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The Ensemble Kalman Filter (EnKF) is a widely used method for data assimilation in high-dimensional systems, with an ensemble update step equivalent to an empirical version of the Matheron update popular in Gaussian process regression -- a…

Machine Learning · Computer Science 2025-09-19 Dan MacKinlay

Electrocardiogram (ECG) signals are often degraded by various noise sources such as baseline wander, motion artifacts, and electromyographic interference, posing a major challenge in clinical settings. This paper presents a lightweight deep…

Signal Processing · Electrical Eng. & Systems 2025-11-18 Mahdi Pirayesh Shirazi Nejad , David Hicks , Matt Valentine , Ki H. Chon

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

The cardiac dipole has been shown to propagate to the ears, now a common site for consumer wearable electronics, enabling the recording of electrocardiogram (ECG) signals. However, in-ear ECG recordings often suffer from significant noise…

Objective: Gaussian Processes (GP)-based filters, which have been effectively used for various applications including electrocardiogram (ECG) filtering can be computationally demanding and the choice of their hyperparameters is typically ad…

Signal Processing · Electrical Eng. & Systems 2024-01-10 Mircea Dumitru , Qiao Li , Erick Andres Perez Alday , Ali Bahrami Rad , Gari D. Clifford , Reza Sameni

Continuous monitoring of cardiac health under free living condition is crucial to provide effective care for patients undergoing post operative recovery and individuals with high cardiac risk like the elderly. Capacitive Electrocardiogram…

We introduce a new multilevel ensemble Kalman filter method (MLEnKF) which consists of a hierarchy of independent samples of ensemble Kalman filters (EnKF). This new MLEnKF method is fundamentally different from the preexisting method…

Numerical Analysis · Mathematics 2020-09-22 Håkon Hoel , Gaukhar Shaimerdenova , Raúl Tempone

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…

Machine Learning · Computer Science 2024-09-12 Phillip Si , Peng Chen

We propose a maximum entropy (ME) based approach to smooth noise not only in data but also to noise amplified by second order derivative calculation of the data especially for electroencephalography (EEG) studies. The approach includes two…

Quantitative Methods · Quantitative Biology 2007-11-20 Chih-Yuan Tseng , HC Lee

In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and parameters of linear parabolic partial differential equations…

Computation · Statistics 2018-05-15 Marco Iglesias , Zaid Sawlan , Marco Scavino , Raul Tempone , Christopher Wood

A Notch Filter is essential in ECG signal processing to eliminate narrowband noise, especially powerline interference at 50 Hz or 60 Hz. This interference overlaps with vital ECG signal features, affecting the accuracy of downstream…

Signal Processing · Electrical Eng. & Systems 2025-05-06 Lohit Bibar , Samali bose , Tribeni Prasad Banerjee

This paper presents a fractional one-dimensional convolutional neural network (CNN) autoencoder for denoising the Electroencephalogram (EEG) signals which often get contaminated with noise during the recording process, mostly due to muscle…

Machine Learning · Computer Science 2021-04-19 Subham Nagar , Ahlad Kumar

Varieties of noises are major problem in recognition of Electromyography (EMG) signal. Hence, methods to remove noise become most significant in EMG signal analysis. White Gaussian noise (WGN) is used to represent interference in this…

Computer Vision and Pattern Recognition · Computer Science 2009-12-26 Angkoon Phinyomark , Chusak Limsakul , Pornchai Phukpattaranont

An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by…

Computation · Statistics 2009-07-20 Jan Mandel , Jonathan D. Beezley

This work presents new results and understanding of the Ensemble Kalman filter (EnKF) for inverse problems. In particular, using a Lagrangian dual perspective we show that EnKF can be derived from the sample average approximation (SAA) of…

Numerical Analysis · Mathematics 2026-01-27 C G Krishnanunni , Jonathan Wittmer , Tan Bui-Thanh , Quoc P. Nguyen

Data assimilation (DA) for compressible flows with shocks is challenging because many classical DA methods generate spurious oscillations and nonphysical features near uncertain shocks. We focus here on the ensemble Kalman filter (EnKF). We…

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

Ensemble Kalman--Bucy filters (EnKBFs) are an important tool in Data Assimilation that aim to approximate the posterior distribution for continuous time filtering problems using an ensemble of interacting particles. In this work we extend a…

Probability · Mathematics 2024-05-27 Sebastian Ertel , Wilhelm Stannat

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 decentralized dynamic state estimation (DSE) algorithm with bimodal Gaussian mixture measurement noise. The decentralized DSE is formulated using the Ensemble Kalman Filter (EnKF) and then compared with the unscented…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Vahid Sarfi , Amir Ghasemkhani , Iman Niazazari , Hanif Livani , Lei Yang