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We study the Extended Kalman Filter in constant dynamics, offering a bayesian perspective of stochastic optimization. We obtain high probability bounds on the cumulative excess risk in an unconstrained setting. In order to avoid any…

Machine Learning · Computer Science 2020-06-29 Joseph de Vilmarest , Olivier Wintenberger

Traditional statements of the celebrated Kalman filter algorithm focus on the estimation of state, but not the output. For any outputs, measured or auxiliary, it is usually assumed that the posterior state estimates and known inputs are…

Optimization and Control · Mathematics 2016-10-26 Ameet S. Deshpande

In robotics, designing robust algorithms in the face of estimation uncertainty is a challenging task. Indeed, controllers often do not consider the estimation uncertainty and only rely on the most likely estimated state. Consequently,…

Robotics · Computer Science 2023-05-22 Armand Jordana , Avadesh Meduri , Etienne Arlaud , Justin Carpentier , Ludovic Righetti

Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering.…

Machine Learning · Statistics 2016-03-10 Sayed Pouria Talebi , Danilo P. Mandic

A major challenge for the realisation of useful universal quantum computers is achieving high fidelity two-qubit entangling gate operations. However, calibration errors can affect the quantum gate operations and limit their fidelity. To…

An important step in building a quantum computer is calibrating experimentally implemented quantum gates to produce operations that are close to ideal unitaries. The calibration step involves estimating the systematic errors in gates and…

Quantum Physics · Physics 2021-10-22 Shelby Kimmel , Guang Hao Low , Theodore J. Yoder

Continuous gate sets are a key ingredient for near-term quantum algorithms. Here, we demonstrate a hardware-efficient, continuous set of controlled arbitrary-phase ($\mathrm{C}Z_{\theta}$) gates acting on flux-tunable transmon qubits. This…

Accurate and robust quantum process tomography (QPT) is crucial for verifying quantum gates and diagnosing implementation faults in experiments aimed at building universal quantum computers. However, the reliability of QPT protocols is…

System identification poses a significant bottleneck to characterizing and controlling complex systems. This challenge is greatest when both the system states and parameters are not directly accessible leading to a dual-estimation problem.…

Systems and Control · Electrical Eng. & Systems 2021-04-08 Matthew F. Singh , Chong Wang , Michael W. Cole , ShiNung Ching

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 performance of quantum gate operations is experimentally determined by how correct operational parameters can be determined and set, and how stable these parameters can be maintained. In addition, gates acting on different sets of…

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

In this paper we propose a novel partition-based distributed state estimation scheme for non-overlapping subsystems based on Kalman filter. The estimation scheme is designed in order to account, in a rigorous fashion, for dynamic coupling…

Systems and Control · Computer Science 2015-07-27 Marcello Farina , Ruggero Carli

Kalman filtering is a widely used framework for Bayesian estimation. The partitioned update Kalman filter applies a Kalman filter update in parts so that the most linear parts of measurements are applied first. In this paper, we generalize…

Optimization and Control · Mathematics 2016-03-16 Matti Raitoharju , Ángel F. García-Fernández , Robert Piché

In this paper we first introduce the setting of filtering on Stiefel manifolds. Then, assuming the underlying system process is constant, the convergence of the extended Kalman filter with Stiefel manifold-valued observations is proved.…

Statistics Theory · Mathematics 2025-11-05 Jordi-Lluís Figueras , Aron Persson , Lauri Viitasaari

Simultaneous Input and State Estimation (SISE) enables the reconstruction of unknown inputs and internal states in dynamical systems, with applications in fault detection, robotics, and control. While various methods exist for linear…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Rodrigo A. González , Angel L. Cedeño

We demonstrate that the extended Kalman filter converges locally for a broad class of nonlinear systems. If the initial estimation error of the filter is not too large then the error goes to zero exponentially as time goes to infinity. To…

Optimization and Control · Mathematics 2007-05-23 Arthur J. Krener

A key requirement for scalable quantum computing is that elementary quantum gates can be implemented with sufficiently low error. One method for determining the error behavior of a gate implementation is to perform process tomography.…

The extended Kalman filter is perhaps the most standard tool to estimate in real time the state of a dynamical system from noisy measurements of some function of the system, with extensive practical applications (such as position tracking…

Optimization and Control · Mathematics 2019-01-04 Yann Ollivier

Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…

Systems and Control · Computer Science 2013-04-11 Greg Hager , Max Mintz