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This paper presents a variational representation of the Bayes' law using optimal transportation theory. The variational representation is in terms of the optimal transportation between the joint distribution of the (state, observation) and…

Optimization and Control · Mathematics 2022-09-14 Amirhossein Taghvaei , Bamdad Hosseini

In this paper we propose a novel observer-based method to improve the safety and security of connected and automated vehicle (CAV) transportation. The proposed method combines model-based signal filtering and anomaly detection methods.…

Signal Processing · Electrical Eng. & Systems 2021-02-26 Yiyang Wang , Neda Masoud , Anahita Khojandi

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Shida Jiang , Jaewoong Lee , Shengyu Tao , Scott Moura

Typical iterated filters, such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter (IUKF), and iterated posterior linearization filter (IPLF), have been developed to improve the linearization point (or density)…

Optimization and Control · Mathematics 2024-04-25 Anton Kullberg , Martin A. Skoglund , Isaac Skog , Gustaf Hendeby

The Global Navigation Satellite System (GNSS) provides critical positioning information globally, but its accuracy in dense urban environments is often compromised by multipath and non-line-of-sight errors. Road network data can be used to…

Machine Learning · Computer Science 2025-07-02 Hans van Gorp , Davide Belli , Amir Jalalirad , Bence Major

Controlled interacting particle systems such as the ensemble Kalman filter (EnKF) and the feedback particle filter (FPF) are numerical algorithms to approximate the solution of the nonlinear filtering problem in continuous time. The…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Amirhossein Taghvaei , Prashant G. Mehta

We present a new type of the EnKF for data assimilation in spatial models that uses diagonal approximation of the state covariance in the wavelet space to achieve adaptive localization. The efficiency of the new method is demonstrated on an…

Dynamical Systems · Mathematics 2011-03-01 Jonathan D. Beezley , Jan Mandel , Loren Cobb

Visual Inertial Odometry (VIO) is of great interest due the ubiquity of devices equipped with both a monocular camera and Inertial Measurement Unit (IMU). Methods based on the extended Kalman Filter remain popular in VIO due to their low…

Robotics · Computer Science 2021-04-09 Pieter van Goor , Robert Mahony

Autonomous Underwater Vehicles (AUVs) and Remotely Operated Vehicles (ROVs) are used for a wide variety of missions related to exploration and scientific research. Successful navigation by these systems requires a good localization system.…

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

Because of physical assumptions and numerical approximations, low-order models are affected by uncertainties in the state and parameters, and by model biases. Model biases, also known as model errors or systematic errors, are difficult to…

Methodology · Statistics 2024-10-10 Andrea Nóvoa , Alberto Racca , Luca Magri

We present the Koopman-Inspired Learned Observations Extended Kalman Filter (KILO-EKF), which combines a standard EKF prediction step with a correction step based on a Koopman-inspired measurement model learned from data. By lifting…

Robotics · Computer Science 2026-03-04 Zi Cong Guo , James R. Forbes , Timothy D. Barfoot

Data assimilation has been applied to coastal hydrodynamic models to better estimate system states or parameters by incorporating observed data into the model. Kalman Filter (KF) is one of the most studied data assimilation methods whose…

Atmospheric and Oceanic Physics · Physics 2016-07-05 Milad Hooshyar , Stephen C. Medeiros , Dingbao Wang , Scott C. Hagen

Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial conditions by an ensemble which incorporates information…

Applications · Statistics 2018-10-17 Sylvain Robert , Daniel Leuenberger , Hans R. Künsch

This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Peihu Duan , Tao Liu , Yu Xing , Karl Henrik Johansson

Simulation-based Dynamic Traffic Assignment models have important applications in real-time traffic management and control. The efficacy of these systems rests on the ability to generate accurate estimates and predictions of traffic states,…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Haizheng Zhang , Ravi Seshadri , A. Arun Prakash , Constantinos Antoniou , Francisco C. Pereira , Moshe Ben-Akiva

Continuous navigation in complex environments is critical for Unmanned Aerial Vehicle (UAV). However, the existing Vision-Language Navigation (VLN) models follow the dead-reckoning, which iteratively updates its position for the next…

Robotics · Computer Science 2026-05-08 Yin Tang , Jiawei Ma , Jinrui Zhang , Alex Jinpeng Wang , Deyu Zhang

We present a comprehensive framework for fusing measurements from multiple and generally placed accelerometers and gyroscopes to perform inertial navigation. Using the angular acceleration provided by the accelerometer array, we show that…

Signal Processing · Electrical Eng. & Systems 2022-01-31 Håkan Carlsson , Isaac Skog , Gustaf Hendeby , Joakim Jaldén

The real-world applications in signal processing generally involve estimating the system state or parameters in nonlinear, non-Gaussian dynamic systems. The estimation problem may get even more challenging when there are physical…

Signal Processing · Electrical Eng. & Systems 2022-03-15 Nesrine Amor , Ghulam Rasool , Nidhal C. Bouaynaya

This paper introduces a novel approach to detect and address faulty or corrupted external sensors in the context of inertial navigation by leveraging a switching Kalman Filter combined with parameter augmentation. Instead of discarding the…

Systems and Control · Electrical Eng. & Systems 2024-12-12 Artem Mustaev , Nicholas Galioto , Matt Boler , John D. Jakeman , Cosmin Safta , Alex Gorodetsky