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Related papers: Extended Kalman Filter State Estimation for Autono…

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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…

Systems and Control · Electrical Eng. & Systems 2024-04-17 Sven Goffin , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

This paper presents methods for vehicle state estimation and prediction for autonomous driving. A roundabout is chosen to apply the methods and illustrate the results as autonomous vehicles have difficulty in handling roundabouts. State…

Systems and Control · Electrical Eng. & Systems 2023-04-26 Xinchen Li , Levent Guvenc , Bilin Aksun-Guvenc

Outliers can contaminate the measurement process of many nonlinear systems, which can be caused by sensor errors, model uncertainties, change in ambient environment, data loss or malicious cyber attacks. When the extended Kalman filter…

Systems and Control · Computer Science 2019-04-02 Huazhen Fang , Mulugeta A. Haile , Yebin Wang

An extended Kalman filter (EKF) is developed on the special Euclidean group, SE(3) for geometric control of a quadrotor UAV. It is obtained by performing an extensive linearization on SE(3) to estimate the state of the quadrotor from noisy…

Optimization and Control · Mathematics 2016-05-10 Farhad A. Goodarzi , Taeyoung Lee

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman…

Machine Learning · Statistics 2023-01-31 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett

This paper derives a contact-aided inertial navigation observer for a 3D bipedal robot using the theory of invariant observer design. Aided inertial navigation is fundamentally a nonlinear observer design problem; thus, current solutions…

Robotics · Computer Science 2019-05-22 Ross Hartley , Maani Ghaffari Jadidi , Jessy W. Grizzle , Ryan M. Eustice

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The Invariant Extended Kalman Filter (IEKF) is a recent development of the EKF for the class of group-affine systems on…

The kinematics of many control systems, especially in the robotics field, naturally live on smooth manifolds. Most classical state-estimation algorithms, including the extended Kalman filter, are posed on Euclidean space. Although any…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Yixiao Ge , Pieter van Goor , Robert Mahony

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…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Pieter van Goor , Tarek Hamel , Robert Mahony

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…

Robotics · Computer Science 2024-12-17 Yang Song , Liang Zhao , Shoudong Huang

This paper studies the problem of Cooperative Localization (CL) for multi-robot systems, where a group of mobile robots jointly localize themselves by using measurements from onboard sensors and shared information from other robots. We…

Robotics · Computer Science 2024-05-08 Yizhi Zhou , Yufan Liu , Pengxiang Zhu , Xuan Wang

Robust state estimation for highly dynamic motion of legged robots remains challenging, especially in dynamic, contact-rich scenarios. Traditional approaches often rely on binary contact states that fail to capture the nuances of partial…

State-of-the-art ensemble Kalman filtering (EnKF) algorithms require incorporating localization techniques to cope with the rank deficiency and the inherited spurious correlations in their error covariance matrices. Localization techniques…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Boujemaa Ait-El-Fquih , Ibrahim Hoteit

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),…

Robotics · Computer Science 2023-03-15 Tong Hua , Tao Li , Ling Pei

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…

Dynamical Systems · Mathematics 2025-11-07 Diego Olguín , Axel Osses , Héctor Ramírez

Modern autonomous systems are purposed for many challenging scenarios, where agents will face unexpected events and complicated tasks. The presence of disturbance noise with control command and unknown inputs can negatively impact robot…

Robotics · Computer Science 2023-09-22 Zida Wu , Zhaoliang Zheng , Ankur Mehta

Among algorithms used for sensor fusion for attitude estimation in unmanned aerial vehicles, the Extended Kalman Filter (EKF) is the most commonly used for estimation. In this paper, we propose a new version of H2 estimation called extended…

Optimization and Control · Mathematics 2020-09-08 Sunsoo Kim , Vaishnav Tadiparthi , Raktim Bhattacharya

Ubiquitous positioning for pedestrian in adverse environment has served a long standing challenge. Despite dramatic progress made by Deep Learning, multi-sensor deep odometry systems yet pose a high computational cost and suffer from…

Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…

Signal Processing · Electrical Eng. & Systems 2025-12-09 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh