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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

In this paper, a position and velocity estimation method for robotic manipulators which are affected by constant bounded disturbances is considered. The tracking control problem is formulated as a disturbance rejection problem, with all the…

Systems and Control · Electrical Eng. & Systems 2020-08-25 AR Ghiasi , AA Ghavifekr , Y Shabbouei Hagh , H SeyedGholami

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

Accurate state estimation of nonlinear dynamical systems is fundamental to modern aerospace operations across air, sea, and space domains. Online tracking of adversarial unmanned aerial vehicles (UAVs) is especially challenging due to agile…

Machine Learning · Computer Science 2026-05-01 Akhil Gupta , Erhan Guven

Many filters have been proposed in recent decades for the nonlinear state estimation problem. The linearization-based extended Kalman filter (EKF) is widely applied to nonlinear industrial systems. As EKF is limited in accuracy and…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Chengling Fang , Jiang Liu , Songqing Ye , Ju Zhang

In many practical applications, signals and environments are time- varying, which makes fixed filters unreliable. Adaptive filtering, on the other hand, updates in real time to suppress noise, track nonstationary signals, and identify…

General Mathematics · Mathematics 2026-03-12 Keshav Raj Acharya , Pitambar Acharya

In non-linear filtering, it is traditional to compare non-linear architectures such as neural networks to the standard linear Kalman Filter (KF). We observe that this mixes the evaluation of two separate components: the non-linear…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Netanel Yannay , Shie Mannor

This report derives a generalized, converted measurement Kalman filter for the class of filtering problems with a linear state equation and nonlinear measurement equation, for which a bijective mapping exists between the state and…

Signal Processing · Electrical Eng. & Systems 2025-02-13 Steven V. Bordonaro , Tod E. Luginbuhl , Michael J. Walsh

Compared with linear time invariant systems, linear periodic system can describe the periodic processes arising from nature and engineering more precisely. However, the time-varying system parameters increase the difficulty of the research…

Signal Processing · Electrical Eng. & Systems 2023-03-16 Jiachen Qian , Zhisheng Duan , Peihu Duan , Zhongkui Li

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter,…

Data Analysis, Statistics and Probability · Physics 2015-05-30 Ibrahim Hoteit , Xiaodong Luo , Dinh-Tuan Pham

Continuously tracking the movement of a fluid or a plume in the subsurface is a challenge that is often encountered in applications, such as tracking a plume of injected CO$_2$ or of a hazardous substance. Advances in monitoring techniques…

Numerical Analysis · Mathematics 2015-06-19 Judith Y. Li , Sivaram Ambikasaran , Eric F. Darve , Peter K. Kitanidis

Collaborative Filtering (CF) has been successfully used to help users discover the items of interest. Nevertheless, existing CF methods suffer from noisy data issue, which negatively impacts the quality of recommendation. To tackle this…

Information Retrieval · Computer Science 2023-08-29 Huiyuan Chen , Xiaoting Li , Vivian Lai , Chin-Chia Michael Yeh , Yujie Fan , Yan Zheng , Mahashweta Das , Hao Yang

This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF)…

Signal Processing · Electrical Eng. & Systems 2022-04-22 Xin Liang , Yi Jiang

This paper introduces an advanced Quaternion-based Unscented Kalman Filter (QUKF) for real-time, robust estimation of system states and external wrenches in assistive aerial payload transportation systems that engage in direct physical…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Hussein Naser , Hashim A. Hashim , Mojtaba Ahmadi

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

Kernel Adaptive Filtering (KAF) are mathematically principled methods which search for a function in a Reproducing Kernel Hilbert Space. While they work well for tasks such as time series prediction and system identification they are…

Machine Learning · Computer Science 2023-12-20 Benjamin Colburn , Jose C. Principe , Luis G. Sanchez Giraldo

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

Robotics · Computer Science 2023-08-22 Xiao Liu , Geoffrey Clark , Joseph Campbell , Yifan Zhou , Heni Ben Amor

Since the innovation of the ubiquitous Kalman filter more than five decades back it is well known that to obtain the best possible estimates the tuning of its statistics $X_0$, $P_0$, $\Theta$, $R$ and $Q$ namely initial state and…

Methodology · Statistics 2015-05-28 M. R. Ananthasayanam , Shyam Mohan M , Naren Naik , R. M. O. Gemson

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

Currently, deep learning-based methods for remote sensing pansharpening have advanced rapidly. However, many existing methods struggle to fully leverage feature heterogeneity and redundancy, thereby limiting their effectiveness. We use the…

Computer Vision and Pattern Recognition · Computer Science 2025-03-24 Jie Huang , Haorui Chen , Jiaxuan Ren , Siran Peng , Liangjian Deng