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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

An optimal estimator of quantum states based on a modified Kalman Filter is presented in this work. Such estimator acts after state measurement, allowing to obtain an optimal estimation of quantum state resulting in the output of any…

Quantum Physics · Physics 2014-06-20 Mario Mastriani

Precise positioning and navigation information has been increasingly important with the development of the consumer electronics market. Due to some deficits of Global Navigation Satellite System (GNSS), such as susceptible to interferences,…

Robotics · Computer Science 2024-07-10 Qijia Zhao , Shaolin Lü , Jianan Lou , Rong Zhang

In order to integrate uncertainty estimates into deep time-series modelling, Kalman Filters (KFs) (Kalman et al., 1960) have been integrated with deep learning models, however, such approaches typically rely on approximate inference…

Machine Learning · Computer Science 2019-05-20 Philipp Becker , Harit Pandya , Gregor Gebhardt , Cheng Zhao , James Taylor , Gerhard Neumann

Considering the problem of nonlinear and non-gaussian filtering of the graph signal, in this paper, a robust square root unscented Kalman filter based on graph signal processing is proposed. The algorithm uses a graph topology to generate…

Signal Processing · Electrical Eng. & Systems 2024-09-12 Jinhui Hu , Haiquan Zhao , Yi Peng

Kalman filtering is a classic state estimation technique used in application areas such as signal processing and autonomous control of vehicles. It is now being used to solve problems in computer systems such as controlling the voltage and…

Systems and Control · Electrical Eng. & Systems 2019-07-01 Yan Pei , Swarnendu Biswas , Donald S. Fussell , Keshav Pingali

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

This paper presents a new optimal filter namely past observation-based extended Kalman filter for the problem of localization of Internet-based mobile robot in which the control input and the feedback measurement suffer from communication…

Robotics · Computer Science 2017-03-13 Manh Duong Phung , Thi Thanh Van Nguyen , Thuan Hoang Tran , Quang Vinh Tran

To obtain the accurate transient states of the big scale natural gas pipeline networks under the bad data and non-zero mean noises conditions, a robust Kalman filter-based dynamic state estimation method is proposed using the linearized gas…

Signal Processing · Electrical Eng. & Systems 2021-03-10 Liang Chen , Peng Jin , Jing Yang , Yang Li , Yi Song

In this manuscript a factor graph approach is employed to investigate the recursive filtering problem for a mixed linear/nonlinear state-space model, i.e. for a model whose state vector can be partitioned in a linear state variable…

Statistics Theory · Mathematics 2016-07-29 Giorgio M. Vitetta , Emilio Sirignano , Francesco Montorsi , Matteo Sola

Extended Kalman filter (EKF) does not guarantee consistent mean and covariance under linearization, even though it is the main framework for robotic localization. While Lie group improves the modeling of the state space in localization, the…

Robotics · Computer Science 2019-01-28 Tsang-Kai Chang , Shengkang Chen , Ankur Mehta

We introduce a novel nonlinear Kalman filter that utilizes reparametrization gradients. The widely used parametric approximation is based on a jointly Gaussian assumption of the state-space model, which is in turn equivalent to minimizing…

Machine Learning · Computer Science 2023-03-09 San Gultekin , Brendan Kitts , Aaron Flores , John Paisley

In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…

Systems and Control · Electrical Eng. & Systems 2021-12-16 Angel L. Cedeño , Ricardo Albornoz , Boris I. Godoy , Rodrigo Carvajal , Juan C. Agüero

Gaussian-process state-space models (GP-SSMs) provide a flexible nonparametric alternative for modeling time-series dynamics that are nonlinear or difficult to specify parametrically. While the Kalman filter is effective for linear-Gaussian…

Methodology · Statistics 2025-12-02 Genshiro Kitagawa

We propose a simple yet effective alternative to reward normalization in policy gradient reinforcement learning by integrating a 1D Kalman filter for online reward estimation. Instead of relying on fixed heuristics, our method recursively…

Machine Learning · Computer Science 2026-04-28 Zixuan Xia , Quanxi Li

We consider a general form of the sensor scheduling problem for state estimation of linear dynamical systems, which involves selecting sensors that minimize the trace of the Kalman filter error covariance (weighted by a positive…

Optimization and Control · Mathematics 2023-12-13 Shamak Dutta , Nils Wilde , Stephen L. Smith

In this paper, we address a partition-based distributed state estimation problem for large-scale general nonlinear processes by proposing a Kalman-based approach. First, we formulate a linear full-information estimation design within a…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Xiaojie Li , Adrian Wing-Keung Law , Xunyuan Yin

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…

Systems and Control · Computer Science 2017-11-22 Damian Marelli , Mohsen Zamani , Minyue Fu

State estimation methods using factor graph optimization (FGO) have garnered significant attention in global navigation satellite system (GNSS) research. FGO exhibits superior estimation accuracy compared with traditional state estimation…

Robotics · Computer Science 2025-02-13 Taro Suzuki

Accurate state estimates are required for increasingly complex systems, to enable, for example, feedback control. However, available state estimation schemes are not necessarily real-time feasible for certain large-scale systems. Therefore,…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , M. M. Paulides , W. P. M. H. Heemels