Related papers: Equivariant Filter Design for Inertial Navigation …
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…
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…
Accurate modeling and prediction of complex physical systems often rely on data assimilation techniques to correct errors inherent in model simulations. Traditional methods like the Ensemble Kalman Filter (EnKF) and its variants as well as…
We present a practical implementation of the ensemble Kalman (EnKF) filter based on an iterative Sherman-Morrison formula. The new direct method exploits the special structure of the ensemble-estimated error covariance matrices in order 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)…
Autonomous mobile robot competitions judge based on a robot's ability to quickly and accurately navigate the game field. This means accurate localization is crucial for creating an autonomous competition robot. Two common localization…
This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…
Natural disasters, such as hurricanes and typhoons, pose significant challenges to public safety and infrastructure. While government agencies rely on multi million dollar UAV systems for storm data collection and disaster response, smaller…
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…
Unscented Kalman Filters (UKFs) have become popular in the research community. Most UKFs work only with Euclidean systems, but in many scenarios it is advantageous to consider systems with state-variables taking values on Riemannian…
This work presents a novel target-free extrinsic calibration algorithm for a 3D Lidar and an IMU pair using an Extended Kalman Filter (EKF) which exploits the \textit{motion based calibration constraint} for state update. The steps include,…
In this paper, we investigate the convergence and consistency properties of an Invariant-Extended Kalman Filter (RI-EKF) based Simultaneous Localization and Mapping (SLAM) algorithm. Basic convergence properties of this algorithm are…
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…
Parameter estimation has a high importance in the geosciences. The ensemble Kalman filter (EnKF) allows parameter estimation for large, time-dependent systems. For large systems, the EnKF is applied using small ensembles, which may lead to…
Visual-Inertial Odometry (VIO) is the problem of estimating a robot's trajectory by combining information from an inertial measurement unit (IMU) and a camera, and is of great interest to the robotics community. This paper develops a novel…
This paper addresses accurate pose estimation (position, velocity, and orientation) for a rigid body using a combination of generic inertial-frame and/or body-frame measurements along with an Inertial Measurement Unit (IMU). By embedding…
Kalman filter-based Inertial Navigation System (INS) is a reliable and efficient method to estimate the position of a pedestrian indoors. Classical INS-based methodology which is called IEZ (INS-EKF-ZUPT) makes use of an Extended Kalman…
Extended Kalman Filter (EKF) has been a popular approach to localization a mobile robot. However, the performance of the EKF and the quality of the estimation depends on the correct a priori knowledge of process and measurement noise…
Drift-free localization is essential for autonomous vehicles. In this paper, we address the problem by proposing a filter-based framework, which integrates the visual-inertial odometry and the measurements of the features in the pre-built…
This paper presents a novel Long Baseline (LBL) position and velocity navigation filter for underwater vehicles based directly on the sensor measurements. The solution departs from previous approaches as the range measurements are…