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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…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

Accurate estimation of power system dynamics is very important for the enhancement of power system reliability, resilience, security, and stability of power system. With the increasing integration of inverter-based distributed energy…

Systems and Control · Electrical Eng. & Systems 2020-12-14 Narayan Bhusal , Mukesh Gautam

Maintaining consistent uncertainty estimates in localization systems is crucial as the perceived uncertainty commonly affects high-level system components, such as control or decision processes. A method for constructing an…

Robotics · Computer Science 2024-08-20 Chuan Huang , Gustaf Hendeby , Isaac Skog

We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Siavash Farzan , Bennett Parisi

Rapid advances in designing cognitive and counter-adversarial systems have motivated the development of inverse Bayesian filters. In this setting, a cognitive 'adversary' tracks its target of interest via a stochastic framework such as a…

Optimization and Control · Mathematics 2024-05-02 Himali Singh , Kumar Vijay Mishra , Arpan Chattopadhyay

Accurate structural response prediction forms a main driver for structural health monitoring and control applications. This often requires the proposed model to adequately capture the underlying dynamics of complex structural systems. In…

Machine Learning · Computer Science 2023-07-04 Wei Liu , Zhilu Lai , Kiran Bacsa , Eleni Chatzi

Real-world applications of bipedal robot walking require accurate, real-time state estimation. State estimation for locomotion over dynamic rigid surfaces (DRS), such as elevators, ships, public transport vehicles, and aircraft, remains…

Robotics · Computer Science 2021-09-06 Yuan Gao , Yan Gu

Over the years data assimilation methods have been developed to obtain estimations of uncertain model parameters by taking into account a few observations of a model state. The most reliable methods of MCMC are computationally expensive.…

Applications · Statistics 2018-11-14 Sangeetika Ruchi , Svetlana Dubinkina

Fast pose estimation (PE) is of vital importance for successful mission performance of agile autonomous robots. Global Positioning Systems such as GPS and GNSS have been typically used in fusion with Inertial Navigation Systems (INS) for…

This paper addresses the localization problem. The extended Kalman filter (EKF) is employed to localize a unicycle-like mobile robot equipped with a laser range finder (LRF) sensor and an omni-directional camera. The LRF is used to scan the…

Robotics · Computer Science 2016-11-30 Tran Hiep Dinh , Manh Duong Phung , Thuan Hoang Tran , Quang Vinh Tran

This paper addresses the challenges in learning-based monocular positioning by proposing VKFPos, a novel approach that integrates Absolute Pose Regression (APR) and Relative Pose Regression (RPR) via an Extended Kalman Filter (EKF) within a…

Computer Vision and Pattern Recognition · Computer Science 2025-02-03 Jian-Yu Chen , Yi-Ru Chen , Yin-Qiao Chang , Che-Ming Li , Jann-Long Chern , Chih-Wei Huang

This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a…

Optimization and Control · Mathematics 2020-01-30 M. Schwenzer , G. Visconti , M. Ay , T. Bergs , M. Herty , D. Abel

A low-cost measurement system using filtering of measurements for two-wheeled balancing robot stabilisation purposes has been addressed in this paper. In particular, a measurement system based on gyroscope, accelerometer, and encoder has…

Robotics · Computer Science 2023-09-22 Krzysztof Laddach , Rafał Łangowski , Tomasz Zubowicz

Ensemble Kalman filter (EnKF) is an important data assimilation method for high dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only…

Probability · Mathematics 2018-04-04 Xin T. Tong

Implementing dynamic locomotion behaviors on legged robots requires a high-quality state estimation module. Especially when the motion includes flight phases, state-of-the-art approaches fail to produce reliable estimation of the robot…

Visual-inertial navigation systems are powerful in their ability to accurately estimate localization of mobile systems within complex environments that preclude the use of global navigation satellite systems. However, these navigation…

Robotics · Computer Science 2023-10-10 Jacob Hartzer , Srikanth Saripalli

Application of two new UKF based estimation techniques with reduced processing time in re-entry vehicle position and velocity estimation problem using ground-based range and elevation measurements is presented. The first method is called…

Systems and Control · Computer Science 2016-11-30 Sanat Biswas , Li Qiao , Andrew Dempster

Extended Kalman filter (EKF) does not guarantee consistent mean and covariance under linearization, even though it is the main framework for robotic localization. While Lie group improves the modeling of the state space in localization, the…

Robotics · Computer Science 2019-01-28 Tsang-Kai Chang , Shengkang Chen , Ankur Mehta

Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…

Methodology · Statistics 2019-09-25 John T. Kent , Shambo Bhattacharjee , Weston R. Faber , Islam I. Hussein

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…

Machine Learning · Computer Science 2021-05-26 Zhuangwei Shi