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This paper introduces an advanced Quaternion-based Unscented Kalman Filter (QUKF) for real-time, robust estimation of system states and external wrenches in assistive aerial payload transportation systems that engage in direct physical…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Hussein Naser , Hashim A. Hashim , Mojtaba Ahmadi

A novel method for distributed estimation of the frequency of power systems is introduced based on the cooperation between multiple measurement nodes. The proposed distributed widely linear complex Kalman filter (D-ACKF) and the distributed…

Systems and Control · Computer Science 2014-10-03 Sithan Kanna , Dahir H. Dini , Yili Xia , Ron Hui , Danilo P. Mandic

Heterogeneous sensor setups may entail measurements recorded at varying sampling frequencies, commonly known as multi-rate data. For system identification and state estimation with such data, existing studies mostly focus on data fusion…

Other Statistics · Statistics 2025-09-25 Dhiraj Ghosh , Adrita Kundu , Suparno Mukhopadhyay

Most nonlinear filters used in spacecraft navigation are based on a linear approximation of the optimal minimum mean square error estimator. The Unscented Kalman Filter (UKF) handles nonlinear dynamics through a sigma-point transform, but…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Chiran Cherian , Simone Servadio

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…

Optimization and Control · Mathematics 2018-10-11 Wei Kang , Liang Xu

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

Varying power-infeed from converter-based generation units introduces great uncertainty on system parameters such as inertia and damping. As a consequence, system operators face increasing challenges in performing dynamic security…

Systems and Control · Electrical Eng. & Systems 2021-04-16 Jochen Stiasny , George S. Misyris , Spyros Chatzivasileiadis

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

This paper proposes a joint input and state dynamic estimation scheme for power networks in microgrids and active distribution systems with unknown inputs. The conventional dynamic state estimation of power networks in the transmission…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Bang L. H. Nguyen , Tuyen V. Vu , Joseph M. Guerrero , Mischael Steurer , Karl Schoder , Tuan Ngo

In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…

Facial landmark tracking plays a vital role in applications such as facial recognition, expression analysis, and medical diagnostics. In this paper, we consider the performance of the Extended Kalman Filter (EKF) and Unscented Kalman Filter…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Thoa Thieu , Roderick Melnik

Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering.…

Machine Learning · Statistics 2016-03-10 Sayed Pouria Talebi , Danilo P. Mandic

Many researchers are interested to use Extended Kalman Filter (EKF) for state estimation of complex nonlinear dynamics with uncertainties which modeled with white noises. On the other hand behavior of the chaotic systems in time domain…

Chaotic Dynamics · Physics 2012-11-20 Mozhgan Mombeini , Hamid Khaloozadeh

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…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…

Methodology · Statistics 2021-08-04 Maria Jahja , David C. Farrow , Roni Rosenfeld , Ryan J. Tibshirani

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

State estimation incorporates the feedback in optimization based advanced process control systems and is very important for the performance of model predictive control. We describe the extended Kalman filter, the unscented Kalman filter,…

Power systems are highly complex, large-scale engineering systems subject to many uncertainties, which makes accurate mathematical modeling challenging. This paper proposes a novel, centralized dynamic state estimator for power systems that…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Milos Katanic , John Lygeros , Gabriela Hug

This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…

Computers and Society · Computer Science 2024-07-19 Parsa Veysi , Mohsen Adeli , Nayerosadat Peirov Naziri , Ehsan Adeli

We make modifications to the unscented Kalman filter (UKF) which bestow almost complete practical identifiability upon a lumped-parameter cardiovascular model with 10 parameters and 4 output observables - a highly non-linear, stiff problem…

Information Theory · Computer Science 2026-01-07 Alex Thornton , Ian Halliday , Harry Saxton , Xu Xu