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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…

Optimization and Control · Mathematics 2022-02-17 Sepideh Afshar , Fabian Germ , Kirsten A. Morris

This work extends a previous study that introduced an algorithm for state estimation on manifolds within the framework of the Kalman filter. Its objective is to address the limitations of the earlier approach. The reversible Kalman filter…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Svyatoslav Covanov , Cedric Pradalier

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

Stochastic stability for centralized time-varying Kalman filtering over a wireles ssensor network with correlated fading channels is studied. On their route to the gateway, sensor packets, possibly aggregated with measurements from several…

Optimization and Control · Mathematics 2013-08-09 Daniel E. Quevedo , Anders Ahlen , Karl H. Johansson

This report provides a brief historical evolution of the concepts in the Kalman filtering theory since ancient times to the present. A brief description of the filter equations its aesthetics, beauty, truth, fascinating perspectives and…

Methodology · Statistics 2015-03-17 Shyam Mohan M , Naren Naik , R. M. O. Gemson , M. R. Ananthasayanam

This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…

Computers and Society · Computer Science 2024-07-19 Parsa Veysi , Mohsen Adeli , Nayerosadat Peirov Naziri , Ehsan Adeli

We introduce a computationally efficient variant of the model-based ensemble Kalman filter (EnKF). We propose two changes to the original formulation. First, we phrase the setup in terms of precision matrices instead of covariance matrices,…

Methodology · Statistics 2023-03-01 Håkon Gryvill , Håkon Tjelmeland

In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…

Accurate estimation of thermosphere mass density is critical to determining how satellite orbits evolve over time and thus to planning and managing space missions. Empirical thermosphere models are commonly employed for this purpose, but…

Space Physics · Physics 2022-06-01 George Bowden

The reliability and precision of dynamic database are vital for the optimal operating and global control of integrated energy systems. One of the effective ways to obtain the accurate states is state estimations. A novel robust dynamic…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Liang Chen , Yang Li , Manyun Huang , Xinxin Hui , Songlin Gu

Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition…

Robotics · Computer Science 2020-12-23 Md Ashikuzzaman , Noushin Jafarpisheh , Sunil Rottoo , Pierre Brisson , Hassan Rivaz

This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust…

We present a new calibration scheme based on a non-linear version of Kalman filter that aims at estimating the physical terms appearing in the Radio Interferometry Measurement Equation (RIME). We enrich the filter's structure with a tunable…

Instrumentation and Methods for Astrophysics · Physics 2015-06-19 Cyril Tasse

Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Suryasnata Dash , Abhishek Dey

We study causal waveform estimation (tracking) of time-varying signals in a paradigmatic atomic sensor, an alkali vapor monitored by Faraday rotation probing. We use Kalman filtering, which optimally tracks known linear Gaussian stochastic…

The classical state-space approach to optimal estimation of stochastic processes is efficient when the driving noises are generated by martingales. In particular, the weight function of the optimal linear filter, which solves a complicated…

Probability · Mathematics 2022-06-13 D. Afterman , P. Chigansky , M. Kleptsyna , D. Marushkevych

Many Inertial Navigation Systems (INS) use Global Navigation Satellite System (GNSS) position as the primary measurement to drive filter performance and bound error growth. However, commercial-grade GNSS receivers introduce unknown…

Robotics · Computer Science 2026-05-14 Giulio Delama , Martin Scheiber , Yixiao Ge , Tarek Hamel , Stephan Weiss , Robert Mahony

The Kalman filter (KF) and the extended Kalman filter (EKF) are well established techniques for state estimation. However, the choice of the filter tuning parameters still poses a major challenge for the engineers [1]. In the present work,…

Adaptation and Self-Organizing Systems · Physics 2013-02-26 Manika Saha , Bhaswati Goswami , Ratna Ghosh

This work studies the state estimation problem of a stochastic nonlinear system with unknown sensor measurement losses. If the estimator knows the sensor measurement losses of a linear Gaussian system, the minimum variance estimate is…

Systems and Control · Computer Science 2020-05-11 Jiaqi Zhang , Keyou You , Lihua Xie

In this paper, a distributed dual-quaternion multiplicative extended Kalman filter for the estimation of poses and velocities of individual satellites in a fleet of spacecraft is analyzed. The proposed algorithm uses both absolute and…

Optimization and Control · Mathematics 2024-12-02 Mathias Hudoba de Badyn , Jonas Binz , Andrea Iannelli , Roy S. Smith
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