Wang , Haichao Gui , Rui Zhong

Recent research in inverse cognition with cognitive radar has led to the development of inverse stochastic filters that are employed by the target to infer the information the cognitive radar may have learned. Prior works addressed this…

Optimization and Control · Mathematics 2024-04-22 Himali Singh , Kumar Vijay Mishra , Arpan Chattopadhyay