Related papers: The Geometry of Navigation Problems
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…
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.…
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…
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)…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…