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Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…

Optimization and Control · Mathematics 2018-10-11 Wei Kang , Liang Xu

Kalman filters constitute a scalable and robust methodology for approximate Bayesian inference, matching first and second order moments of the target posterior. To improve the accuracy in nonlinear and non-Gaussian settings, we extend this…

Statistics Theory · Mathematics 2024-09-04 L. Wang , N. Nüsken

Autonomous vehicles have gained significant attention due to technological advancements and their potential to transform transportation. A critical challenge in this domain is precise localization, particularly in LiDAR-based map matching,…

Robotics · Computer Science 2025-01-07 Minoo Dolatabadi , Fardin Ayar , Ehsan Javanmardi , Manabu Tsukada , Mahdi Javanmardi

mmWave radars have recently gathered significant attention as a means to track human movement within indoor environments. Widely adopted Kalman filter tracking methods experience performance degradation when the underlying movement is…

Signal Processing · Electrical Eng. & Systems 2022-05-09 Jacopo Pegoraro , Michele Rossi

We develop a fast algorithm for Kalman Filter applied to the random walk forecast model. The key idea is an efficient representation of the estimate covariance matrix at each time-step as a weighted sum of two contributions - the process…

Numerical Analysis · Mathematics 2015-05-13 Arvind K. Saibaba , Eric Miller , Peter K. Kitanidis

One strategy to obtain user location information in a wireless network operating at millimeter wave (mmWave) is based on the exploitation of the geometric relationships between the channel parameters and the user position. These…

Signal Processing · Electrical Eng. & Systems 2025-03-11 Yun Chen , Nuria González-Prelcic , Takayuki Shimizu , Hongsheng Lu

It is commonly expected that future fifth generation (5G) networks will be deployed with a high spatial density of access nodes (ANs) in order to meet the envisioned capacity requirements of the upcoming wireless networks. Densification is…

Information Theory · Computer Science 2016-08-15 Mike Koivisto , Mário Costa , Aki Hakkarainen , Kari Leppänen , Mikko Valkama

The ensemble Gaussian mixture filter (EnGMF) is a non-linear filter suited to data assimilation of highly non-Gaussian and non-linear models that has practical utility in the case of a small number of samples, and theoretical convergence to…

Optimization and Control · Mathematics 2024-06-03 Andrey A. Popov , Enrico M. Zucchelli , Renato Zanetti

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

This paper investigates the use of depth images as localisation sensors for 3D map building. The localisation information is derived from the 3D data thanks to the ICP (Iterative Closest Point) algorithm. The covariance of the ICP, and thus…

Robotics · Computer Science 2012-05-17 Thibault Hervier , Silvère Bonnabel , François Goulette

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

In this paper, we exploit the 3D-beamforming features of multiantenna equipment employed in fifth generation (5G) networks, operating in the millimeter wave (mmW) band, for accurate positioning and tracking of users. We consider sequential…

Information Theory · Computer Science 2018-03-28 Elizaveta Rastorgueva-Foi , Mário Costa , Mike Koivisto , Kari Leppänen , Mikko Valkama

The tremendous bandwidth available in the millimeter wave (mmW) frequencies between 30 and 300 GHz have made these bands an attractive candidate for next-generation cellular systems. However, reliable communication at these frequencies…

Information Theory · Computer Science 2014-10-20 Parisa A. Eliasi , Sundeep Rangan , Theodore S. Rappaport

Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting and prediction of epidemics. Particle filters are a widely…

Statistics Theory · Mathematics 2025-03-21 E. Calvello , J. A. Carrillo , F. Hoffmann , P. Monmarché , A. M. Stuart , U. Vaes

Millimeter-wave (mmWave) communication is a promising technology to cope with the exponential increase in 5G data traffic. Such networks typically require a very dense deployment of base stations. A subset of those, so-called macro base…

Networking and Internet Architecture · Computer Science 2020-07-07 Dingwen Yuan , Hsuan-Yin Lin , Jörg Widmer , Matthias Hollick

Integrating efficient connectivity, positioning and sensing functionalities into 5G New Radio (NR) and beyond mobile cellular systems is one timely research paradigm, especially at mm-wave and sub-THz bands. In this article, we address the…

Several localized versions of the ensemble Kalman filter have been proposed. Although tests applying such schemes have proven them to be extremely promising, a full basic understanding of the rationale and limitations of localization is…

Chaotic Dynamics · Physics 2015-05-30 Young-noh Yoon , Edward Ott , Istvan Szunyogh

Recent result shows how to compute distributively and efficiently the linear MMSE for the multiuser detection problem, using the Gaussian BP algorithm. In the current work, we extend this construction, and show that operating this algorithm…

Information Theory · Computer Science 2009-04-16 Danny Bickson , Ori Shental , Danny Dolev

Simultaneous localization and mapping (SLAM) is a method that constructs a map of an unknown environment and localizes the position of a moving agent on the map simultaneously. Extended Kalman filter (EKF) has been widely adopted as a low…

Signal Processing · Electrical Eng. & Systems 2022-10-19 Geon Choi , Jeonghun Park , Nir Shlezinger , Yonina C. Eldar , Namyoon Lee

This work studies distributed (probability) density estimation of large-scale systems. Such problems are motivated by many density-based distributed control tasks in which the real-time density of the swarm is used as feedback information,…

Systems and Control · Electrical Eng. & Systems 2021-06-03 Tongjia Zheng , Hai Lin