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We present a filtering framework for online joint state estimation and parameter identification in nonlinear, time-varying systems. The algorithm uses Rao-Blackwellization technique to infer joint state-parameter posteriors efficiently. In…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Milad Banitalebi Dehkordi , Manas Mejari , Dario Piga

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…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis , Andrew W. Smyth

An essential function for automated vehicle technologies is accurate localization. It is difficult, however, to achieve lane-level accuracy with low-cost Global Navigation Satellite System (GNSS) receivers due to the biased noisy…

Robotics · Computer Science 2016-09-01 Macheng Shen , Ding Zhao , Jing Sun

Reliable state estimation is essential for autonomous systems operating in complex, noisy environments. Classical filtering approaches, such as the Kalman filter, can struggle when facing nonlinear dynamics or non-Gaussian noise, and even…

Machine Learning · Computer Science 2025-04-11 Wonjin Song , Feng Bao

In this paper, we present a novel optimization algorithm designed specifically for estimating state-space models to deal with heavy-tailed measurement noise and constraints. Our algorithm addresses two significant limitations found in…

Signal Processing · Electrical Eng. & Systems 2024-11-19 Yifan Yu , Shengjie Xiu , Daniel P. Palomar

This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust…

In this paper, we present a UKF-PF based hybrid nonlinear filter for space object tracking. Estimating the state and its associated uncertainty, also known as filtering is paramount to the tracking process. The periodicity of the Keplerian…

Dynamical Systems · Mathematics 2014-09-30 Dilshad Raihan A. V. , Suman Chakravorty

This paper mainly studies the localization and mapping of range sensing robots in the confidence-rich map (CRM) and then extends it to provide a full state estimate for information-theoretic exploration. Most previous works about active…

Robotics · Computer Science 2022-07-27 Yang Xu , Ronghao Zheng , Senlin Zhang , Meiqin Liu

Sequential Monte Carlo (SMC) methods, such as the particle filter, are by now one of the standard computational techniques for addressing the filtering problem in general state-space models. However, many applications require…

Computation · Statistics 2016-04-20 Fredrik Lindsten , Pete Bunch , Simo Särkkä , Thomas B. Schön , Simon J. Godsill

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.…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Maxwell M. Varley , Timothy L. Molloy , Girish N. Nair

Filtering for stochastic reaction networks (SRNs) is an important problem in systems/synthetic biology aiming to estimate the state of unobserved chemical species. A good solution to it can provide scientists valuable information about the…

Quantitative Methods · Quantitative Biology 2021-10-18 Zhou Fang , Ankit Gupta , Mustafa Khammash

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang

Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Johnny Condori , Amin Maghareh , Shirley Dyke

This work develops a learning-based contact estimator for legged robots that bypasses the need for physical sensors and takes multi-modal proprioceptive sensory data as input. Unlike vision-based state estimators, proprioceptive state…

Robotics · Computer Science 2021-11-30 Tzu-Yuan Lin , Ray Zhang , Justin Yu , Maani Ghaffari

This paper proposes an algorithm for combined contact detection and state estimation for legged robots. The proposed algorithm models the robot's movement as a switched system, in which different modes relate to different feet being in…

Robotics · Computer Science 2024-04-05 Marcel Menner , Karl Berntorp

This paper investigates the robot state estimation problem within a non-inertial environment. The proposed state estimation approach relaxes the common assumption of static ground in the system modeling. The process and measurement models…

Robotics · Computer Science 2024-03-26 Zijian He , Sangli Teng , Tzu-Yuan Lin , Maani Ghaffari , Yan Gu

This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint…

Machine Learning · Statistics 2026-04-06 Peng Sun , Ruoyu Wang , Xue Luo

A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…

Systems and Control · Computer Science 2016-11-17 Tong Zhou

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

Robotics · Computer Science 2026-01-29 Seokju Lee , Hyun-Bin Kim , Kyung-Soo Kim

A filter for inertial-based odometry is a recursive method used to estimate the pose from measurements of ego-motion and relative pose. Currently, there is no known filter that guarantees the computation of a globally optimal solution for…

Robotics · Computer Science 2024-02-08 Xinghan Li , Haoying Li , Guangyang Zeng , Qingcheng Zeng , Xiaoqiang Ren , Chao Yang , Junfeng Wu