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We examine the problem of time delay estimation, or temporal calibration, in the context of multisensor data fusion. Differences in processing intervals and other factors typically lead to a relative delay between measurement updates from…

Systems and Control · Electrical Eng. & Systems 2021-11-18 Jonathan Kelly , Christopher Grebe , Matthew Giamou

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The Invariant Extended Kalman Filter (IEKF) is a recent development of the EKF for the class of group-affine systems on…

In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…

Optimization and Control · Mathematics 2022-02-17 Sepideh Afshar , Fabian Germ , Kirsten A. Morris

In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…

Robotics · Computer Science 2024-08-23 Roland Jung

This letter explores covariance matching-based adaptive robust cubature Kalman filter (CMRACKF). In this method, the innovation sequence is used to determine the covariance matrix of measurement noise that can overcome the limitation of…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Mundla Narasimhappa , Sesham Srinu

Invariant extended Kalman filter (InEKF) possesses excellent trajectory-independent property and better consistency compared to conventional extended Kalman filter (EKF). However, when applied to scenarios involving both global-frame and…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Jiale Han , Wei Ouyang , Maoran Zhu , Yuanxin Wu

This paper introduces a Gaussian Bayesian Network-based Extended Kalman Filter (GBN-EKF) for non-linear state estimators on stiff and ill-conditioned continuous-discrete stochastic systems, with a further analysis on systems with…

Optimization and Control · Mathematics 2025-11-05 Priyank Behera , C. Robert Kenley

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

Accurate localization is a critical requirement for most robotic tasks. The main body of existing work is focused on passive localization in which the motions of the robot are assumed given, abstracting from their influence on sampling…

Robotics · Computer Science 2022-10-17 Daniel Honerkamp , Suresh Guttikonda , Abhinav Valada

Counter-adversarial system design problems have lately motivated the development of inverse Bayesian filters. For example, inverse Kalman filter (I-KF) has been recently formulated to estimate the adversary's Kalman-filter-tracked estimates…

Optimization and Control · Mathematics 2023-08-11 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

Navigation plays a vital role in the ability of autonomous surface and underwater platforms to complete their tasks. Most navigation systems apply a fusion between inertial sensors and other external sensors, such as global navigation…

Signal Processing · Electrical Eng. & Systems 2025-03-18 Yaakov Libero , Itzik Klein

Many researchers around the world are researching to get control solutions that enhance robots' ability to navigate in dynamic environments autonomously. However, until these days robots have limited capability and many navigation tasks on…

Robotics · Computer Science 2024-01-11 Assefinew Wondosen , Dereje Shiferaw

This paper introduces an innovative approach to Simultaneous Localization and Mapping (SLAM) using the Unscented Kalman Filter (UKF) in a dynamic environment. The UKF is proven to be a robust estimator and demonstrates lower sensitivity to…

Robotics · Computer Science 2023-12-20 Masoud Dorvash , Ali Eslamian , Mohammad Reza Ahmadzadeh

Tracking algorithms such as the Kalman filter aim to improve inference performance by leveraging the temporal dynamics in streaming observations. However, the tracking regularizers are often based on the $\ell_p$-norm which cannot account…

Signal Processing · Electrical Eng. & Systems 2020-05-20 Nicholas P. Bertrand , Adam S. Charles , John Lee , Pavel B. Dunn , Christopher J. Rozell

This article investigates the problem of data-driven state estimation for linear systems with both unknown system dynamics and noise covariances. We propose an Autocovariance Least-squares-based Data-driven Kalman Filter (ADKF), which…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Suyang Hu , Xiaoxu Lyu , Peihu Duan , Dawei Shi , Ling Shi

To enhance accuracy of robot state estimation, active sensing (or perception-aware) methods seek trajectories that maximize the information gathered by the sensors. To this aim, one possibility is to seek trajectories that minimize the…

Robotics · Computer Science 2024-03-11 Jonas Benhamou , Silvère Bonnabel , Camille Chapdelaine

In this work, we explore the recent advances in equivariant filtering for inertial navigation systems to improve state estimation for uncrewed aerial vehicles (UAVs). Traditional state-of-the-art estimation methods, e.g., the multiplicative…

Robotics · Computer Science 2023-10-17 Martin Scheiber , Alessandro Fornasier , Christian Brommer , Stephan Weiss

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…

Methodology · Statistics 2022-06-06 Andrey A Popov , Adrian Sandu , Elias D. Nino-Ruiz , Geir Evensen

The frequency-domain Kalman filter (FKF) has been utilized in many audio signal processing applications due to its fast convergence speed and robustness. However, the performance of the FKF in under-modeling situations has not been…

Signal Processing · Electrical Eng. & Systems 2019-02-20 Wenzhi Fan , Kai Chen , Jing Lu , Jiancheng Tao

A novel approach for vehicle tracking using a hybrid adaptive Kalman filter is proposed. The filter utilizes recurrent neural networks to learn the vehicle's geometrical and kinematic features, which are then used in a supervised learning…

Robotics · Computer Science 2023-04-05 Barak Or , Itzik Klein