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The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in GPSSM incurs unresolved issues for existing variational…

Machine Learning · Computer Science 2024-07-23 Zhidi Lin , Yiyong Sun , Feng Yin , Alexandre Hoang Thiéry

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

This paper presents a neural network-based Unscented Kalman Filter (UKF) to estimate and track the pose (i.e., position and orientation) of a known, noncooperative, tumbling target spacecraft in a close-proximity rendezvous scenario. The…

Robotics · Computer Science 2023-08-16 Tae Ha Park , Simone D'Amico

This paper introduces an advanced Quaternion-based Unscented Kalman Filter (QUKF) for real-time, robust estimation of system states and external wrenches in assistive aerial payload transportation systems that engage in direct physical…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Hussein Naser , Hashim A. Hashim , Mojtaba Ahmadi

This paper proposes a novel vehicle sideslip angle estimator, which uses the physical knowledge from an Unscented Kalman Filter (UKF) based on a non-linear single-track vehicle model to enhance the estimation accuracy of a Convolutional…

Systems and Control · Electrical Eng. & Systems 2023-03-10 Alberto Bertipaglia , Mohsen Alirezaei , Riender Happee , Barys Shyrokau

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

This paper is the second of a two-part series that discusses the implementation issues and test results of a robust Unscented Kalman Filter (UKF) for power system dynamic state estimation with non-Gaussian synchrophasor measurement noise.…

Systems and Control · Computer Science 2020-06-02 Junbo Zhao , Lamine Mili

Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Yang Li , Jing Li , Liang Chen , Junjian Qi , Guoqing Li

This paper investigates the orientation, position, and linear velocity estimation problem of a rigid-body moving in three-dimensional (3D) space with six degrees-of-freedom (6 DoF). The highly nonlinear navigation kinematics are formulated…

Robotics · Computer Science 2024-12-05 Khashayar Ghanizadegan , Hashim A. Hashim

Motion estimation is a crucial component in multi-object tracking (MOT). It predicts the trajectory of objects by analyzing the changes in their positions in consecutive frames of images, reducing tracking failures and identity switches.…

Computer Vision and Pattern Recognition · Computer Science 2025-09-16 Jian Song , Wei Mei , Yunfeng Xu , Qiang Fu , Renke Kou , Lina Bu , Yucheng Long

State estimation of nonlinear dynamical systems has long aimed to balance accuracy, computational efficiency, robustness, and reliability. The rapid evolution of various industries has amplified the demand for estimation frameworks that…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Reza Ahmadvand , Sarah Safura Sharif , Yaser Mike Banad

Modern autonomous navigation for unmanned ground vehicles relies on different estimators to fuse inertial sensors and GNSS measurements. However, the constant noise covariance matrices often struggle to account for dynamic real-world…

Robotics · Computer Science 2026-03-26 Gal Versano , Itzik Klein

Ubiquitous robot control and human-robot collaboration using smart devices poses a challenging problem primarily due to strict accuracy requirements and sparse information. This paper presents a novel approach that incorporates a…

Robotics · Computer Science 2023-10-05 Fabian C Weigend , Xiao Liu , Heni Ben Amor

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

Modern autonomous systems are purposed for many challenging scenarios, where agents will face unexpected events and complicated tasks. The presence of disturbance noise with control command and unknown inputs can negatively impact robot…

Robotics · Computer Science 2023-09-22 Zida Wu , Zhaoliang Zheng , Ankur Mehta

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

Systems and Control · Computer Science 2013-11-05 Gerasimos G. Rigatos

Switching Kalman Filters (SKF) are well known for their ability to solve the piecewise linear dynamic system estimation problem using the standard Kalman Filter (KF). Practical SKFs are heuristic, approximate filters that are not guaranteed…

Signal Processing · Electrical Eng. & Systems 2022-01-31 Parisa Karimi , Zhizhen Zhao , Mark Butala , Farzad Kamalabadi

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster