Related papers: Equivariant Filtering Framework for Inertial-Integ…
Convolutional Neural Networks(CNN) are inherently equivariant under translations, however, they do not have an equivalent embedded mechanism to handle other transformations such as rotations and change in scale. Several approaches exist…
We introduce a computationally efficient variant of the model-based ensemble Kalman filter (EnKF). We propose two changes to the original formulation. First, we phrase the setup in terms of precision matrices instead of covariance matrices,…
The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman…
The acquisition of attitude, velocity, and position is an essential task in the field of inertial navigation, achieved by integrating the measurements from inertial sensors. Recently, the ultra-precision inertial navigation computation has…
The Ensemble Kalman Filter (EnKF) has achieved great successes in data assimilation in atmospheric and oceanic sciences, but its failure in convergence to the right filtering distribution precludes its use for uncertainty quantification. We…
This paper presents an LMI-based design framework for multirate steady-state Kalman filters in systems with sensors operating at different sampling rates. The multirate system is formulated as a periodic time-varying system, where the…
In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…
This paper is focused on the optimization approach to the solution of inverse problems. We introduce a stochastic dynamical system in which the parameter-to-data map is embedded, with the goal of employing techniques from nonlinear Kalman…
Data assimilation combines dynamical models with observations to improve state estimates. Ensemble filters sequentially assimilate observations by updating a set of samples over time, alternating between a forecast and an analysis step.…
Symmetry learning has proven to be an effective approach for extracting the hidden structure of data, with the concept of equivariance relation playing the central role. However, most of the current studies are built on architectural theory…
Kalman Filters (KF) are fundamental to real-time state estimation applications, including radar-based tracking systems used in modern driver assistance and safety technologies. In a linear dynamical system with Gaussian noise distributions…
This paper introduces a new invariant extended Kalman filter design that produces real-time state estimates and rapid error convergence for the estimation of the human body movement even in the presence of sensor misalignment and initial…
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…
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…
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…
A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…
We investigate the application of ensemble transform approaches to Bayesian inference of logistic regression problems. Our approach relies on appropriate extensions of the popular ensemble Kalman filter and the feedback particle filter to…
This work presents a novel target-free extrinsic calibration algorithm for a 3D Lidar and an IMU pair using an Extended Kalman Filter (EKF) which exploits the \textit{motion based calibration constraint} for state update. The steps include,…
Many navigation problems can be formulated as observer design on linear observed systems with a two-frame group structure, on which an invariant filter can be implemented with guaranteed consistency and stability. It's still unclear how…
Satellite dynamics and tracking remain important challenges in the context of space exploration and communication systems. Accurate state estimation is essential to maintain reliable orbital motion and system performance. This paper…