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Accurate estimation and prediction of trajectory is essential for the capture of any high speed target. In this paper, an extended Kalman filter (EKF) is used to track the target in the first loop of the trajectory to collect data points…

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

This paper presents an extension of the DRIFT invariant state estimation framework, enabling robust fusion of GPS and IMU data for accurate pose and heading estimation. Originally developed for testing and usage on a marine autonomous…

Robotics · Computer Science 2025-07-04 Surya Pratap Singh , Tsimafei Lazouski , Maani Ghaffari

We present a comprehensive framework for fusing measurements from multiple and generally placed accelerometers and gyroscopes to perform inertial navigation. Using the angular acceleration provided by the accelerometer array, we show that…

Signal Processing · Electrical Eng. & Systems 2022-01-31 Håkan Carlsson , Isaac Skog , Gustaf Hendeby , Joakim Jaldén

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

Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA)…

Computation · Statistics 2022-03-08 Ian Grooms

We present the program `Catalogue of proper motions in extragalactic jets from Active galactic Nuclei with Very large Array Studies' or CAgNVAS, with the objective of using archival and new VLA observations to measure proper motions of jet…

Instrumentation and Methods for Astrophysics · Physics 2023-12-21 Agniva Roychowdhury , Eileen T. Meyer

The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

Machine Learning · Statistics 2016-08-31 Michael C. Burkhart , David M. Brandman , Carlos E. Vargas-Irwin , Matthew T. Harrison

The Kalman filter (KF) and its variants are among the most celebrated algorithms in signal processing. These methods are used for state estimation of dynamic systems by relying on mathematical representations in the form of simple…

Real-world applications of bipedal robot walking require accurate, real-time state estimation. State estimation for locomotion over dynamic rigid surfaces (DRS), such as elevators, ships, public transport vehicles, and aircraft, remains…

Robotics · Computer Science 2021-09-06 Yuan Gao , Yan Gu

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's…

Data Analysis, Statistics and Probability · Physics 2015-11-09 Boujemaa Ait-El-Fquih , Mohamad El Gharamti , Ibrahim Hoteit

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

Most of the existing LiDAR-inertial navigation systems are based on frame-to-map registrations, leading to inconsistency in state estimation. The newest solid-state LiDAR with a non-repetitive scanning pattern makes it possible to achieve a…

Robotics · Computer Science 2023-07-14 Hailiang Tang , Tisheng Zhang , Xiaoji Niu , Liqiang Wang , Linfu Wei , Jingnan Liu

This paper presents an estimation and control framework that enables the targeted reentry of a drag-modulated spacecraft in the presence of atmospheric density uncertainty. In particular, an extended Kalman filter (EKF) is used to estimate…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Alex D. Hayes , Ryan J. Caverly

Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track and forecast dynamical systems. However, when dealing with…

Dynamical Systems · Mathematics 2023-05-17 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

Low Earth orbit (LEO) satellites and reconfigurable intelligent surfaces (RISs) have recently drawn significant attention as two transformative technologies, and the synergy between them emerges as a promising paradigm for providing…

Signal Processing · Electrical Eng. & Systems 2025-01-07 Pinjun Zheng , Xing Liu , Tareq Y. Al-Naffouri

The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…

Signal Processing · Electrical Eng. & Systems 2023-04-21 Itay Buchnik , Damiano Steger , Guy Revach , Ruud J. G. van Sloun , Tirza Routtenberg , Nir Shlezinger

The availability of Synthetic Aperture Radar (SAR) data from different sensors and observation of the Global Navigation Satellite System (GNSS) has been growing worldwide. The complementary nature of InSAR and GNSS observations demands…

Signal Processing · Electrical Eng. & Systems 2023-03-08 Manoochehr Shirzaei

State estimation for legged locomotion over a dynamic rigid surface (DRS), which is a rigid surface moving in the world frame (e.g., ships, aircraft, and trains), remains an under-explored problem. This paper introduces an invariant…

Robotics · Computer Science 2022-05-17 Yuan Gao , Chengzhi Yuan , Yan Gu

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