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This paper presents preliminary work on computing upper bounds on the estimation error covariance in the framework of the extended Kalman filter. The approach taken is using quadratic constraints to bound the dynamic nonlinearities and use…

Optimization and Control · Mathematics 2024-10-14 Sze Kwan Cheah , Yingjie Hu

Simulation-based Dynamic Traffic Assignment models have important applications in real-time traffic management and control. The efficacy of these systems rests on the ability to generate accurate estimates and predictions of traffic states,…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Haizheng Zhang , Ravi Seshadri , A. Arun Prakash , Constantinos Antoniou , Francisco C. Pereira , Moshe Ben-Akiva

In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKF-GPS) is…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Kai Sun , Jianhui Wang , Hui Liu

The kinematics of many control systems, especially in the robotics field, naturally live on smooth manifolds. Most classical state-estimation algorithms, including the extended Kalman filter, are posed on Euclidean space. Although any…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Yixiao Ge , Pieter van Goor , Robert Mahony

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…

Methodology · Statistics 2025-09-18 Shouxia Wang , Hao-Xuan Sun , Song Xi Chen

This paper proposes a novel approach to improve the performance of the extended Kalman filter (EKF) for the problem of mobile robot localization. A fuzzy logic system is employed to continuous-ly adjust the noise covariance matrices of the…

Robotics · Computer Science 2021-05-07 Thi Thanh Van Nguyen , Manh Duong Phung , Thuan Hoang Tran , Quang Vinh Tran

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

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

Velocity estimation is of great importance in autonomous racing. Still, existing solutions are characterized by limited accuracy, especially in the case of aggressive driving or poor generalization to unseen road conditions. To address…

Robotics · Computer Science 2024-08-29 Jan Węgrzynowski , Grzegorz Czechmanowski , Piotr Kicki , Krzysztof Walas

Adequate therapeutic retinal laser irradiation needs to be adapted to the local absorption. This leads to time-consuming treatments as the laser power needs to be successively adjusted to avoid under- and overtreatment caused by too low or…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Viktoria Kleyman , Manuel Schaller , Mario Mordmuller , Mitsuru Wilson , Ralf Brinkmann , Karl Worthmann , Matthias A. Muller

The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…

Optimization and Control · Mathematics 2014-10-02 Gyorgy Hexner , Haim Weiss

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-14 Tuo Yang , Jiachen Qian , Zhisheng Duan , Zhiyong Sun

For the battery management system of electric vehicle, accurate estimation of the State of Charge of Lithium-ion battery can effectively avoid structural damage caused by overcharge or over discharge inside the battery. Considering that the…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Jierui Wang , Wentao Yu , Guoyang Cheng , Lin Chen

This paper concerns the problem of attitude determination and estimation. The early applications considered algebraic methods of attitude determination. Attitude determination algorithms were supplanted by the Gaussian attitude estimation…

Systems and Control · Electrical Eng. & Systems 2021-01-22 Hashim A Hashim

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

It is known that the conventional estimators such as extended Kalman filter (EKF) and unscented Kalman filter (UKF) may provide favorable performance; However, they may not guarantee the robustness against model uncertainty and cyber…

Systems and Control · Electrical Eng. & Systems 2025-03-28 Tohid Kargar Tasooji , Sakineh Khodadadi

The Kalman Filter is a widely used approach for the linear estimation of dynamical systems and is frequently employed within nuclear and particle physics experiments for the reconstruction of charged particle trajectories, known as tracks.…

Instrumentation and Detectors · Physics 2025-03-04 Xiaocong Ai , Heather M. Gray , Andreas Salzburger , Nicholas Styles

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.…

We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filtering problem. This…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Tian Zhao , Timothy L. Molloy

Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…

Systems and Control · Computer Science 2017-03-17 Ye Yuan , Ling Shi , Jun Liu , Zhiyong Chen , Hai-Tao Zhang , Jorge Goncalves