Related papers: On the optimality of Kalman Filter for Fault Detec…
In this paper, we consider the task of designing a Kalman Filter (KF) for an unknown and partially observed autonomous linear time invariant system driven by process and sensor noise. To do so, we propose studying the following two step…
Automatic lane tracking involves estimating the underlying signal from a sequence of noisy signal observations. Many models and methods have been proposed for lane tracking, and dynamic targets tracking in general. The Kalman Filter is a…
This paper develops a new active fault tolerant control system based on the concept of analytical redundancy. The novel design consists of an observation filter based fault detection and identification system integrated with a nonlinear…
In this study, we utilize the Kalman-Filter analysis to assess market efficiency in major stock markets. The Kalman-Filter operates in two stages, assuming that the data contains a consistent trendline representing the true market value…
The ensemble Kalman filter is widely used in applications because, for high dimensional filtering problems, it has a robustness that is not shared for example by the particle filter; in particular it does not suffer from weight collapse.…
Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement…
Kalman filtering is a widely used framework for Bayesian estimation. The partitioned update Kalman filter applies a Kalman filter update in parts so that the most linear parts of measurements are applied first. In this paper, we generalize…
This paper introduces a novel approach to detect and address faulty or corrupted external sensors in the context of inertial navigation by leveraging a switching Kalman Filter combined with parameter augmentation. Instead of discarding the…
Traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals are non-Gaussian, especially when the system is disturbed by…
Kalman Filters (KF) are fundamental to real-time state estimation applications, including radar-based tracking systems used in modern driver assistance and safety technologies. In a linear dynamical system with Gaussian noise distributions…
This paper is concerned with the convergence and the error analysis for the feedback particle filter (FPF) algorithm. The FPF is a controlled interacting particle system where the control law is designed to solve the nonlinear filtering…
In this work, we address the problem of sensor selection for state estimation via Kalman filtering. We consider a linear time-invariant (LTI) dynamical system subject to process and measurement noise, where the sensors we use to perform…
Kalman filters are routinely used for many data fusion applications including navigation, tracking, and simultaneous localization and mapping problems. However, significant time and effort is frequently required to tune various Kalman…
In this paper, we study the prediction performance of the Kalman filter (KF) in a worst-case, minimax setting as studied in online machine learning, information - and game theory. The aim is to predict the sequence of observations almost as…
The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…
Kalman filters provide a straightforward and interpretable means to estimate hidden or latent variables, and have found numerous applications in control, robotics, signal processing, and machine learning. One such application is neural…
Given a linear dynamical system, we consider the problem of selecting (at design-time) an optimal set of sensors (subject to certain budget constraints) to minimize the trace of the steady state error covariance matrix of the Kalman filter.…
We address the problem of determining optimal sensor precisions for estimating the states of linear time-varying discrete-time stochastic dynamical systems, with guaranteed bounds on the estimation errors. This is performed in the Kalman…
Self-assessment is a key to safety and robustness in automated driving. In order to design safer and more robust automated driving functions, the goal is to self-assess the performance of each module in a whole automated driving system. One…
Transmission electron microscopes (TEMs) enable atomic-scale imaging but suffer from aberrations caused by lens imperfections and environmental conditions, reducing image quality. These aberrations can be compensated by adjusting…