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The Kalman filter and Rauch-Tung-Striebel (RTS) smoother are optimal for state estimation in linear dynamic systems. With nonlinear systems, the challenge consists in how to propagate uncertainty through the state transitions and output…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Simon Kuang , Xinfan Lin

State estimation is a fundamental problem in control and signal processing, for which the Kalman Filter provides an optimal solution under linear dynamics, Gaussian noise, and known noise covariances. However, these assumptions often fail…

Machine Learning · Computer Science 2026-05-27 Vasileios Saketos , Ming Xiao

This paper deals with the problem of state estimation for a class of linear time-invariant systems with quadratic output measurements. An immersion-type approach is presented that transforms the system into a state-affine system by adding a…

Optimization and Control · Mathematics 2020-08-04 Dionysis Theodosis , Soulaimane Berkane , Dimos V. Dimarogonas

Given a plant subject to delayed sensor measurement, there are several approaches to compensate for the delay. An obvious approach is to address this problem in state space, where the $n$-dimensional plant state is augmented by an…

Optimization and Control · Mathematics 2023-02-27 Di Cao , Noah J. Cowan , James S. Freudenberg

The use of state estimation technique offers a means of inferring the rotor-effective wind speed based upon solely standard measurements of the turbine. For the ease of design and computational concerns, such estimators are typically built…

Systems and Control · Electrical Eng. & Systems 2021-07-01 Wai Hou Lio , Fanzhong Meng

Accurate state estimation plays a critical role in ensuring the robust control of humanoid robots, particularly in the context of learning-based control policies for legged robots. However, there is a notable gap in analytical research…

Robotics · Computer Science 2024-03-12 Zhicheng Wang , Wandi Wei , Ruiqi Yu , Jun Wu , Qiuguo Zhu

In this paper, we study the problem of learning Kalman filtering with unknown system model in partially observed linear dynamical systems. We propose a unified algorithmic framework based on online optimization that can be used to solve…

Machine Learning · Computer Science 2026-03-31 Lintao Ye , Ankang Zhang , Ming Chi , Bin Du , Jianghai Hu

High-frequency and accurate state estimation is crucial for biped robots. This paper presents a tightly-coupled LiDAR-Inertial-Kinematic Odometry (LIKO) for biped robot state estimation based on an iterated extended Kalman filter. Beyond…

We propose a state estimation method that can accurately predict the robot's privileged states to push the limits of quadruped robots in executing advanced skills such as jumping in the wild. In particular, we present the State Estimation…

Robotics · Computer Science 2024-10-18 Chen Yu , Yichu Yang , Tianlin Liu , Yangwei You , Mingliang Zhou , Diyun Xiang

Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on…

Machine Learning · Statistics 2017-04-24 Luca Ambrogioni , Umut Güçlü , Eric Maris , Marcel van Gerven

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

In this paper, we propose a locomotion training framework where a control policy and a state estimator are trained concurrently. The framework consists of a policy network which outputs the desired joint positions and a state estimation…

Robotics · Computer Science 2022-03-03 Gwanghyeon Ji , Juhyeok Mun , Hyeongjun Kim , Jemin Hwangbo

This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Jiaqi Yan , Xu Yang , Yilin Mo , Keyou You

We consider the problem of learning observation models for robot state estimation with incremental non-differentiable optimizers in the loop. Convergence to the correct belief over the robot state is heavily dependent on a proper tuning of…

Robotics · Computer Science 2023-09-07 Mohamad Qadri , Michael Kaess

This paper presents a coordinate ascent algorithm to learn dynamic and measurement models in dynamic state estimation using maximum likelihood estimation in a supervised manner. In particular, the dynamic and measurement models are assumed…

Machine Learning · Computer Science 2025-11-04 Bettina Hanlon , Angel Garcia Fernandez

Optimal decision-making under partial observability requires reasoning about the uncertainty of the environment's hidden state. However, most reinforcement learning architectures handle partial observability with sequence models that have…

Machine Learning · Computer Science 2025-02-20 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Many real-world applications require legged robots to be able to carry variable payloads. Model-based controllers such as model predictive control (MPC) have become the de facto standard in research for controlling these systems. However,…

Robotics · Computer Science 2025-06-17 Jonas Haack , Franek Stark , Shubham Vyas , Frank Kirchner , Shivesh Kumar

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…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Hassan Mortada , Cyril Falcon , Yanis Kahil , Mathéo Clavaud , Jean-Philippe Michel
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