Related papers: Nonlinear $H_{\infty}$ Filtering on the Special Or…
The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…
We propose a successive one-sided Hodrick-Prescott (SOHP) filter from multiple time scale decomposition perspective to derive trend estimate for a time series. The idea is to apply the one-sided HP (OHP) filter recursively on the updated…
A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear…
The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…
In this paper, a new probability distribution, referred to as the matrix Fisher-Gaussian (MFG) distribution, is proposed on the nonlinear manifold $\mathrm{SO}(3)\times\mathbb{R}^n$. It is constructed by conditioning a (9+n)-variate…
Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…
This study presents an innovative hybrid Visual-Inertial Odometry (VIO) method for Unmanned Aerial Vehicles (UAVs) that is resilient to environmental challenges and capable of dynamically assessing sensor reliability. Built upon a loosely…
Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…
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…
Hilbert-Huang transform (HHT) has drawn great attention in power system analysis due to its capability to deal with dynamic signal and provide instantaneous characteristics such as frequency, damping, and amplitudes. However, its…
Continuously tracking the movement of a fluid or a plume in the subsurface is a challenge that is often encountered in applications, such as tracking a plume of injected CO$_2$ or of a hazardous substance. Advances in monitoring techniques…
The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…
Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…
Pose estimation is important for robotic perception, path planning, etc. Robot poses can be modeled on matrix Lie groups and are usually estimated via filter-based methods. In this paper, we establish the closed-form formula for the error…
In this paper we propose a novel method for estimating rigid body motion by modeling the object state directly in the space of the rigid body motion group SE(2). It has been recently observed that a noisy manoeuvring object in SE(2)…
For the battery management system of electric vehicle, accurate estimation of the State of Charge of Lithium-ion battery can effectively avoid structural damage caused by overcharge or over discharge inside the battery. Considering that the…
The attitude of a rigid-body in the three dimensional space has a unique and global definition on the Special Orthogonal Group SO (3). This paper gives an overview of the rotation matrix, attitude kinematics and parameterization. The four…
The general consensus is that the Multiplicative Extended Kalman Filter (MEKF) is superior to the Additive Extended Kalman Filter (AEKF) based on a wealth of theoretical evidence. This paper deals with a practical comparison between the two…
Invariant Extended Kalman Filter (IEKF) has been successfully applied in Visual-inertial Odometry (VIO) as an advanced achievement of Kalman filter, showing great potential in sensor fusion. In this paper, we propose partial IEKF (PIEKF),…
The traditional Kalman filter (KF) is widely applied in control systems, but it relies heavily on the accuracy of the system model and noise parameters, leading to potential performance degradation when facing inaccuracies. To address this…