Related papers: Continuous-discrete unscented Kalman filtering fra…
The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets…
Ensemble Kalman filter techniques are widely used to assimilate observations into dynamical models. The phase space dimension is typically much larger than the number of ensemble members which leads to inaccurate results in the computed…
LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the…
Fifth-generation (5G) networks are expected to provide high-precision positioning estimation utilizing mmWave signals in urban and downtown areas. In such areas, 5G base stations (BSs) will be densely deployed, allowing for line-of-sight…
This study presents an innovative hybrid Visual-Inertial Odometry (VIO) method for Unmanned Aerial Vehicles (UAVs) that is resilient to environmental challenges and capable of dynamically assessing sensor reliability. Built upon a loosely…
Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in many cases. However, this filters only…
This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…
In this paper, we present an analysis of the Unscented Transform Controller (UTC), a technique to control nonlinear systems motivated as a dual to the Unscented Kalman Filter (UKF). We consider linear, discrete-time systems augmented by a…
Non-Gaussian noise, outliers, sudden load changes, and bad measurement data are key factors that diminish the accuracy of dynamic state estimation in power systems. Additionally, unscented Kalman filters (UKF) based on correntropy criteria…
In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…
Most works on joint state and unknown input (UI) estimation require the assumption that the UIs are linear; this is potentially restrictive as it does not hold in many intelligent autonomous systems. To overcome this restriction and…
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…
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…
In this work, we explore the recent advances in equivariant filtering for inertial navigation systems to improve state estimation for uncrewed aerial vehicles (UAVs). Traditional state-of-the-art estimation methods, e.g., the multiplicative…
This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…
Many estimation problems in aerospace navigation and robotics involve measurements that depend on prior states. A prominent example is odometry, which measures the relative change between states over time. Accurately handling these…
A new class of iterated linearization-based nonlinear filters, dubbed dynamically iterated filters, is presented. Contrary to regular iterated filters such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter…
State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…
To achieve robust and accurate state estimation for robot navigation, we propose a novel Visual Inertial Odometry(VIO) algorithm with line features upon the theory of invariant Kalman filtering and Cubature Kalman Filter (CKF). In contrast…
To date most linear and nonlinear Kalman filters (KFs) have been developed under the Gaussian assumption and the well-known minimum mean square error (MMSE) criterion. In order to improve the robustness with respect to impulsive (or…