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The ensemble Kalman inversion is widely used in practice to estimate unknown parameters from noisy measurement data. Its low computational costs, straightforward implementation, and non-intrusive nature makes the method appealing in various…

Numerical Analysis · Mathematics 2019-09-04 Dirk Blömker , Claudia Schillings , Philipp Wacker , Simon Weissmann

The circadian clock is an internal timer that coordinates the daily rhythms of behavior and physiology, including sleep and hormone secretion. Accurately tracking the state of the circadian clock, or circadian phase, holds immense potential…

Dynamical Systems · Mathematics 2023-06-14 Dae Wook Kim , Minki P. Lee , Daniel B. Forger

The kinematics of many systems encountered in robotics, mechatronics, and avionics are naturally posed on homogeneous spaces; that is, their state lies in a smooth manifold equipped with a transitive Lie group symmetry. This paper proposes…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Pieter van Goor , Tarek Hamel , Robert Mahony

When robots are able to see and respond to their surroundings, a whole new world of possibilities opens up. To bring these possibilities to life, the robotics industry is increasingly adopting camera-based vision systems, especially when a…

Robotics · Computer Science 2023-11-10 Michele Ambrosino , Manar Mahmalji , Nicolás Bono Rosselló , Emanuele Garone

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

Robotics · Computer Science 2017-01-05 T. T. Hoang , P. M. Duong , N. T. T. Van , D. A. Viet , T. Q. Vinh

We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…

Systems and Control · Electrical Eng. & Systems 2021-02-18 Damián Marelli , Tianju Sui , Minyue Fu

The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…

Optimization and Control · Mathematics 2013-04-08 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

This paper proposes a nonlinear stochastic complementary filter design for inertial navigation that takes advantage of a fusion of Ultra-wideband (UWB) and Inertial Measurement Unit (IMU) technology ensuring semi-global uniform ultimate…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Hashim A. Hashim , Abdelrahman E. E. Eltoukhy , Kyriakos G. Vamvoudakis

The input-parameter-state estimation capabilities of a novel unscented Kalman filter is examined herein on both linear and nonlinear systems. The unknown input is estimated in two stages within each time step. Firstly, the predicted dynamic…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis , Andrew W. Smyth

Fast pose estimation (PE) is of vital importance for successful mission performance of agile autonomous robots. Global Positioning Systems such as GPS and GNSS have been typically used in fusion with Inertial Navigation Systems (INS) for…

This paper discusses an innovative adaptive heterogeneous fusion algorithm based on estimation of the mean square error of all variables used in real time processing. The algorithm is designed for a fusion between derivative and absolute…

Robotics · Computer Science 2017-01-27 Dusan Nemec , Ales Janota , Marian Hrubos , Vojtech Simak

The main contribution of this paper is an invariant extended Kalman filter (EKF) for visual inertial navigation systems (VINS). It is demonstrated that the conventional EKF based VINS is not invariant under the stochastic unobservable…

Robotics · Computer Science 2017-03-02 Teng Zhang , Kanzhi Wu , Daobilige Su , Shoudong Huang , Gamini Dissanayake

The nominal performance of mechanical systems is often degraded by unknown disturbances. A two-degree-of-freedom control structure can decouple nominal performance from disturbance rejection. However, perfect disturbance rejection is…

Robotics · Computer Science 2025-10-20 Shilei Li , Dawei Shi , Makoto Iwasaki , Yan Ning , Hongpeng Zhou , Ling Shi

This work presents a centralized multi-IMU filter framework with online intrinsic and extrinsic calibration for unsynchronized inertial measurement units that is robust against changes in calibration parameters. The novel EKF-based method…

Robotics · Computer Science 2024-01-05 Jacob Hartzer , Srikanth Saripalli

We analyze the convergence aspects of the invariant extended Kalman filter (IEKF), when the latter is used as a deterministic non-linear observer on Lie groups, for continuous-time systems with discrete observations. One of the main…

Systems and Control · Computer Science 2015-10-20 Axel Barrau , Silvère Bonnabel

In this paper we propose a novel accurate method for dead-reckoning of wheeled vehicles based only on an Inertial Measurement Unit (IMU). In the context of intelligent vehicles, robust and accurate dead-reckoning based on the IMU may prove…

Robotics · Computer Science 2019-04-15 Martin Brossard , Axel Barrau , Silvère Bonnabel

Intelligent vehicles in autonomous driving and obstacle avoidance, the precise relative state of vehicles put forward a higher demand. For a vehicle-borne sensor network with time-varying transmission delays, the problem of coordinate…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Hang Yu , Keren Dai , Haojie Li , Yao Zou , Xiang Ma , Shaojie Ma , He Zhang

In this paper, a simultaneous localization and mapping (SLAM) algorithm for tracking the motion of a pedestrian with a foot-mounted inertial measurement unit (IMU) is proposed. The algorithm uses two maps, namely, a motion map and a…

Robotics · Computer Science 2022-03-31 Mostafa Osman , Frida Viset , Manon Kok

Nonlinear filtering problems are encountered in many applications, and one solution approach is the extended Kalman filter, which is not always convergent. Therefore, it is crucial to identify conditions under which the extended Kalman…

Probability · Mathematics 2026-03-24 Ibrahim Mbouandi Njiasse , Florent Ouabo Kamkumo , Ralf Wunderlich

Geometry of the state space is known to play a crucial role in many applications of Kalman filters, especially robotics and motion tracking. The Lie group-centric approach is currently very common, although a Riemannian approach has also…

Optimization and Control · Mathematics 2025-06-03 Mateusz Baran , Ronny Bergmann