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The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-01 Dong Yang , Fei Jiang , Wei Wu , Xuefei Fang , Muyong Cao

The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike reweighting methods such as sequential Monte Carlo (SMC, i.e.…

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

Robotics · Computer Science 2017-01-05 T. T. Hoang , P. M. Duong , N. T. T. Van , D. A. Viet , T. Q. Vinh

This paper presents a neural network-based Unscented Kalman Filter (UKF) to estimate and track the pose (i.e., position and orientation) of a known, noncooperative, tumbling target spacecraft in a close-proximity rendezvous scenario. The…

Robotics · Computer Science 2023-08-16 Tae Ha Park , Simone D'Amico

Accurate estimation of power system dynamics is very important for the enhancement of power system reliability, resilience, security, and stability of power system. With the increasing integration of inverter-based distributed energy…

Systems and Control · Electrical Eng. & Systems 2020-12-14 Narayan Bhusal , Mukesh Gautam

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…

Applications of free-flying robots range from entertainment purposes to aerospace applications. The control algorithm for such systems requires accurate estimation of their states based on sensor feedback. The objective of this paper is to…

Dynamic operation of biological processes, such as anaerobic digestion (AD), requires reliable process monitoring to guarantee stable operating conditions at all times. Unscented Kalman filters (UKF) are an established tool for nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Simon Hellmann , Terrance Wilms , Stefan Streif , Sören Weinrich

The extended Kalman filter (EKF) is a common state estimation method for discrete nonlinear systems. It recursively executes the propagation step as time goes by and the update step when a set of measurements arrives. In the update step,…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Jianzhu Huai , Xiang Gao

In real-world applications the Perspective-n-Point (PnP) problem should generally be applied in a sequence of images which a set of drift-prone features are tracked over time. In this paper, we consider both the temporal dependency of…

Computer Vision and Pattern Recognition · Computer Science 2020-04-23 Mohammad Amin Mehralian , Mohsen Soryani

Heavy tails is a common feature of filtering distributions that results from the nonlinear dynamical and observation processes as well as the uncertainty from physical sensors. In these settings, the Kalman filter and its ensemble version -…

Computation · Statistics 2023-10-16 Mathieu Le Provost , Ricardo Baptista , Jeff D. Eldredge , Youssef Marzouk

This note is devoted to deriving the measurement update of the geometric extended Kalman filter using the multiplicative extended Kalman filtering approach, resulting in the attitude estimator referred as geometric multiplicative extended…

Robotics · Computer Science 2017-10-12 Lubin Chang

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

Attitude estimation is the process of computing the orientation angles of an object with respect to a fixed frame of reference. Gyroscope, accelerometer, and magnetometer are some of the fundamental sensors used in attitude estimation. The…

Systems and Control · Electrical Eng. & Systems 2021-07-09 Parag Narkhede , Shashi Poddar , Rahee Walambe , George Ghinea , Ketan Kotecha

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

In literature, Extended Object Tracking (EOT) algorithms developed for autonomous driving predominantly provide obstacles state estimation in cartesian coordinates in the Vehicle Reference Frame. However, in many scenarios, state…

Unmanned Aerial Vehicles in dynamic environments face telemetry outages, structural vibrations, and regime-dependent noise that invalidate the stationary covariance assumptions of classical Kalman filters. The Sage-Husa Kalman Filter (SHKF)…

Signal Processing · Electrical Eng. & Systems 2026-05-19 Kenan Majewski , Marcin Żugaj

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The classical formulation of the EKF is posed for nonlinear systems defined on global Euclidean spaces. The design…

Systems and Control · Electrical Eng. & Systems 2025-06-09 Yixiao Ge , Pieter van Goor , Robert Mahony

Pose estimation is important for robotic perception, path planning, etc. Robot poses can be modeled on matrix Lie groups and are usually estimated via filter-based methods. In this paper, we establish the closed-form formula for the error…

Robotics · Computer Science 2022-06-22 Xinghan Li , Haodong Jiang , Xingyu Chen , He Kong , Junfeng Wu

This paper proposes a novel combination of extended Kalman filtering (EKF) with the alternating direction method of multipliers (ADMM) for learning parametric nonlinear models online under non-smooth regularization terms, including l1 and…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Lapo Frascati , Alberto Bemporad
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