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This article focuses on the measurement and evolution modeling of Standardized Kalman filtering for brain activity estimation using non-invasive electroencephalography data. Here, we propose new parameter tuning and a model that uses the…

Applications · Statistics 2025-12-23 Joonas Lahtinen

This article presents an up-to-date tutorial review of nonlinear Bayesian estimation. State estimation for nonlinear systems has been a challenge encountered in a wide range of engineering fields, attracting decades of research effort. To…

Systems and Control · Computer Science 2017-12-15 Huazhen Fang , Ning Tian , Yebin Wang , MengChu Zhou , Mulugeta A. Haile

We propose a new algorithm for an adaptive optics system control law, based on the Linear Quadratic Gaussian approach and a Kalman Filter adaptation with localizations. It allows to handle non-stationary behaviors, to obtain performance…

Instrumentation and Methods for Astrophysics · Physics 2015-06-22 Morgan Gray , Cyril Petit , Sergey Rodionov , Marc Bocquet , Laurent Bertino , Marc Ferrari , Thierry Fusco

The models of partially observed linear stochastic differential equations with unknown initial values of the non-observed component are considered in two situations. In the first problem, the initial value is deterministic, and in the…

Statistics Theory · Mathematics 2025-12-19 Yury A Kutoyants

A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…

Quantum Physics · Physics 2017-07-25 Muhammad F. Emzir , Matthew J. Woolley , Ian R. Petersen

This paper deals with the implementation of the extended robust Kalman filter (ERKF) which was developed considering uncertainties in the parameter matrices of the underlying state-space model. A key contribution of this work is the…

Systems and Control · Computer Science 2018-01-16 Gaurav Yengera , Roberto Inoue , Mundla Narasimhappa , Marco H. Terra

This work introduces an algorithm for state estimation on manifolds within the framework of the Kalman filter. Its primary objective is to provide a methodology enabling the evaluation of the precision of existing Kalman filter variants…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Svyatoslav Covanov , Cedric Pradalier

The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…

Robotics · Computer Science 2022-05-30 Arno Solin , Rui Li , Andrea Pilzer

State estimation in power distribution systems is a key component for increased reliability and optimal system performance. Well understood in transmission systems, state estimation is now an area of active research in distribution…

Signal Processing · Electrical Eng. & Systems 2017-12-06 C. Carquex , C. Rosenberg , K. Bhattacharya

In this work, we propose an event-triggered moving horizon estimation (ET-MHE) scheme for the remote state estimation of general nonlinear systems. In the presented method, whenever an event is triggered, a single measurement is transmitted…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

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…

Optimization and Control · Mathematics 2016-04-13 Philippe Martin , Ioannis Sarras

In this letter, we investigate a receiver architecture, which uses the received signal in order to simultaneously harvest energy and estimate a Gauss-Markov linear process. We study three communication scenarios: i) static channel, ii)…

Information Theory · Computer Science 2021-10-27 Ioannis Krikidis , Constantinos Psomas

Hybrid state estimators that combine model-based Kalman filtering with learned components have shown promise on simulated data, yet their performance on real-world automotive data remains insufficient. In this work we present Adaptive…

Robotics · Computer Science 2026-04-06 Arian Mehrfard , Bharanidhar Duraisamy , Stefan Haag , Florian Geiss , Mirko Mählisch

In this paper, we consider the collaborative attitude estimation problem for a multi-agent system. The agents are equipped with sensors that provide directional measurements and relative attitude measurements. We present a bottom-up…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Yixiao Ge , Behzad Zamani , Pieter van Goor , Jochen Trumpf , Robert Mahony

This brief technical note elaborates three well-known state estimators, which are used extensively in practice. These are the rather old-fashioned extended Kalman filter (EKF) and the recently-designed cubature Kalman filtering (CKF) and…

Systems and Control · Computer Science 2017-10-23 G. Yu. Kulikov , M. V. Kulikova

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

Computation · Statistics 2019-05-22 Jian He , Asma Khedher , Peter Spreij

The problem of estimating the parameters of a moving target in multiple-input multiple-output (MIMO) radar is considered and a new approach for estimating the moving target parameters by making use of the phase information associated with…

Information Theory · Computer Science 2015-06-04 Aboulnasr Hassanien , Sergiy A. Vorobyov , Alex B. Gershman

Precise user localization and tracking enhances energy-efficient and ultra-reliable low latency applications in the next generation wireless networks. In addition to computational complexity and data association challenges with…

Signal Processing · Electrical Eng. & Systems 2025-10-09 Abidemi Orimogunje , Kyeong-Ju Cha , Hyunwoo Park , Abdulahi A. Badrudeen , Sunwoo Kim , Dejan Vukobratovic

Estimating and reacting to disturbances is crucial for robust flight control of quadrotors. Existing estimators typically require significant tuning for a specific flight scenario or training with extensive ground-truth disturbance data to…

Robotics · Computer Science 2023-11-15 Bingheng Wang , Zhengtian Ma , Shupeng Lai , Lin Zhao

Choosing a nonlinear state estimator for an application often involves a trade-off between local optimality (such as provided by an extended Kalman filter) and (almost-/semi-) global asymptotic stability (such as provided by a constructive…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Pieter van Goor , Robert Mahony