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The ensemble Kalman filter (EnKF) has become a standard methodology for state estimation in high-dimensional systems, yet its various stochastic and deterministic formulations often appear conceptually disconnected. In this paper, a unified…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Jin Won Kim

Non-Gaussian noise and the uncertainty of noise distribution are the common factors that reduce accuracy in dynamic state estimation of power systems (PS). In addition, the optimal value of the free coefficients in the unscented Kalman…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu , Le Ngoc Giang

Intelligent vehicles in autonomous driving and obstacle avoidance, the precise relative state of vehicles put forward a higher demand. For a vehicle-borne sensor network with time-varying transmission delays, the problem of coordinate…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Hang Yu , Keren Dai , Haojie Li , Yao Zou , Xiang Ma , Shaojie Ma , He Zhang

Improved state space models, such as Recurrent State Space Models (RSSMs), are a key factor behind recent advances in model-based reinforcement learning (RL). Yet, despite their empirical success, many of the underlying design choices are…

Machine Learning · Computer Science 2022-10-18 Philipp Becker , Gerhard Neumann

Most works on joint state and unknown input (UI) estimation require the assumption that the UIs are linear; this is potentially restrictive as it does not hold in many intelligent autonomous systems. To overcome this restriction and…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Junn Yong Loo , Ze Yang Ding , Vishnu Monn Baskaran , Surya Girinatha Nurzaman , Chee Pin Tan

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

Computation · Statistics 2019-05-22 Jian He , Asma Khedher , Peter Spreij

Predicting the behavior of a dynamical system from noisy observations of its past outputs is a classical problem encountered across engineering and science. For linear systems with Gaussian inputs, the Kalman filter -- the best linear…

Machine Learning · Computer Science 2026-03-10 Usman Akram , Haris Vikalo

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…

Attitude estimation is crucial in aerospace engineering, robotics, and virtual reality applications, but faces difficulties due to nonlinear system dynamics and sensor limitations. This paper addresses the challenge of attitude estimation…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

This paper considers a strongly connected network of agents, each capable of partially observing and controlling a discrete-time linear time-invariant (LTI) system that is jointly observable and controllable. Additionally, agents…

Systems and Control · Electrical Eng. & Systems 2024-02-29 Camilla Fioravanti , Evagoras Makridis , Gabriele Oliva , Maria Vrakopoulou , Themistoklis Charalambous

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar

This work introduces an algorithm for state estimation on manifolds within the framework of the Kalman filter. Its primary objective is to provide a methodology enabling the evaluation of the precision of existing Kalman filter variants…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Svyatoslav Covanov , Cedric Pradalier

In this paper we consider the behavior of Kalman Filter state estimates in the case of distribution with heavy tails .The simulated linear state space models with Gaussian measurement noises were used. Gaussian noises in state equation are…

Statistics Theory · Mathematics 2015-12-08 Valentin Konakov , Pavel Mozgunov

Attitude estimation for small, low-cost unmanned aerial vehicles is often achieved using a relatively simple complementary filter that combines onboard accelerometers, gyroscopes, and magnetometer sensing. This paper explores the limits of…

Optimization and Control · Mathematics 2016-02-26 Harris Teague

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

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

Quantum Physics · Physics 2026-03-27 Josep Lumbreras , Ruo Cheng Huang , Yanglin Hu , Marco Fanizza , Mile Gu

In this paper we present a method for updating robotic state belief through contact with uncertain surfaces and apply this update to a Kalman filter for more accurate state estimation. Examining how guard surface uncertainty affects the…

Robotics · Computer Science 2022-08-02 J. Joe Payne , Nathan J. Kong , Aaron M. Johnson

Despite the significant advances in Deep Reinforcement Learning (RL) observed in the last decade, the amount of training experience necessary to learn effective policies remains one of the primary concerns in both simulated and real…

Robotics · Computer Science 2026-04-02 Manuel Serra Nunes , Atabak Dehban , Yiannis Demiris , José Santos-Victor

This paper proposes to leverage the emerging~learning techniques and devise a multi-agent online source {seeking} algorithm under unknown environment. Of particular significance in our problem setups are: i) the underlying environment is…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Bin Du , Kun Qian , Christian Claudel , Dengfeng Sun
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