Related papers: Reduced-Order Autodifferentiable Ensemble Kalman F…
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…
This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…
Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…
Ensemble Kalman filter (EnKF) has been widely used in state estimation and parameter estimation for the dynamic system where observational data is obtained sequentially in time. To reduce uncertainty and accelerate posterior inference, a…
The well-known Kalman filters model dynamical systems by relying on state-space representations with the next state updated, and its uncertainty controlled, by fresh information associated with newly observed system outputs. This paper…
In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…
This article investigates the problem of data-driven state estimation for linear systems with both unknown system dynamics and noise covariances. We propose an Autocovariance Least-squares-based Data-driven Kalman Filter (ADKF), which…
A new type of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for nonlinear problems whose solutions exhibit…
The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…
A data-driven investigation of the flow around a high-rise building is performed combining heterogeneous experimental samples and RANS CFD. The coupling is performed using techniques based on the Ensemble Kalman Filter (EnKF), including…
This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…
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…
The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…
Accurate structural response prediction forms a main driver for structural health monitoring and control applications. This often requires the proposed model to adequately capture the underlying dynamics of complex structural systems. In…
Autonomous mobile robot competitions judge based on a robot's ability to quickly and accurately navigate the game field. This means accurate localization is crucial for creating an autonomous competition robot. Two common localization…
Contemporary data assimilation often involves more than a million prediction variables. Ensemble Kalman filters (EnKF) have been developed by geoscientists. They are successful indispensable tools in science and engineering, because they…
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…
Advanced driver assistance systems are critically dependent on reliable and accurate information regarding a vehicles' driving state. For estimation of unknown quantities, model-based and learning-based methods exist, but both suffer from…
This study considers the data assimilation problem in coupled systems, which consists of two components (sub-systems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in…
This paper proposes a novel localization framework based on collaborative training or federated learning paradigm, for highly accurate localization of autonomous vehicles. More specifically, we build on the standard approach of KalmanNet, a…