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Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

This paper illustrates the way for estimating position and orientation of a vehicle with an Extended Kalman Filter (EKF). For this purpose a non-linear model is designed and an adaptive calculation of measurement noise covariance matrix is…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Reiner Marchthaler

A new class of iterated linearization-based nonlinear filters, dubbed dynamically iterated filters, is presented. Contrary to regular iterated filters such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter…

Signal Processing · Electrical Eng. & Systems 2023-09-15 Anton Kullberg , Isaac Skog , Gustaf Hendeby

This paper introduces the ensemble directional Kalman filter (EnDKF), an ensemble-based Kalman filtering approach for pose tracking that jointly estimates an object's position and attitude using ideas from directional statistics. The EnDKF…

Machine Learning · Computer Science 2026-05-06 Tianlu Lu , Asif Sijan , Thomas Noh , Huaijin Chen , Andrey A. Popov

The goal of target tracking is to estimate target position, velocity, and acceleration in real time using position data. This paper introduces a novel target-tracking technique that uses adaptive input and state estimation (AISE) for…

Systems and Control · Electrical Eng. & Systems 2025-01-09 Shashank Verma , Dennis S. Bernstein

Consistent localization of cooperative multi-robot systems during navigation presents substantial challenges. This paper proposes a fault-tolerant, multi-modal localization framework for multi-robot systems on matrix Lie groups. We…

Robotics · Computer Science 2025-05-05 Mahboubeh Zarei , Robin Chhabra

Many navigation problems can be formulated as observer design on linear observed systems with a two-frame group structure, on which an invariant filter can be implemented with guaranteed consistency and stability. It's still unclear how…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Changwu Liu , Yuan Shen

A framework for tightly integrated motion mode classification and state estimation in motion-constrained inertial navigation systems is presented. The framework uses a jump Markov model to describe the navigation system's motion mode and…

Signal Processing · Electrical Eng. & Systems 2023-08-23 Isaac Skog , Gustaf Hendeby , Manon Kok

The future of inland navigation increasingly relies on autonomous systems and remote operations, emphasizing the need for accurate vessel trajectory prediction. This study addresses the challenges of video-based vessel tracking and…

Computer Vision and Pattern Recognition · Computer Science 2025-05-02 Alexander Puzicha , Konstantin Wüstefeld , Kathrin Wilms , Frank Weichert

The Kalman filter (KF) and its variants are among the most celebrated algorithms in signal processing. These methods are used for state estimation of dynamic systems by relying on mathematical representations in the form of simple…

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

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

This paper investigates the orientation, position, and linear velocity estimation problem of a rigid-body moving in three-dimensional (3D) space with six degrees-of-freedom (6 DoF). The highly nonlinear navigation kinematics are formulated…

Robotics · Computer Science 2024-12-05 Khashayar Ghanizadegan , Hashim A. Hashim

The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…

Robotics · Computer Science 2022-05-30 Arno Solin , Rui Li , Andrea Pilzer

Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA)…

Computation · Statistics 2022-03-08 Ian Grooms

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

This study considers the data assimilation problem in coupled systems, which consists of two components (sub-systems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in…

Atmospheric and Oceanic Physics · Physics 2015-06-22 Xiaodong Luo , Ibrahim Hoteit

An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by…

Computation · Statistics 2009-07-20 Jan Mandel , Jonathan D. Beezley

This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…

Optimization and Control · Mathematics 2023-12-19 Feng Bao , Guannan Zhang , Zezhong Zhang

We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are proposed that sample from an approximate posterior and prove…

Machine Learning · Statistics 2024-07-02 Diksha Bhandari , Jakiw Pidstrigach , Sebastian Reich