Related papers: Inverse Unscented Kalman Filter
We describe an application of the Invariant Extended Kalman Filter (IEKF) design methodology to the scan matching SLAM problem. We review the theoretical foundations of the IEKF and its practical interest of guaranteeing robustness to poor…
We consider the distributed Kalman filtering problem for sensor networks where each node takes the measurement, communicates with its local neighbors, and updates its local estimate and estimation error covariance at the same frequency. In…
This paper deals with the implementation of the extended robust Kalman filter (ERKF) which was developed considering uncertainties in the parameter matrices of the underlying state-space model. A key contribution of this work is the…
The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike reweighting methods such as sequential Monte Carlo (SMC, i.e.…
Filtering - the task of estimating the conditional distribution for states of a dynamical system given partial and noisy observations - is important in many areas of science and engineering, including weather and climate prediction.…
The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets…
Optimal decision-making under partial observability requires reasoning about the uncertainty of the environment's hidden state. However, most reinforcement learning architectures handle partial observability with sequence models that have…
This work presents new results and understanding of the Ensemble Kalman filter (EnKF) for inverse problems. In particular, using a Lagrangian dual perspective we show that EnKF can be derived from the sample average approximation (SAA) of…
The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…
Attitude and Heading Reference Systems (AHRSs) are broadly applied wherever reliable orientation and motion sensing is required. In this paper, we present an improved Cubature Kalman Filter (CKF) with lower computational cost while…
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…
This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman…
This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and…
The Kalman Filter is a widely used approach for the linear estimation of dynamical systems and is frequently employed within nuclear and particle physics experiments for the reconstruction of charged particle trajectories, known as tracks.…
An unscented Kalman filter for matrix Lie groups is proposed where the time propagation of the state is formulated on the Lie algebra. This is done with the kinematic differential equation of the logarithm, where the inverse of the right…
The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…
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…
Consider a space object in an orbit about the earth. An uncertain initial state can be represented as a point cloud which can be propagated to later times by the laws of Newtonian motion. If the state of the object is represented in…
State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…
Multi-sensor integration via error-state Kalman filter (KF) is widely employed for precise state estimation in cyber-physical systems (CPSs). However, this integration exposes the system to stealthy deception attacks that render…