Related papers: Learned Uncertainty Calibration for Visual Inertia…
Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…
Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…
We propose a nonlinear observer to estimate the state (orientation and in-plane velocity vector) of the quadrotor, based on a drag-force-enhanced model. It is an alternative to recent works using a similar model together with an Extended…
The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…
Recent research in nonlinear filtering and signal processing has suggested an efficient derivative-free Extended Kalman filter (EKF) designed for discrete-time stochastic systems. Such approach, however, has failed to address the estimation…
Ubiquitous positioning for pedestrian in adverse environment has served a long standing challenge. Despite dramatic progress made by Deep Learning, multi-sensor deep odometry systems yet pose a high computational cost and suffer from…
Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…
Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…
The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…
Accurate estimation of power system dynamics is very important for the enhancement of power system reliability, resilience, security, and stability of power system. With the increasing integration of inverter-based distributed energy…
This paper describes a novel tracking filter, designed primarily for use in collision avoidance systems on autonomous surface vehicles (ASVs). The proposed methodology leverages real-time kinematic information broadcast via the Automatic…
The main contribution of this paper is a high frequency, low-complexity, on-board visual-inertial odometry system for quadrotor micro air vehicles. The system consists of an extended Kalman filter (EKF) based state estimation algorithm that…
Inertial motion capture systems widely use low-cost IMUs to obtain the orientation of human body segments, but these sensors alone are unable to estimate link positions. Therefore, this research used a SLAM method in conjunction with…
Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…
State-of-the-art ensemble Kalman filtering (EnKF) algorithms require incorporating localization techniques to cope with the rank deficiency and the inherited spurious correlations in their error covariance matrices. Localization techniques…
This work studies the state estimation problem of a stochastic nonlinear system with unknown sensor measurement losses. If the estimator knows the sensor measurement losses of a linear Gaussian system, the minimum variance estimate is…
We propose a new type of the Ensemble Kalman Filter (EnKF), which uses the Fast Fourier Transform (FFT) for covariance estimation from a very small ensemble with automatic tapering, and for a fast computation of the analysis ensemble by…
This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…
Indoor tracking and pose estimation, i.e., determining the position and orientation of a moving target, are increasingly important due to their numerous applications. While Inertial Navigation Systems (INS) provide high update rates, their…
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…