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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…

Dynamical Systems · Mathematics 2025-11-07 Diego Olguín , Axel Osses , Héctor Ramírez

The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets…

Signal Processing · Electrical Eng. & Systems 2019-10-16 Jianxin Yi , Xianrong Wan , Deshi Li

State estimation is a fundamental problem for multi-sensor information fusion, essential in applications such as target tracking, power systems, and control automation. Previous research mostly ignores the correlation between sensors and…

Signal Processing · Electrical Eng. & Systems 2025-03-13 Weizhi Chen , Yaowen Li , Yu Liu , You He

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…

Systems and Control · Computer Science 2017-11-15 Xingkang He , Wenchao Xue , Haitao Fang

Detailed dynamical systems' models used in the life sciences may include hundreds of state variables and many input parameters, often with physical meaning. Therefore, efficient and unique input parameter identification, from experimental…

Quantitative Methods · Quantitative Biology 2023-06-29 Harry Saxton , Xu Xu , Ian Halliday , Torsten Schenkel

Ensemble Kalman filter (EnKF) is an important data assimilation method for high dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only…

Probability · Mathematics 2018-04-04 Xin T. Tong

In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

Large scale monitoring systems enable efficient field level data collection at high temporal and spatial resolutions. One example is the deployment of such systems in pipeline infrastructure applications which have to be monitored for leaks…

Systems and Control · Computer Science 2015-11-06 Grigore Stamatescu

Real-time control and estimation are pivotal for applications such as industrial automation and future healthcare. The realization of this vision relies heavily on efficient interactions with nonlinear systems. Therefore, Koopman learning,…

Information Theory · Computer Science 2025-12-19 Yutao Chen , Wei Chen

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…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Peihu Duan , Tao Liu , Yu Xing , Karl Henrik Johansson

Data assimilation has been applied to coastal hydrodynamic models to better estimate system states or parameters by incorporating observed data into the model. Kalman Filter (KF) is one of the most studied data assimilation methods whose…

Atmospheric and Oceanic Physics · Physics 2016-07-05 Milad Hooshyar , Stephen C. Medeiros , Dingbao Wang , Scott C. Hagen

Fifth-generation (5G) networks are expected to provide high-precision positioning estimation utilizing mmWave signals in urban and downtown areas. In such areas, 5G base stations (BSs) will be densely deployed, allowing for line-of-sight…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Sharief Saleh , Qamar Bader , Mohamed Elhabiby , Aboelmagd Noureldin

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

Robotics · Computer Science 2017-01-05 T. T. Hoang , P. M. Duong , N. T. T. Van , D. A. Viet , T. Q. Vinh

The fusion between an inertial navigation system and global navigation satellite systems is regularly used in many platforms such as drones, land vehicles, and marine vessels. The fusion is commonly carried out in a model-based extended…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Barak Or , Itzik Klein

The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…

Methodology · Statistics 2018-02-12 Michael Roth , Gustaf Hendeby , Carsten Fritsche , Fredrik Gustafsson

In this paper, we derive a new Kalman filter with probabilistic data association between measurements and states. We formulate a variational inference problem to approximate the posterior density of the state conditioned on the measurement…

Computer Vision and Pattern Recognition · Computer Science 2025-09-08 Hanwen Cao , George J. Pappas , Nikolay Atanasov

Water treatment and liquid storage are the two plants implementing the hydraulic three-tank system. Maintaining certain levels is the critical scenario so that the systems run as desired. To deal with, the optimal linear control and the…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Bambang L. Widjiantoro , Katherin Indriawati , Moh Kamalul Wafi

Kalman filtering is a powerful approach to adaptive filtering for various problems in signal processing. The frequency-domain adaptive Kalman filter (FDKF), based on the concept of the acoustic state space, provides a unifying solution to…

Audio and Speech Processing · Electrical Eng. & Systems 2025-01-29 Ernst Seidel , Gerald Enzner , Pejman Mowlaee , Tim Fingscheidt

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…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero