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In this paper, we derive a new Kalman filter with probabilistic data association between measurements and states. We formulate a variational inference problem to approximate the posterior density of the state conditioned on the measurement…

Computer Vision and Pattern Recognition · Computer Science 2025-09-08 Hanwen Cao , George J. Pappas , Nikolay Atanasov

We consider the problem of decentralized frequency and phase synchronization in distributed phased arrays via local broadcast of the node electrical states. Frequency and phase synchronization between nodes in a distributed array is…

Signal Processing · Electrical Eng. & Systems 2022-04-11 Mohammed Rashid , Jeffrey A. Nanzer

Distributed sensor networks often include a multitude of sensors, each measuring parts of a process state space or observing the operations of a system. Communication of measurements between the sensor nodes and estimator(s) cannot…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Sanjay Chandrasekaran , Vishnu Varadan , Siva Vignesh Krishnan , Florian Dörfler , Mohammad H. Mamduhi

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…

This work presents a fully-digital high-accuracy real-time calibration procedure for frequency and time alignment of open-loop wirelessly coordinated coherent distributed antenna array (CDA) modems, enabling radio frequency (RF) phase…

Signal Processing · Electrical Eng. & Systems 2025-12-02 Jason M. Merlo , Samuel Wagner , John Lancaster , Jeffrey A. Nanzer

The design and experimental implementation of a waveform for high-accuracy inter-node ranging in a coherent distributed antenna array is presented. Based on a spectrally-sparse high-accuracy ranging waveform, the presented multi-frequency…

Signal Processing · Electrical Eng. & Systems 2020-02-10 Sean Ellison , Jeffrey Nanzer

The paper deals with decentralized state estimation for spatially distributed systems described by linear partial differential equations from discrete in-space-and-time noisy measurements provided by sensors deployed over the spatial domain…

Systems and Control · Computer Science 2016-04-11 Giorgio Battistelli , Luigi Chisci , Nicola Forti , Stefano Selleri , Giuseppe Pelosi

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 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…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Suyang Hu , Xiaoxu Lyu , Peihu Duan , Dawei Shi , Ling Shi

Nowadays, with the development of multi-sensor networks, the distributed cubature Kalman filter is one of the well-known existing schemes for state estimation, for which the influence of the non-Gaussian noise, abnormal data, and…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu

In order to decrease the steady-state error and reduce the computational complexity and increase the ability to identify a large unknown system, a convex combination of overlap-save frequency-domain adaptive filters (COSFDAF) algorithm is…

Systems and Control · Computer Science 2018-05-04 Sihai Guan , Zhi Li

Antenna arrays can be either reciprocity calibrated (R-calibrated), which facilitates reciprocity-based beamforming, or fully calibrated (F-calibrated), which additionally facilitates transmission and reception in specific physical…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Erik G. Larsson , Joao Vieira

We propose Hypernetwork Kalman Filter (HKF) for tracking applications with multiple different dynamics. The HKF combines generalization power of Kalman filters with expressive power of neural networks. Instead of keeping a bank of Kalman…

Signal Processing · Electrical Eng. & Systems 2022-02-23 Kumar Pratik , Rana Ali Amjad , Arash Behboodi , Joseph B. Soriaga , Max Welling

The paper presents the gossip interactive Kalman filter (GIKF) for distributed Kalman filtering for networked systems and sensor networks, where inter-sensor communication and observations occur at the same time-scale. The communication…

Information Theory · Computer Science 2015-05-18 Soummya Kar , José M. F. Moura

In this article, we present a structured Kalman filter associated with the transformation matrix for observable Kalman canonical decomposition from conventional Kalman filter (CKF) in order to generate a more accurate time scale. The…

Systems and Control · Electrical Eng. & Systems 2023-12-08 Yuyue Yan , Takahiro Kawaguchi , Yuichiro Yano , Yuko Hanado , Takayuki Ishizaki

We propose a distributed cooperative positioning algorithm using the extended Kalman filter (EKF) based spatio-temporal data fusion (STDF) for a wireless network composed of sparsely distributed high-mobility nodes. Our algorithm first…

Networking and Internet Architecture · Computer Science 2023-08-02 Yue Cao , Shaoshi Yang , Xiao Ma , Zhiyong Feng

Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…

Machine Learning · Statistics 2024-04-03 Chaitra Agrahar , William Poole , Simone Bianco , Hana El-Samad

Robustness and adaptivity are two competing objectives in Kalman filters (KF). Robustness involves temporarily inflating prior estimates of noise covariances, while adaptivity updates prior beliefs by exploiting measurements. In practical…

Information Theory · Computer Science 2026-05-11 Shilei Li , Dawei Shi , Hao Yu , Ling Shi

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Machine Learning · Computer Science 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

Compared with linear time invariant systems, linear periodic system can describe the periodic processes arising from nature and engineering more precisely. However, the time-varying system parameters increase the difficulty of the research…

Signal Processing · Electrical Eng. & Systems 2023-03-16 Jiachen Qian , Zhisheng Duan , Peihu Duan , Zhongkui Li
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