Related papers: Invariant Extended Kalman Filtering Using Two Posi…
This paper presents DeepKalPose, a novel approach for enhancing temporal consistency in monocular vehicle pose estimation applied on video through a deep-learning-based Kalman Filter. By integrating a Bi-directional Kalman filter strategy…
This paper focuses on designing a consistent and efficient filter for map-based visual-inertial localization. First, we propose a new Lie group with its algebra, based on which a novel invariant extended Kalman filter (invariant EKF) is…
This brief technical note elaborates three well-known state estimators, which are used extensively in practice. These are the rather old-fashioned extended Kalman filter (EKF) and the recently-designed cubature Kalman filtering (CKF) and…
This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…
A filter for inertial-based odometry is a recursive method used to estimate the pose from measurements of ego-motion and relative pose. Currently, there is no known filter that guarantees the computation of a globally optimal solution for…
This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and…
The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While…
This paper proposes a equivariant filtering (EqF) framework for the inertial-integrated state estimation problem. As the kinematic system of the inertial-integrated navigation can be naturally modeling on the matrix Lie group $SE_2(3)$, the…
Ubiquitous positioning for pedestrian in adverse environment has served a long standing challenge. Despite dramatic progress made by Deep Learning, multi-sensor deep odometry systems yet pose a high computational cost and suffer from…
A new class of iterated linearization-based nonlinear filters, dubbed dynamically iterated filters, is presented. Contrary to regular iterated filters such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter…
Low-cost inertial measurement units (IMUs) are widely utilized in mobile robot localization due to their affordability and ease of integration. However, their complex, nonlinear, and time-varying noise characteristics often lead to…
Ensemble Kalman filter (EnKF) has been widely used in state estimation and parameter estimation for the dynamic system where observational data is obtained sequentially in time. To reduce uncertainty and accelerate posterior inference, a…
The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation…
This paper presents an algorithm that makes novel use of a Lie group representation of position and orientation alongside a constrained extended Kalman filter (CEKF) to accurately estimate pelvis, thigh, and shank kinematics during walking…
The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…
This work studies the state estimation problem of a stochastic nonlinear system with unknown sensor measurement losses. If the estimator knows the sensor measurement losses of a linear Gaussian system, the minimum variance estimate is…
The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemble of particles through a sample mean and covariance…
We present a practical implementation of the ensemble Kalman (EnKF) filter based on an iterative Sherman-Morrison formula. The new direct method exploits the special structure of the ensemble-estimated error covariance matrices in order to…
This paper presents an algorithm that makes novel use of distance measurements alongside a constrained Kalman filter to accurately estimate pelvis, thigh, and shank kinematics for both legs during walking and other body movements using only…
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…