Related papers: Reduced-Order Autodifferentiable Ensemble Kalman F…

The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in…

Data assimilation (DA) aims to optimally combine model forecasts and observations that are both partial and noisy. Multi-model DA generalizes the variational or Bayesian formulation of the Kalman filter, and we prove that it is also the…

In counter-adversarial systems, to infer the strategy of an intelligent adversarial agent, the defender agent needs to cognitively sense the information that the adversary has gathered about the latter. Prior works on the problem employ…

The kinematics of many control systems, especially in the robotics field, naturally live on smooth manifolds. Most classical state-estimation algorithms, including the extended Kalman filter, are posed on Euclidean space. Although any…

Data assimilation has been applied to coastal hydrodynamic models to better estimate system states or parameters by incorporating observed data into the model. Kalman Filter (KF) is one of the most studied data assimilation methods whose…

Designing estimation algorithms for systems governed by partial differential equations (PDEs) such as fluid flows is challenging due to the high-dimensional and oftentimes nonlinear nature of the dynamics, as well as their dependence on…

State estimation when only a partial model of a considered system is available remains a major challenge in many engineering fields. This work proposes a joint, square-root unscented Kalman filter to estimate states and model uncertainties…

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…

Learning governing equations from data is central to understanding the behavior of physical systems across diverse scientific disciplines, including physics, biology, and engineering. The Sindy algorithm has proven effective in leveraging…

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…

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

The real-world applications in signal processing generally involve estimating the system state or parameters in nonlinear, non-Gaussian dynamic systems. The estimation problem may get even more challenging when there are physical…

This paper proposes an $SE_2(3)$ based extended Kalman filtering (EKF) framework for the inertial-integrated state estimation problem. The error representation using the straight difference of two vectors in the inertial navigation system…

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state is high dimensional, ensemble Kalman filters are often the method of choice. This paper…

We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…

We derive symmetry preserving invariant extended Kalman filters (IEKF) on matrix Lie groups. These Kalman filters have an advantage over conventional extended Kalman filters as the error dynamics for such filters are independent of the…

Heavy tails is a common feature of filtering distributions that results from the nonlinear dynamical and observation processes as well as the uncertainty from physical sensors. In these settings, the Kalman filter and its ensemble version -…

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous…

This paper considers the problem of data-driven robust control design for nonlinear systems, for instance, obtained when discretizing nonlinear partial differential equations (PDEs). A robust learning control approach is developed for…

The Ensemble Kalman Filter (EnKF) belongs to the class of iterative particle filtering methods and can be used for solving control--to--observable inverse problems. In this context, the EnKF is known as Ensemble Kalman Inversion (EKI). In…