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Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…

Systems and Control · Computer Science 2015-06-11 Jannik Steinbring , Martin Pander , Uwe D. Hanebeck

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 millimeter-wave (mmWave) systems, beamforming is needed to overcome harsh channel environments. As a promising beamforming solution, lens antenna array (LAA) implementation can provide a cost-effective solution without notable…

Signal Processing · Electrical Eng. & Systems 2020-11-03 Liza Afeef , Murat Karabacak , Hüseyin Arslan

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

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

Dynamical Systems · Mathematics 2025-11-07 Diego Olguín , Axel Osses , Héctor Ramírez

The core component of most modern trackers is a discriminative classifier, tasked with distinguishing between the target and the surrounding environment. To cope with natural image changes, this classifier is typically trained with…

Computer Vision and Pattern Recognition · Computer Science 2014-11-06 João F. Henriques , Rui Caseiro , Pedro Martins , Jorge Batista

The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

Machine Learning · Statistics 2016-08-31 Michael C. Burkhart , David M. Brandman , Carlos E. Vargas-Irwin , Matthew T. Harrison

One hidden yet important issue for developing neural network potentials (NNPs) is the choice of training algorithm. Here we compare the performance of two popular training algorithms, the adaptive moment estimation algorithm (Adam) and the…

Chemical Physics · Physics 2021-12-15 Yunqi Shao , Florian M. Dietrich , Carl Nettelblad , Chao Zhang

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

Millimeter-wave (mmWave) communication is a promising technology to meet the ever-growing data traffic of vehicular communications. Unfortunately, more frequent channel estimations are required in this spectrum due to the narrow beams…

Signal Processing · Electrical Eng. & Systems 2019-11-06 Sina Shaham , Matthew Kokshoorn , Ming Ding , Zihuai Lin , Mahyar Shirvanimoghaddam

Recent years have witnessed a growing interest in tracking algorithms that augment Kalman Filters (KFs) with Deep Neural Networks (DNNs). By transforming KFs into trainable deep learning models, one can learn from data to reliably track a…

Signal Processing · Electrical Eng. & Systems 2025-06-19 Yehonatan Dahan , Guy Revach , Jindrich Dunik , Nir Shlezinger

Unmanned Aerial Vehicles in dynamic environments face telemetry outages, structural vibrations, and regime-dependent noise that invalidate the stationary covariance assumptions of classical Kalman filters. The Sage-Husa Kalman Filter (SHKF)…

Signal Processing · Electrical Eng. & Systems 2026-05-19 Kenan Majewski , Marcin Żugaj

State estimation of dynamical systems in real-time is a fundamental task in signal processing. For systems that are well-represented by a fully known linear Gaussian state space (SS) model, the celebrated Kalman filter (KF) is a low…

Signal Processing · Electrical Eng. & Systems 2022-04-13 Guy Revach , Nir Shlezinger , Xiaoyong Ni , Adria Lopez Escoriza , Ruud J. G. van Sloun , Yonina C. Eldar

For an improper complex signal x, its complementary covariance ExxT is not zero and thus it carries useful statistical information about x. Widely linear processing exploits Hermitian and complementary covariance to improve performance. In…

Systems and Control · Computer Science 2015-05-28 Wenbing Dang , Louis L. Scharf

The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…

Neural and Evolutionary Computing · Computer Science 2021-04-30 Beren Millidge , Alexander Tschantz , Anil Seth , Christopher Buckley

The application of Graph Neural Networks (GNN) in track reconstruction is a promising approach to cope with the challenges arising at the High-Luminosity upgrade of the Large Hadron Collider (HL-LHC). GNNs show good track-finding…

High Energy Physics - Experiment · Physics 2024-01-30 Lukas Heinrich , Benjamin Huth , Andreas Salzburger , Tilo Wettig

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

Water treatment and liquid storage are the two plants implementing the hydraulic three-tank system. Maintaining certain levels is the critical scenario so that the systems run as desired. To deal with, the optimal linear control and the…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Bambang L. Widjiantoro , Katherin Indriawati , Moh Kamalul Wafi

This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…

Computers and Society · Computer Science 2024-07-19 Parsa Veysi , Mohsen Adeli , Nayerosadat Peirov Naziri , Ehsan Adeli

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