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The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…

Signal Processing · Electrical Eng. & Systems 2023-04-21 Itay Buchnik , Damiano Steger , Guy Revach , Ruud J. G. van Sloun , Tirza Routtenberg , Nir Shlezinger

A new dynamic mode decomposition (DMD) method is introduced for simultaneous online system identification and denoising in conjunction with the adoption of an extended Kalman filter algorithm\color{black}. The present paper explains the…

Fluid Dynamics · Physics 2019-03-06 Taku Nonomura , Hisaichi Shibata , Ryoji Takaki

Latent variable models have become instrumental in computational neuroscience for reasoning about neural computation. This has fostered the development of powerful offline algorithms for extracting latent neural trajectories from neural…

Machine Learning · Statistics 2023-05-22 Matthew Dowling , Yuan Zhao , Il Memming Park

Natural disasters, such as hurricanes and typhoons, pose significant challenges to public safety and infrastructure. While government agencies rely on multi million dollar UAV systems for storm data collection and disaster response, smaller…

Dynamical Systems · Mathematics 2025-09-17 Ahmed A. Elgohary , Benjamin Gwinnell , Josh Augustine

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

The application of neural networks in modeling dynamic systems has become prominent due to their ability to estimate complex nonlinear functions. Despite their effectiveness, neural networks face challenges in long-term predictions, where…

Machine Learning · Computer Science 2025-06-10 Parham Oveissi , Turibius Rozario , Ankit Goel

Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…

Systems and Control · Computer Science 2017-03-17 Ye Yuan , Ling Shi , Jun Liu , Zhiyong Chen , Hai-Tao Zhang , Jorge Goncalves

In literature, Extended Object Tracking (EOT) algorithms developed for autonomous driving predominantly provide obstacles state estimation in cartesian coordinates in the Vehicle Reference Frame. However, in many scenarios, state…

Simulation testing is a fundamental approach for evaluating automated vehicles (AVs). To ensure its reliability, it is crucial to accurately replicate interactions between AVs and background traffic, which necessitates effective…

Robotics · Computer Science 2025-12-19 Jia Hu , Junqi Li , Xuerun Yan , Jintao Lai , Lianhua An

The widely-used Extended Kalman Filter (EKF) provides a straightforward recipe to estimate the mean and covariance of the state given all past measurements in a causal and recursive fashion. For a wide variety of applications, the EKF is…

Robotics · Computer Science 2023-03-28 Stephanie Tsuei , Stefano Soatto , Paulo Tabuada , Mark B. Milam

Aiming to enhance the consistency and thus long-term accuracy of Extended Kalman Filters for terrestrial vehicle localization, this paper introduces the Manifold Error State Extended Kalman Filter (M-ESEKF). By representing the robot's pose…

The Distributed Diffusion Kalman Filter (DDKF) algorithm in all its magnitude has earned great attention lately and has shown an elaborate way to address the issue of distributed optimization over networks. Estimation and tracking of a…

Parameter estimation in cognitive communications can be formulated as a multi-user estimation problem, which is solvable under maximum likelihood solution but involves high computational complexity. This paper presents a time-sharing and…

Information Theory · Computer Science 2011-11-17 Pengkai Zhao , Cong Shen

In a recent methodological paper, we showed how to learn chaotic dynamics along with the state trajectory from sequentially acquired observations, using local ensemble Kalman filters. Here, we more systematically investigate the possibility…

Machine Learning · Statistics 2022-10-19 Quentin Malartic , Alban Farchi , Marc Bocquet

Multiple approaches have already been proposed to mimic real driver behaviors in simulation. This article proposes a new one, based solely on the exploration of undisturbed observation of intersections. From them, the behavior profiles for…

Robotics · Computer Science 2024-12-03 Nelson de Moura , Fawzi Nashashibi , Fernando Garrido

This paper presents a distributed traffic state estimation framework in which infrastructure sensors and connected vehicles act as autonomous, cooperative sensing nodes. These nodes share local traffic estimates with nearby nodes using…

Systems and Control · Electrical Eng. & Systems 2025-12-09 Vincent de Heij , M. Umar B. Niazi , Saeed Ahmed , Karl Henrik Johansson

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

Robotics · Computer Science 2019-11-13 Ross Hartley , Maani Ghaffari , Ryan M. Eustice , Jessy W. Grizzle

The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…

Fluid Dynamics · Physics 2017-02-22 Marcello Meldi , Alexandre Poux

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy
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