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Accurate modeling and prediction of complex physical systems often rely on data assimilation techniques to correct errors inherent in model simulations. Traditional methods like the Ensemble Kalman Filter (EnKF) and its variants as well as…

Machine Learning · Computer Science 2024-09-12 Phillip Si , Peng Chen

We propose the use of the Extended Kalman Filter (EKF) for online data assimilation and update of a dynamic model, preliminary identified through the Sparse Identification of Nonlinear Dynamics (SINDy). This data-driven technique may avoid…

Dynamical Systems · Mathematics 2024-11-08 Luca Rosafalco , Paolo Conti , Andrea Manzoni , Stefano Mariani , Attilio Frangi

The Ensemble Kalman Filter (EnKF) belongs to the class of iterative particle filtering methods and can be used for solving control--to--observable inverse problems. In this context, the EnKF is known as Ensemble Kalman Inversion (EKI). In…

Numerical Analysis · Mathematics 2022-02-17 Dieter Armbruster , Michael Herty , Giuseppe Visconti

Modern autonomous navigation for unmanned ground vehicles relies on different estimators to fuse inertial sensors and GNSS measurements. However, the constant noise covariance matrices often struggle to account for dynamic real-world…

Robotics · Computer Science 2026-03-26 Gal Versano , Itzik Klein

This work presents new results and understanding of the Ensemble Kalman filter (EnKF) for inverse problems. In particular, using a Lagrangian dual perspective we show that EnKF can be derived from the sample average approximation (SAA) of…

Numerical Analysis · Mathematics 2026-01-27 C G Krishnanunni , Jonathan Wittmer , Tan Bui-Thanh , Quoc P. Nguyen

The ensemble Kalman filter (EnKF) has become a standard methodology for state estimation in high-dimensional systems, yet its various stochastic and deterministic formulations often appear conceptually disconnected. In this paper, a unified…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Jin Won Kim

The minimum error entropy (MEE) has been extensively used in unscented Kalman filter (UKF) to handle impulsive noises or abnormal measurement data in non-Gaussian systems. However, the MEE-UKF has poor numerical stability due to the inverse…

Signal Processing · Electrical Eng. & Systems 2023-09-19 Boyu Tian , Haiquan Zhao

This work presents a centralized multi-IMU filter framework with online intrinsic and extrinsic calibration for unsynchronized inertial measurement units that is robust against changes in calibration parameters. The novel EKF-based method…

Robotics · Computer Science 2024-01-05 Jacob Hartzer , Srikanth Saripalli

Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…

Geophysics · Physics 2024-10-21 Yohei Sawada

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…

Robotics · Computer Science 2024-03-26 Zijian He , Sangli Teng , Tzu-Yuan Lin , Maani Ghaffari , Yan Gu

Autonomous proximity operations, such as active debris removal and on-orbit servicing, require high-fidelity relative navigation solutions that remain robust in the presence of parametric uncertainty. Standard estimation frameworks…

Robotics · Computer Science 2026-03-31 Batu Candan , Simone Servadio

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

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

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

Robotics · Computer Science 2023-08-22 Xiao Liu , Geoffrey Clark , Joseph Campbell , Yifan Zhou , Heni Ben Amor

In this letter, we propose an Attention-Based Neural-Augmented Kalman Filter (AttenNKF) for state estimation in legged robots. Foot slip is a major source of estimation error: when slip occurs, kinematic measurements violate the no-slip…

Robotics · Computer Science 2026-05-05 Seokju Lee , Kyung-Soo Kim

Inconsistency issue is one crucial challenge for the performance of extended Kalman filter (EKF) based methods for state estimation problems, which is mainly affected by the discrepancy of observability between the EKF model and the…

Robotics · Computer Science 2024-12-17 Yang Song , Liang Zhao , Shoudong Huang

This study introduces a novel methodology for controlling Quadrotor Unmanned Aerial Vehicles, focusing on Hierarchical Sliding Mode Control strategies and an Extended Kalman Filter. Initially, an EKF is proposed to enhance robustness in…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Van Chung Nguyen , Hung Manh La

Parameter estimation has a high importance in the geosciences. The ensemble Kalman filter (EnKF) allows parameter estimation for large, time-dependent systems. For large systems, the EnKF is applied using small ensembles, which may lead to…

Applications · Statistics 2021-08-05 Johannes Keller , Harrie-Jan Hendricks Franssen , Wolfgang Nowak

Drift-free localization is essential for autonomous vehicles. In this paper, we address the problem by proposing a filter-based framework, which integrates the visual-inertial odometry and the measurements of the features in the pre-built…

Robotics · Computer Science 2022-04-27 Zhuqing Zhang , Yanmei Jiao , Shoudong Huang , Yue Wang , Rong Xiong

The phase-field approach to brittle fracture provides a continuum framework for modeling crack initiation and propagation without explicit representation of discrete crack surfaces, provided the spatial discretization is fine enough to…

Computational Engineering, Finance, and Science · Computer Science 2026-03-11 Lucas Hermann , Ralf Jänicke , Knut Andreas Meyer , Ulrich Römer