English
Related papers

Related papers: Invariant Extended Kalman Filtering Using Two Posi…

200 papers

Accurate estimation of the relative attitude and angular velocity between two rigid bodies is fundamental in aerospace applications such as spacecraft rendezvous and docking. In these scenarios, a chaser vehicle must determine the…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Gil Serrano , Bruno J. Guerreiro , Pedro Lourenço , Rita Cunha

This paper introduces a framework for state estimation on a humanoid robot platform using only common proprioceptive sensors and knowledge of leg kinematics. The presented approach extends that detailed in [1] on a quadruped platform by…

Robotics · Computer Science 2014-12-11 Nicholas Rotella , Michael Bloesch , Ludovic Righetti , Stefan Schaal

This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Finn G. Maurer , Erlend A. Basso , Henrik M. Schmidt-Didlaukies , Torleiv H. Bryne

Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…

Numerical Analysis · Mathematics 2022-04-06 Michael Herty , Elisa Iacomini , Giuseppe Visconti

The Bootstrap Particle Filter (BPF) and the Ensemble Kalman Filter (EnKF) are two widely used methods for sequential Bayesian filtering: the BPF is asymptotically exact but can suffer from weight degeneracy, while the EnKF scales well in…

Methodology · Statistics 2026-01-28 Ilja Klebanov , Claudia Schillings , Dana Wrischnig

Previous methods solve feature matching and pose estimation using a two-stage process by first finding matches and then estimating the pose. As they ignore the geometric relationships between the two tasks, they focus on either improving…

Computer Vision and Pattern Recognition · Computer Science 2023-06-13 Fei Xue , Ignas Budvytis , Roberto Cipolla

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang

The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…

Optimization and Control · Mathematics 2013-04-08 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

This paper reports on developing a real-time invariant proprioceptive robot state estimation framework called DRIFT. A didactic introduction to invariant Kalman filtering is provided to make this cutting-edge symmetry-preserving approach…

Robotics · Computer Science 2024-02-22 Tzu-Yuan Lin , Tingjun Li , Wenzhe Tong , Maani Ghaffari

An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by…

Computation · Statistics 2009-07-20 Jan Mandel , Jonathan D. Beezley

The design of navigation observers able to simultaneously estimate the position, linear velocity and orientation of a vehicle in a three-dimensional space is crucial in many robotics and aerospace applications. This problem was mainly dealt…

Optimization and Control · Mathematics 2020-09-21 Miaomiao Wang , Abdelhamid Tayebi

Autonomous Underwater Vehicles (AUVs) and Remotely Operated Vehicles (ROVs) are used for a wide variety of missions related to exploration and scientific research. Successful navigation by these systems requires a good localization system.…

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Minhyuk Jang , Jungjin Lee , Astghik Hakobyan , Naira Hovakimyan , Insoon Yang

We compare three state-of-the-art proprioceptive state estimators for quadruped robots: MUSE [1], the Invariant Extended Kalman Filter (IEKF) [2], and the Invariant Smoother (IS) [3], on the CYN-1 sequence of the GrandTour Dataset [4]. Our…

Robotics · Computer Science 2026-05-13 Ylenia Nisticò , João Carlos Virgolino Soares , Joan Solà , Claudio Semini

The paper presents a comparison of performance of two Kalman Filters: extended Kalman filter (EKF) and unscented Kalman filter (UKF) in a hybrid Bluetooth-Low-Energy-ultra-wideband (BLE-UWB) based localization system. In the system, the…

Signal Processing · Electrical Eng. & Systems 2024-04-05 Marcin Kolakowski

With the recent advance of deep learning based object recognition and estimation, it is possible to consider object level SLAM where the pose of each object is estimated in the SLAM process. In this paper, based on a novel Lie group…

Robotics · Computer Science 2021-09-14 Yang Song , Zhuqing Zhang , Jun Wu , Yue Wang , Liang Zhao , Shoudong Huang

Power system dynamic state estimation is essential to monitoring and controlling power system stability. Kalman filtering approaches are predominant in estimation of synchronous machine dynamic states (i.e. rotor angle and rotor speed).…

Systems and Control · Computer Science 2017-02-03 Shahrokh Akhlaghi , Ning Zhou

This paper addresses the problem of estimating the relative pose (position and orientation) and velocity of a vehicle with respect to a moving target, where both are equipped with Inertial Measurement Units (IMUs), assuming the availability…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Alessandro Melis , Tarek Bouazza , Soulaimane Berkane , Tarek Hamel

Covariance inflation and localization are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF) by (in effect) adjusting the sample covariances of the estimates in the state space. In this…

Atmospheric and Oceanic Physics · Physics 2012-10-05 Xiaodong Luo , Ibrahim Hoteit