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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

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

Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…

Applications · Statistics 2018-08-01 Sylvain Robert , Hans R. Künsch

Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition…

Robotics · Computer Science 2020-12-23 Md Ashikuzzaman , Noushin Jafarpisheh , Sunil Rottoo , Pierre Brisson , Hassan Rivaz

The Ensemble Kalman Filter (EnKF) has achieved great successes in data assimilation in atmospheric and oceanic sciences, but its failure in convergence to the right filtering distribution precludes its use for uncertainty quantification. We…

Methodology · Statistics 2021-05-13 Peiyi Zhang , Qifan Song , Faming Liang

Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…

Computation · Statistics 2012-08-02 Hatef Monajemi , Peter K. Kitanidis

Typical iterated filters, such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter (IUKF), and iterated posterior linearization filter (IPLF), have been developed to improve the linearization point (or density)…

Optimization and Control · Mathematics 2024-04-25 Anton Kullberg , Martin A. Skoglund , Isaac Skog , Gustaf Hendeby

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

Systems and Control · Computer Science 2017-10-17 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…

Robotics · Computer Science 2024-08-23 Roland Jung

This paper introduces a novel approach for modeling the dynamics of soft robots, utilizing a differentiable filter architecture. The proposed approach enables end-to-end training to learn system dynamics, noise characteristics, and temporal…

Robotics · Computer Science 2023-08-22 Xiao Liu , Shuhei Ikemoto , Yuhei Yoshimitsu , Heni Ben Amor

Recent advancements in LiDAR-Inertial Odometry (LIO) have boosted a large amount of applications. However, traditional LIO systems tend to focus more on localization rather than mapping, with maps consisting mostly of sparse geometric…

Robotics · Computer Science 2025-01-09 Zhong Wang , Lele Ren , Yue Wen , Hesheng Wang

This article proposes a visual inertial navigation algorithm intended to diminish the horizontal position drift experienced by autonomous fixed wing UAVs (Unmanned Air Vehicles) in the absence of GNSS (Global Navigation Satellite System)…

Robotics · Computer Science 2023-08-17 Eduardo Gallo , Antonio Barrientos

Ensemble smoother (ES) has been widely used in various research fields to reduce the uncertainty of the system-of-interest. However, the commonly-adopted ES method that employs the Kalman formula, that is, ES$_\text{(K)}$, does not perform…

Optimization and Control · Mathematics 2021-02-03 Jiangjiang Zhang , Qiang Zheng , Laosheng Wu , Lingzao Zeng

Kalman filtering and smoothing algorithms are used in many areas, including tracking and navigation, medical applications, and financial trend filtering. One of the basic assumptions required to apply the Kalman smoothing framework is that…

Optimization and Control · Mathematics 2014-03-21 Aleksandr Y. Aravkin , James V. Burke

Accurate extrinsic calibration between multiple LiDAR sensors and a GNSS-aided inertial navigation system (GINS) is essential for achieving reliable sensor fusion in intelligent mining environments. Such calibration enables vehicle-road…

Robotics · Computer Science 2025-07-14 Junhui Wang , Yan Qiao , Chao Gao , Naiqi Wu

Simultaneous localization and mapping (SLAM) is a method that constructs a map of an unknown environment and localizes the position of a moving agent on the map simultaneously. Extended Kalman filter (EKF) has been widely adopted as a low…

Signal Processing · Electrical Eng. & Systems 2022-10-19 Geon Choi , Jeonghun Park , Nir Shlezinger , Yonina C. Eldar , Namyoon Lee

We present a multisensor fusion framework for the onboard real-time navigation of a quadrotor in an indoor environment. The framework integrates sensor readings from an Inertial Measurement Unit (IMU), a camera-based object detection…

This paper presents a state-of-the-art LiDAR based autonomous navigation system for under-canopy agricultural robots. Under-canopy agricultural navigation has been a challenging problem because GNSS and other positioning sensors are prone…

The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…

Numerical Analysis · Mathematics 2016-09-21 Claudia Schillings , Andrew M. Stuart

Accurate state estimation of nonlinear dynamical systems is fundamental to modern aerospace operations across air, sea, and space domains. Online tracking of adversarial unmanned aerial vehicles (UAVs) is especially challenging due to agile…

Machine Learning · Computer Science 2026-05-01 Akhil Gupta , Erhan Guven