Related papers: Nonlinear $H_{\infty}$ Filtering on the Special Or…

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter,…

Multi-modal densities appear frequently in time series and practical applications. However, they cannot be represented by common state estimators, such as the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF), which…

Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…

One of core advantages of the SE2(3) Lie group framework for navigation modeling lies in the autonomy of error propagation. Current research on Lie group based extended Kalman filters has demonstrated that error propagation autonomy holds…

This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust…

This paper focuses on designing a consistent and efficient filter for map-based visual-inertial localization. First, we propose a new Lie group with its algebra, based on which a novel invariant extended Kalman filter (invariant EKF) is…

Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…

A central obstacle in nonlinear Bayesian filtering is representing the belief distribution. Moment-based filters address this by propagating polynomial moments and reconstructing a density from them. Recent work completes the predict-update…

This paper presents hybrid attitude and gyro-bias observers designed directly on the Special Orthogonal group SO(3). The proposed hybrid observers, enjoying global exponential stability, rely on a hysteresis-based switching between…

Advanced driver assistance systems are critically dependent on reliable and accurate information regarding a vehicles' driving state. For estimation of unknown quantities, model-based and learning-based methods exist, but both suffer from…

We introduce a computationally efficient variant of the model-based ensemble Kalman filter (EnKF). We propose two changes to the original formulation. First, we phrase the setup in terms of precision matrices instead of covariance matrices,…

The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

This work addresses the critical lack of precision in state estimation in the Kalman filter for 3D multi-object tracking (MOT) and the ongoing challenge of selecting the appropriate motion model. Existing literature commonly relies on…

In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Nonlinear pose (\textit{i.e,} attitude and position) filters are characterized with simpler structure and better tracking performance in comparison with other methods of pose estimation. A critical factor when designing a nonlinear pose…

Kernel Adaptive Filtering (KAF) are mathematically principled methods which search for a function in a Reproducing Kernel Hilbert Space. While they work well for tasks such as time series prediction and system identification they are…

In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…

The Kalman Filter is a widely used approach for the linear estimation of dynamical systems and is frequently employed within nuclear and particle physics experiments for the reconstruction of charged particle trajectories, known as tracks.…

We introduce the receding-horizon policy gradient (RHPG) algorithm, the first PG algorithm with provable global convergence in learning the optimal linear estimator designs, i.e., the Kalman filter (KF). Notably, the RHPG algorithm does not…