Related papers: MEKF Ignoring Initial Conditions for Attitude Esti…

The traditional GNSS-aided inertial navigation system (INS) usually exploits the extended Kalman filter (EKF) for state estimation, and the initial attitude accuracy is key to the filtering performance. To spare the reliance on the initial…

The Ensemble Kalman Filter (EnKF) is a popular sequential data assimilation method that has been increasingly used for parameter estimation and forecast prediction in epidemiological studies. The observation function plays a critical role…

While many works exploiting an existing Lie group structure have been proposed for state estimation, in particular the Invariant Extended Kalman Filter (IEKF), few papers address the construction of a group structure that allows casting a…

High fidelity behavior prediction of intelligent agents is critical in many applications. However, the prediction model trained on the training set may not generalize to the testing set due to domain shift and time variance. The challenge…

Latent variable models have become instrumental in computational neuroscience for reasoning about neural computation. This has fostered the development of powerful offline algorithms for extracting latent neural trajectories from neural…

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…

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…

The extended Kalman filter (EKF) is a common state estimation method for discrete nonlinear systems. It recursively executes the propagation step as time goes by and the update step when a set of measurements arrives. In the update step,…

The widely-used Extended Kalman Filter (EKF) provides a straightforward recipe to estimate the mean and covariance of the state given all past measurements in a causal and recursive fashion. For a wide variety of applications, the EKF is…

This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and…

This paper introduces a learning-based, data-driven attitude estimator, called the retrospective cost attitude estimator (RCAE), for the SO(3) attitude representation. RCAE is motivated by the multiplicative extended Kalman filter (MEKF).…

This paper concerns the problem of attitude determination and estimation. The early applications considered algebraic methods of attitude determination. Attitude determination algorithms were supplanted by the Gaussian attitude estimation…

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The Invariant Extended Kalman Filter (IEKF) is a recent development of the EKF for the class of group-affine systems on…

This work deals with error models for trident quaternion framework proposed in the companion paper (Part I) and further uses them to investigate the odometer-aided static/in-motion inertial navigation attitude alignment for land vehicles.…

Accurate state estimation using low-cost MEMS (Micro Electro- Mechanical Systems) sensors present on Commercial-off-the-shelf (COTS) drones is a challenging problem. Most UAV systems use a combination of a gyroscope, an accelerometer, and a…

Inertial Navigation Systems (INS) are a key technology for autonomous vehicles applications. Recent advances in estimation and filter design for the INS problem have exploited geometry and symmetry to overcome limitations of the classical…

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…

This paper presents an adaptive multi-model framework for jointly estimating spacecraft attitude and star-tracker misalignments in GPS-denied deep-space CubeSat missions. A Multiplicative Extended Kalman Filter (MEKF) estimates attitude,…

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…