Related papers: A Unified Approach to Optimally Solving Sensor Sch…
This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…
Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…
We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be…
In this paper, we propose a new framework for solving state estimation problems with an additional sparsity-promoting $L_1$-regularizer term. We first formulate such problems as minimization of the sum of linear or nonlinear quadratic error…
This note studies the use of relays to improve the performance of Kalman filtering over packet dropping links. Packet reception probabilities are governed by time-varying fading channel gains, and the sensor and relay transmit powers. We…
This paper considers the problem of fitting the parameters of a Kalman smoother to data. We formulate the Kalman smoothing problem with missing measurements as a constrained least squares problem and provide an efficient method to solve it…
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.…
In this paper, we investigate a distributed estimation problem for multi-agent systems with state equality constraints (SEC). First, under a time-based consensus communication protocol, applying a modified projection operator and the…
Research trends in SLAM systems are now focusing more on multi-sensor fusion to handle challenging and degenerative environments. However, most existing multi-sensor fusion SLAM methods mainly use all of the data from a range of sensors, a…
We consider the problem of sensor selection for designing observer and filter for continuous linear time invariant systems such that the sensor precisions are minimized, and the estimation errors are bounded by the prescribed…
In the considered linear Gaussian sensor scheduling problem, only one sensor out of a set of sensors performs a measurement. To minimize the estimation error over multiple time steps in a computationally tractable fashion, the so-called…
Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data is acquired sequentially. The Kalman filter plays a…
In this paper, we propose a new model reduction technique for linear stochastic systems that builds upon knowledge filtering and utilizes optimal Kalman filtering techniques. This new technique will reduce the dimension of the noise…
The measure timetable plays a critical role for the accuracy of the estimator. This article deals with the optimization of the schedule of measures for observing a random process in time using a Kalman filter, when the length of the process…
Choosing a nonlinear state estimator for an application often involves a trade-off between local optimality (such as provided by an extended Kalman filter) and (almost-/semi-) global asymptotic stability (such as provided by a constructive…
A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…
This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…
The Ensemble Kalman Filter method can be used as an iterative particle numerical scheme for state dynamics estimation and control--to--observable identification problems. In applications it may be required to enforce the solution to satisfy…
Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…
A robust (deterministic) filtering approach to the problem of optimal sensor selection is considered herein. For a given system with several sensors, at each time step the output of one of the sensors must be chosen in order to obtain the…