Related papers: Global RTK Positioning in Graphical State Space
This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…
Simultaneous Localization and Mapping (SLAM) algorithms perform visual-inertial estimation via filtering or batch optimization methods. Empirical evidence suggests that filtering algorithms are computationally faster, while optimization…
The Global Navigation Satellite System (GNSS) provides critical positioning information globally, but its accuracy in dense urban environments is often compromised by multipath and non-line-of-sight errors. Road network data can be used to…
We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…
This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…
A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…
State estimation of dynamical systems in real-time is a fundamental task in signal processing. For systems that are well-represented by a fully known linear Gaussian state space (SS) model, the celebrated Kalman filter (KF) is a low…
The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…
This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…
Kalman Filtering problems often have inherent and known constraints in the physical dynamics that are not exploited despite potentially significant gains (e.g., fixed speed of a motor). In this paper, we review existing methods and propose…
The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing,…
This paper presents a novel real-time tracking system capable of improving body pose estimation algorithms in distributed camera networks. The first stage of our approach introduces a linear Kalman filter operating at the body joints level,…
This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…
This study proposes a centimeter-accurate positioning method that utilizes a Rao-Blackwellized particle filter (RBPF) without requiring integer ambiguity resolution in global navigation satellite system (GNSS) carrier phase measurements.…
This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF)…
In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…
This paper addresses the numerical aspects of adaptive filtering (AF) techniques for simultaneous state and parameters estimation arising in the design of dynamic positioning systems in many areas of research. The AF schemes consist of a…
Factor graphs are a very powerful graphical representation, used to model many problems in robotics. They are widely spread in the areas of Simultaneous Localization and Mapping (SLAM), computer vision, and localization. In this paper we…
In this manuscript the fixed-lag smoothing problem for conditionally linear Gaussian state-space models is investigated from a factor graph perspective. More specifically, after formulating Bayesian smoothing for an arbitrary state-space…
This paper presents an approach to tackle the problem of tram localization through utilizing a custom processing of Global Navigation Satellite System (GNSS) observables and the track map. The method is motivated by suboptimal performance…