Related papers: Continuous-discrete unscented Kalman filtering fra…

We review optimization-based approaches to smoothing nonlinear dynamical systems. These approaches leverage the fact that the Extended Kalman Filter and corresponding smoother can be framed as the Gauss-Newton method for a nonlinear least…

The phase-field approach to brittle fracture provides a continuum framework for modeling crack initiation and propagation without explicit representation of discrete crack surfaces, provided the spatial discretization is fine enough to…

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…

Internet of Things (IoT) applications have opened up numerous possibilities to improve our lives. Most of the remote devices, part of the IoT network, such as smartphones, data loggers and wireless sensors are battery powered. It is vital…

Driven by technological breakthroughs, indoor tracking and localization have gained importance in various applications including the Internet of Things (IoT), robotics, and unmanned aerial vehicles (UAVs). To tackle some of the challenges…

This paper demonstrates the feasibility of implementing Real-Time State Estimators (RTSEs) for Active Distribution Networks (ADNs) in Field-Programmable Gate Arrays (FPGAs) by presenting an operational prototype. The prototype is based on a…

Recursive adaptive filtering methods are often used for solving the problem of simultaneous state and parameters estimation arising in many areas of research. The gradient-based schemes for adaptive Kalman filtering (KF) require the…

This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…

This paper develops a new nonlinear filter, called Moment-based Kalman Filter (MKF), using the exact moment propagation method. Existing state estimation methods use linearization techniques or sampling points to compute approximate values…

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.…

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…

This paper proposes a decentralized dynamic state estimation (DSE) algorithm with bimodal Gaussian mixture measurement noise. The decentralized DSE is formulated using the Ensemble Kalman Filter (EnKF) and then compared with the unscented…

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…

Sequential Bayesian filters in non-linear dynamic systems require the recursive estimation of the predictive and posterior distributions. This paper introduces a Bayesian filter called the adaptive kernel Kalman filter (AKKF). With this…

We study state estimation for discrete-time linear stochastic systems under distributional ambiguity in the initial state, process noise, and measurement noise. We propose a noise-centric distributionally robust Kalman filter (DRKF) based…

The input-parameter-state estimation capabilities of a novel unscented Kalman filter is examined herein on both linear and nonlinear systems. The unknown input is estimated in two stages within each time step. Firstly, the predicted dynamic…

In this paper, a singular value decomposition (SVD) approach is developed for implementing the cubature Kalman filter. The discussed estimator is one of the most popular and widely used method for solving nonlinear Bayesian filtering…

We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…

Satellite dynamics and tracking remain important challenges in the context of space exploration and communication systems. Accurate state estimation is essential to maintain reliable orbital motion and system performance. This paper…

Consider a space object in an orbit about the earth. An uncertain initial state can be represented as a point cloud which can be propagated to later times by the laws of Newtonian motion. If the state of the object is represented in…