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The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…
This paper investigates the problem of inertial navigation system (INS) filter design through the lens of symmetry. The extended Kalman filter (EKF) and its variants have been the staple of INS filtering for 50 years. However, recent…
Autonomous proximity operations, such as active debris removal and on-orbit servicing, require high-fidelity relative navigation solutions that remain robust in the presence of parametric uncertainty. Standard estimation frameworks…
It is commonly expected that future fifth generation (5G) networks will be deployed with a high spatial density of access nodes (ANs) in order to meet the envisioned capacity requirements of the upcoming wireless networks. Densification is…
The traditional GNSS-aided inertial navigation system (INS) usually exploits the extended Kalman filter (EKF) for state estimation, and the initial attitude accuracy is key to the filtering performance. To spare the reliance on the initial…
This paper presents a novel approach to address the inconsistency problem caused by observability mismatch in visual-inertial navigation systems (VINS). The key idea involves applying a linear time-varying transformation to the error-state…
The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed…
Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…
The Ensemble Kalman Filter (EnKF) has achieved great successes in data assimilation in atmospheric and oceanic sciences, but its failure in convergence to the right filtering distribution precludes its use for uncertainty quantification. We…
In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we…
This paper presents the design and implementation of a Right Invariant Extended Kalman Filter (RIEKF) for estimating the states of the kinematic base of the Surena V humanoid robot. The state representation of the robot is defined on the…
Recent advances in counter-adversarial systems have garnered significant research attention to inverse filtering from a Bayesian perspective. For example, interest in estimating the adversary's Kalman filter tracked estimate with the…
The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…
The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…
Unmanned Aerial Vehicles in dynamic environments face telemetry outages, structural vibrations, and regime-dependent noise that invalidate the stationary covariance assumptions of classical Kalman filters. The Sage-Husa Kalman Filter (SHKF)…
Robust and accurate navigation is critical for Unmanned Aerial Vehicles (UAVs) especially for those with stringent Size, Weight, and Power (SWaP) constraints. However, most state-of-the-art (SOTA) LiDAR-Inertial Odometry (LIO) systems still…
The kinematics of many systems encountered in robotics, mechatronics, and avionics are naturally posed on homogeneous spaces; that is, their state lies in a smooth manifold equipped with a transitive Lie group symmetry. This paper proposes…
This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…
Search and rescue (SAR) operations require rapid responses to save lives or property. Unmanned Aerial Vehicles (UAVs) equipped with vision-based systems support these missions through prior terrain investigation or real-time assistance…
Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's…