Related papers: Extended Kalman filter based observer design for s…
Inertial Navigation Systems (INS) are a key technology for autonomous vehicles applications. Recent advances in estimation and filter design for the INS problem have exploited geometry and symmetry to overcome limitations of the classical…
We propose a nonlinear observer to estimate the state (orientation and in-plane velocity vector) of the quadrotor, based on a drag-force-enhanced model. It is an alternative to recent works using a similar model together with an Extended…
Contemporary data assimilation often involves more than a million prediction variables. Ensemble Kalman filters (EnKF) have been developed by geoscientists. They are successful indispensable tools in science and engineering, because they…
LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the…
Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…
Accurate estimation of power system dynamics is very important for the enhancement of power system reliability, resilience, security, and stability of power system. With the increasing integration of inverter-based distributed energy…
Data assimilation is a method of uncertainty quantification to estimate the hidden true state by updating the prediction owing to model dynamics with observation data. As a prediction model, we consider a class of nonlinear dynamical…
State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…
Kalman filters and observers are two main classes of dynamic state estimation (DSE) routines. Power system DSE has been implemented by various Kalman filters, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF).…
This paper proposes an Extended-Kalman-Filter-like observer for parameter estimation during synchronization of chaotic systems. The exponential stability of the observer is guaranteed by a persistent excitation condition. This approach is…
While many works exploiting an existing Lie group structure have been proposed for state estimation, in particular the Invariant Extended Kalman Filter (IEKF), few papers address the construction of a group structure that allows casting a…
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…
This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman…
This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…
This paper proposes an $SE_2(3)$ based extended Kalman filtering (EKF) framework for the inertial-integrated state estimation problem. The error representation using the straight difference of two vectors in the inertial navigation system…
The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…
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…
The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…
The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…
The ensemble Kalman filter (EnKF) and ensemble square root filter (ESRF) are data assimilation methods used to combine high dimensional, nonlinear dynamical models with observed data. Despite their widespread usage in climate science and…