Related papers: Notes on Kalman Filter (KF, EKF, ESKF, IEKF, IESKF…

LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the…

This paper introduces a Gaussian Bayesian Network-based Extended Kalman Filter (GBN-EKF) for non-linear state estimators on stiff and ill-conditioned continuous-discrete stochastic systems, with a further analysis on systems with…

State estimation of dynamical systems in real-time is a fundamental task in signal processing. For systems that are well-represented by a fully known linear Gaussian state space (SS) model, the celebrated Kalman filter (KF) is a low…

Inertial motion capture systems widely use low-cost IMUs to obtain the orientation of human body segments, but these sensors alone are unable to estimate link positions. Therefore, this research used a SLAM method in conjunction with…

This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…

Many state estimation and control algorithms require knowledge of how probability distributions propagate through dynamical systems. However, despite hybrid dynamical systems becoming increasingly important in many fields, there has been…

The ensemble random forest filter (ERFF) is presented as an alternative to the ensemble Kalman filter (EnKF) for the purpose of inverse modeling. The EnKF is a data assimilation approach that forecasts and updates parameter estimates…

The ensemble Kalman filter (EnKF) is widely used to sample a probability density function (pdf) generated by a stochastic model conditioned by noisy data. This pdf can be either a joint posterior that describes the evolution of the state of…

We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…

Outliers can contaminate the measurement process of many nonlinear systems, which can be caused by sensor errors, model uncertainties, change in ambient environment, data loss or malicious cyber attacks. When the extended Kalman filter…

The Ensemble Kalman Filter (EnKF) is a popular sequential data assimilation method that has been increasingly used for parameter estimation and forecast prediction in epidemiological studies. The observation function plays a critical role…

Due to the state trajectory-independent features of invariant Kalman filtering (InEKF), it has attracted widespread attention in the research community for its significantly improved state estimation accuracy and convergence under…

Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbations are nonlinear. We study two non-linear extensions of…

We propose a method to account for model error due to unresolved scales in the context of the ensemble transform Kalman filter (ETKF). The approach extends to this class of algorithms the deterministic model error formulation recently…

We introduce cooperative sequential state space estimation in the domain of augmented complex statistics, whereby nodes in a network collaborate locally to estimate noncircular complex signals. For rigour, a distributed augmented (widely…

The Kalman filter and its extensions are used in a vast number of aerospace and navigation applications for nonlinear state estimation of time series. In the literature, different approaches have been proposed to exploit the structure of…

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

The kinematics of many systems encountered in robotics, mechatronics, and avionics are naturally posed on homogeneous spaces; that is, their state lies in a smooth manifold equipped with a transitive Lie group symmetry. This paper proposes…

The main contribution of this paper is an invariant extended Kalman filter (EKF) for visual inertial navigation systems (VINS). It is demonstrated that the conventional EKF based VINS is not invariant under the stochastic unobservable…

This paper proposes a novel approach to improve the performance of the extended Kalman filter (EKF) for the problem of mobile robot localization. A fuzzy logic system is employed to continuous-ly adjust the noise covariance matrices of the…