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The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…
State estimation is a fundamental problem in control and signal processing, for which the Kalman Filter provides an optimal solution under linear dynamics, Gaussian noise, and known noise covariances. However, these assumptions often fail…
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…
Stochastic filters for on-line state estimation are a core technology for autonomous systems. The performance of such filters is one of the key limiting factors to a system's capability. Both asymptotic behavior (e.g.,~for regular…
Continuously tracking the movement of a fluid or a plume in the subsurface is a challenge that is often encountered in applications, such as tracking a plume of injected CO$_2$ or of a hazardous substance. Advances in monitoring techniques…
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…
This paper presents an estimation and control framework that enables the targeted reentry of a drag-modulated spacecraft in the presence of atmospheric density uncertainty. In particular, an extended Kalman filter (EKF) is used to estimate…
Parameter estimation in cognitive communications can be formulated as a multi-user estimation problem, which is solvable under maximum likelihood solution but involves high computational complexity. This paper presents a time-sharing and…
In this paper, we introduce a novel approach for ground plane normal estimation of wheeled vehicles. In practice, the ground plane is dynamically changed due to braking and unstable road surface. As a result, the vehicle pose, especially…
Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…
The filtering problem of causally estimating a desired signal from a related observation signal is investigated through the lens of regret optimization. Classical filter designs, such as $\mathcal H_2$ (Kalman) and $\mathcal H_\infty$,…
Transmission electron microscopes (TEMs) enable atomic-scale imaging but suffer from aberrations caused by lens imperfections and environmental conditions, reducing image quality. These aberrations can be compensated by adjusting…
There are several attitude estimation algorithms in existence, all of which use local coordinate representations for the group of rigid body orientations. All local coordinate representations of the group of orientations have associated…
We present the Koopman-Inspired Learned Observations Extended Kalman Filter (KILO-EKF), which combines a standard EKF prediction step with a correction step based on a Koopman-inspired measurement model learned from data. By lifting…
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…
This paper investigates the robot state estimation problem within a non-inertial environment. The proposed state estimation approach relaxes the common assumption of static ground in the system modeling. The process and measurement models…
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…
The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…
We present an Extended Kalman Filter framework for system identification and control of a stochastic high-dimensional epidemic model. The scale and severity of the COVID-19 emergency have highlighted the need for accurate forecasts of the…
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…