Related papers: Distributed Invariant Kalman Filter for Cooperativ…
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…
This paper proposes an $SE_2(3)$ based extended Kalman filtering (EKF) framework for the inertial-integrated state estimation problem. The error representation using the straight difference of two vectors in the inertial navigation system…
This work presents distributed algorithms for estimation of time-varying random fields over multi-agent/sensor networks. A network of sensors makes sparse and noisy local measurements of the dynamic field. Each sensor aims to obtain…
We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…
In conventional distributed Kalman filtering, employing diffusion strategies, each node transmits its state estimate to all its direct neighbors in each iteration. In this paper we propose a partial diffusion Kalman filter (PDKF) for state…
This paper presents the implementation of a perceptual system for a mobile robot. The system is designed and installed with modern sensors and multi-point communication channels. The goal is to equip the robot with a high level of…
Vision-aided localization for low-cost mobile robots in diverse environments has attracted widespread attention recently. Although many current systems are applicable in daytime environments, nocturnal visual localization is still an open…
This paper proposes a equivariant filtering (EqF) framework for the inertial-integrated state estimation problem. As the kinematic system of the inertial-integrated navigation can be naturally modeling on the matrix Lie group $SE_2(3)$, the…
This paper proposes a probabilistic approach to the problem of intrinsic filtering of a system on a matrix Lie group with invariance properties. The problem of an invariant continuous-time model with discrete-time measurements is cast into…
The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…
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…
We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…
The Ensemble Kalman Filter (EnKF) has achieved great successes in data assimilation in atmospheric and oceanic sciences, but its failure in convergence to the right filtering distribution precludes its use for uncertainty quantification. We…
Aiming to enhance the consistency and thus long-term accuracy of Extended Kalman Filters for terrestrial vehicle localization, this paper introduces the Manifold Error State Extended Kalman Filter (M-ESEKF). By representing the robot's pose…
The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman…
The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…
Building upon the theory of Kalman Filtering on Lie Groups, this paper describes an Extended Kalman Filter and Smoother for Loosely Coupled Integration of GNSS/INS tailored for post-processing applications. The approach employs a dynamic…
Vision-based cooperative motion estimation is an important problem for many multi-robot systems such as cooperative aerial target pursuit. This problem can be formulated as bearing-only cooperative motion estimation, where the visual…
Multi-robot simultaneous localization and mapping (SLAM) enables a robot team to achieve coordinated tasks by relying on a common map of the environment. Constructing a map by centralized processing of the robot observations is undesirable…
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…