Related papers: Adaptive Kalman-Informed Transformer
The traditional Kalman filter (KF) is widely applied in control systems, but it relies heavily on the accuracy of the system model and noise parameters, leading to potential performance degradation when facing inaccuracies. To address this…
We propose the use of the Extended Kalman Filter (EKF) for online data assimilation and update of a dynamic model, preliminary identified through the Sparse Identification of Nonlinear Dynamics (SINDy). This data-driven technique may avoid…
High fidelity behavior prediction of human drivers is crucial for efficient and safe deployment of autonomous vehicles, which is challenging due to the stochasticity, heterogeneity, and time-varying nature of human behaviors. On one hand,…
This paper proposes a novel combination of extended Kalman filtering (EKF) with the alternating direction method of multipliers (ADMM) for learning parametric nonlinear models online under non-smooth regularization terms, including l1 and…
The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…
The robustness of the Kalman filter to double talk and its rapid convergence make it a popular approach for addressing acoustic echo cancellation (AEC) challenges. However, the inability to model nonlinearity and the need to tune control…
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.…
An important part of system modeling is determining parameter values, particularly for biomolecular systems, where direct measurements of individual parameters are typically hard. While Extended Kalman Filters have been used for this…
Latent variable models have become instrumental in computational neuroscience for reasoning about neural computation. This has fostered the development of powerful offline algorithms for extracting latent neural trajectories from neural…
This paper addresses the issues of unmanned aerial vehicle (UAV) indoor navigation, specifically in areas where GPS and magnetometer sensor measurements are unavailable or unreliable. The proposed solution is to use an error state extended…
Inertial Navigation Systems (INS) are a key technology for autonomous vehicles applications. Recent advances in estimation and filter design for the INS problem have exploited geometry and symmetry to overcome limitations of the classical…
High-resolution temperature monitoring is essential for many engineering and scientific applications, but conventional sensors are limited by insufficient resolution and susceptibility to electromagnetic interference. Fiber-optic…
Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…
The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemble of particles through a sample mean and covariance…
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…
Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…
Odometry estimation is crucial for every autonomous system requiring navigation in an unknown environment. In modern mobile robots, 3D LiDAR-inertial systems are often used for this task. By fusing LiDAR scans and IMU measurements, these…
Understanding human motion is of critical importance for health monitoring and control of assistive robots, yet many human kinematic variables cannot be directly or accurately measured by wearable sensors. In recent years, invariant…
Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…
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…