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Recent research in inverse cognition with cognitive radar has led to the development of inverse stochastic filters that are employed by the target to infer the information the cognitive radar may have learned. Prior works addressed this…

Optimization and Control · Mathematics 2024-04-22 Himali Singh , Kumar Vijay Mishra , Arpan Chattopadhyay

Many Inertial Navigation Systems (INS) use Global Navigation Satellite System (GNSS) position as the primary measurement to drive filter performance and bound error growth. However, commercial-grade GNSS receivers introduce unknown…

Robotics · Computer Science 2026-05-14 Giulio Delama , Martin Scheiber , Yixiao Ge , Tarek Hamel , Stephan Weiss , Robert Mahony

This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background errors corresponding to…

Statistics Theory · Mathematics 2016-05-31 Elias D. Nino , Adrian Sandu , Xinwei Deng

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 ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman…

Atmospheric and Oceanic Physics · Physics 2009-01-26 Jan Mandel

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang

This paper considers the use of two position receivers and an inertial measurement unit (IMU) to estimate the position, velocity, and attitude of a rigid body, collectively called extended pose. The measurement model consisting of the…

Robotics · Computer Science 2021-05-03 Natalia Pavlasek , Alex Walsh , James Richard Forbes

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2)…

Robotics · Computer Science 2021-07-28 Yujie Tang , Liang Hu , Qingrui Zhang , Wei Pan

Pose estimation is a crucial problem in simultaneous localization and mapping (SLAM). However, developing a robust and consistent state estimator remains a significant challenge, as the traditional extended Kalman filter (EKF) struggles to…

Robotics · Computer Science 2025-03-05 Anbo Tao , Yarong Luo , Chunxi Xia , Chi Guo , Xingxing Li

The kinematics of many control systems, especially in the robotics field, naturally live on smooth manifolds. Most classical state-estimation algorithms, including the extended Kalman filter, are posed on Euclidean space. Although any…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Yixiao Ge , Pieter van Goor , Robert Mahony

Consider a space object in an orbit about the earth. An uncertain initial state can be represented as a point cloud which can be propagated to later times by the laws of Newtonian motion. If the state of the object is represented in…

Applications · Statistics 2019-09-25 John T. Kent , Shambo Bhattacharjee , Weston R. Faber , Islam I. Hussein

Inertial Navigation Systems (INS) are algorithms that fuse inertial measurements of angular velocity and specific acceleration with supplementary sensors including GNSS and magnetometers to estimate the position, velocity and attitude, or…

Systems and Control · Electrical Eng. & Systems 2023-08-23 Pieter van Goor , Tarek Hamel , Robert Mahony

This technical note addresses the UD factorization based Kalman filtering (KF) algorithms. Using this important class of numerically stable KF schemes, we extend its functionality and develop an elegant and simple method for computation of…

Systems and Control · Computer Science 2016-11-28 Julia V. Tsyganova , Maria V. Kulikova

The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemble of particles through a sample mean and covariance…

Numerical Analysis · Mathematics 2022-07-27 Neil K. Chada

The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…

Optimization and Control · Mathematics 2013-04-08 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

RGB-D sensors face multiple challenges operating under open-field environments because of their sensitivity to external perturbations such as radiation or rain. Multiple works are approaching the challenge of perceiving the 3D position of…

This paper presents a cost-effective inertial pedestrian dead reckoning method for the bipedal robot in the GPS-denied environment. Each time when the inertial measurement unit (IMU) is on the stance foot, a stationary pseudo-measurement…

Robotics · Computer Science 2025-08-18 Jingran Zhang , Zhengzhang Yan , Yiming Chen , Zeqiang He , Jiahao Chen

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

This paper presents an equivariant filter (EqF) transformation approach for visual--inertial navigation. By establishing analytical links between EqFs with different symmetries, the proposed approach enables systematic consistency design…

Robotics · Computer Science 2026-03-26 Chungeng Tian , Fenghua He , Ning Hao
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