Related papers: Robust Kalman Filters Based on the Sub-Gaussian $\…
Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…
Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…
We study distributed filtering for a class of uncertain systems over corrupted communication channels. We propose a distributed robust Kalman filter with stochastic gains, through which upper bounds of the conditional mean square estimation…
An ensemble Kalman filter (EnKF)-based mixed model (EnKF-MM) is proposed for the subgrid-scale (SGS) closure in the large-eddy simulation (LES) of turbulence. The model coefficients are determined through the EnKF-based data assimilation…
This technical note addresses the UD factorization based Kalman filtering (KF) algorithms. Using this important class of numerically stable KF schemes, we extend its functionality and develop an elegant and simple method for computation of…
We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…
This paper proposes a robust Bayesian accelerated failure time model for censored survival data. We develop a new family of life-time distributions using a scale mixture of the generalized gamma distributions, where we propose a novel super…
We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…
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…
We consider the Kalman-filtering problem with multiple sensors which are connected through a communication network. If all measurements are delivered to one place called fusion center and processed together, we call the process centralized…
In this paper, we propose a general robust subband adaptive filtering (GR-SAF) scheme against impulsive noise by minimizing the mean square deviation under the random-walk model with individual weight uncertainty. Specifically, by choosing…
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…
Distributed Kalman filter approaches based on the maximum correntropy criterion have recently demonstrated superior state estimation performance to that of conventional distributed Kalman filters for wireless sensor networks in the presence…
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…
For linear discrete state-space (LDSS) models, under certain conditions, the linear least mean squares filter estimate has a convenient recursive predictor/corrector format, aka the Kalman filter (KF). The aim of the paper is to introduce…
Precise frequency and phase synchronization are among the important aspects in a coherent distributed phased array antenna system, and are among the most challenging to achieve for microwave frequencies and above. We propose a high accuracy…
This paper is concerned with developing a novel distributed Kalman filtering algorithm over wireless sensor networks based on randomized consensus strategy. Compared with the centralized algorithm, distributed filtering techniques require…
In this paper we present a new Kalman filter extension for state update called Partitioned Update Kalman Filter (PUKF). PUKF updates the state using multidimensional measurements in parts. PUKF evaluates the nonlinearity of the measurement…
A turbulent boundary layer is an essential flow case of fundamental and applied fluid mechanics. However, accurate measurements of turbulent boundary layer parameters (e.g., friction velocity $u_\tau$ and wall shear $\tau_w$), are…
Accurate estimation of power system dynamics is very important for the enhancement of power system reliability, resilience, security, and stability of power system. With the increasing integration of inverter-based distributed energy…