Related papers: Equivariant Symmetries for Inertial Navigation Sys…

This work presents new results and understanding of the Ensemble Kalman filter (EnKF) for inverse problems. In particular, using a Lagrangian dual perspective we show that EnKF can be derived from the sample average approximation (SAA) of…

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…

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

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…

We consider the problem of observer design for a nonholonomic car (more generally a wheeled robot) equipped with wheel speeds with unknown wheel radius, and whose position is measured via a GNSS antenna placed at an unknown position in the…

Range-only Simultaneous Localisation and Mapping (RO-SLAM) is of interest due to its practical applications in ultra-wideband (UWB) and Bluetooth Low Energy (BLE) localisation in terrestrial and aerial applications and acoustic beacon…

This paper presents a novel filter with low computational demand to address the problem of orientation estimation of a robotic platform. This is conventionally addressed by extended Kalman filtering of measurements from a sensor suit which…

It holds great implications for practical applications to enable centimeter-accuracy positioning for mobile and wearable sensor systems. In this paper, we propose a novel, high-precision, efficient visual-inertial (VI)-SLAM algorithm,…

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

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,…

Natural disasters, such as hurricanes and typhoons, pose significant challenges to public safety and infrastructure. While government agencies rely on multi million dollar UAV systems for storm data collection and disaster response, smaller…

Inconsistency issue is one crucial challenge for the performance of extended Kalman filter (EKF) based methods for state estimation problems, which is mainly affected by the discrepancy of observability between the EKF model and the…

Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…

Accurate modeling and prediction of complex physical systems often rely on data assimilation techniques to correct errors inherent in model simulations. Traditional methods like the Ensemble Kalman Filter (EnKF) and its variants as well as…

Pose estimation is important for robotic perception, path planning, etc. Robot poses can be modeled on matrix Lie groups and are usually estimated via filter-based methods. In this paper, we establish the closed-form formula for the error…

This paper is focused on the optimization approach to the solution of inverse problems. We introduce a stochastic dynamical system in which the parameter-to-data map is embedded, with the goal of employing techniques from nonlinear Kalman…

Reliable vehicle navigation in urban environments remains a challenging problem due to frequent satellite signal blockages caused by tall buildings and complex infrastructure. While fusing inertial reading with satellite positioning in an…

This work presents a centralized multi-IMU filter framework with online intrinsic and extrinsic calibration for unsynchronized inertial measurement units that is robust against changes in calibration parameters. The novel EKF-based method…

Invariant Extended Kalman Filter (IEKF) has been successfully applied in Visual-inertial Odometry (VIO) as an advanced achievement of Kalman filter, showing great potential in sensor fusion. In this paper, we propose partial IEKF (PIEKF),…

This paper considers the use of two position receivers and an inertial measurement unit (IMU) to estimate the position, velocity, and attitude of a rigid body, collectively called extended pose. The measurement model consisting of the…