Related papers: RKFNet: A Novel Neural Network Aided Robust Kalman…

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

We consider the distributed Kalman filtering problem for sensor networks where each node takes the measurement, communicates with its local neighbors, and updates its local estimate and estimation error covariance at the same frequency. In…

This paper presents the Jump Markov Filtering Network (JMFNet), a novel model-based deep learning framework for real-time state-state estimation in jump Markov systems with unknown noise statistics and mode transition dynamics. A hybrid…

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…

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…

Recurrent neural networks (RNNs) have been extraordinarily successful for prediction with sequential data. To tackle highly variable and noisy real-world data, we introduce Particle Filter Recurrent Neural Networks (PF-RNNs), a new RNN…

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

We propose Hypernetwork Kalman Filter (HKF) for tracking applications with multiple different dynamics. The HKF combines generalization power of Kalman filters with expressive power of neural networks. Instead of keeping a bank of Kalman…

The Global Navigation Satellite System (GNSS) provides critical positioning information globally, but its accuracy in dense urban environments is often compromised by multipath and non-line-of-sight errors. Road network data can be used to…

Deep Learners (DLs) are the state-of-art predictive mechanism with applications in many fields requiring complex high dimensional data processing. Although conventional DLs get trained via gradient descent with back-propagation, Kalman…

Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a…

Feature selection is a preprocessing step which plays a crucial role in the domain of machine learning and data mining. Feature selection methods have been shown to be effctive in removing redundant and irrelevant features, improving the…

We consider the problem of robust estimation involving filtering and smoothing for nonlinear state space models which are disturbed by heavy-tailed impulsive noises. To deal with heavy-tailed noises and improve the robustness of the…

Accurate modeling is crucial in many engineering and scientific applications, yet obtaining a reliable process model for complex systems is often challenging. To address this challenge, we propose a novel framework, reservoir computing with…

Conventional Bayesian estimation requires an accurate stochastic model of a system. However, this requirement is not always met in many practical cases where the system is not completely known or may differ from the assumed model. For such…

A novel method for distributed estimation of the frequency of power systems is introduced based on the cooperation between multiple measurement nodes. The proposed distributed widely linear complex Kalman filter (D-ACKF) and the distributed…

This paper is the second of a two-part series that discusses the implementation issues and test results of a robust Unscented Kalman Filter (UKF) for power system dynamic state estimation with non-Gaussian synchrophasor measurement noise.…

Because of physical assumptions and numerical approximations, low-order models are affected by uncertainties in the state and parameters, and by model biases. Model biases, also known as model errors or systematic errors, are difficult to…

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…

For modelling geophysical systems, large-scale processes are described through a set of coarse-grained dynamical equations while small-scale processes are represented via parameterizations. This work proposes a method for identifying the…