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Dynamic operation of biological processes, such as anaerobic digestion (AD), requires reliable process monitoring to guarantee stable operating conditions at all times. Unscented Kalman filters (UKF) are an established tool for nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Simon Hellmann , Terrance Wilms , Stefan Streif , Sören Weinrich

In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKF-GPS) is…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Kai Sun , Jianhui Wang , Hui Liu

Kalman-type filtering techniques including cubature Kalman filter (CKF) does not work well in non-Gaussian environments, especially in the presence of outliers. To solve this problem, Huber's M-estimation based robust CKF (RCKF) is proposed…

Systems and Control · Computer Science 2020-03-06 Yang Li , Jing Li , Junjian Qi , Liang Chen

Reliable detection and tracking of surrounding objects are indispensable for comprehensive motion prediction and planning of autonomous vehicles. Due to the limitations of individual sensors, the fusion of multiple sensor modalities is…

Robotics · Computer Science 2023-10-13 Phillip Karle , Felix Fent , Sebastian Huch , Florian Sauerbeck , Markus Lienkamp

In this paper, a novel sensor fault detection, isolation and identification (FDII) strategy is proposed by using the multiple model (MM) approach. The scheme is based on multiple hybrid Kalman filters (HKF) which represents an integration…

Systems and Control · Computer Science 2015-08-28 Bahareh Pourbabaee , Nader Meskin , Khashayar Khorasani

This paper deals with the Tobit Kalman filtering (TKF) process when the measurements are correlated and censored. The case of interval censoring, i.e., the case of measurements which belong to some interval with given censoring limits, is…

Signal Processing · Electrical Eng. & Systems 2019-11-15 Kostas Loumponias , Nicholas Vretos , George Tsaklidis , Petros Daras

This article offers an elaborate description of a Kalman filter code employed in the active control system. Conventional active noise management methods usually employ an adaptive filter, such as the filtered reference least mean square…

Systems and Control · Electrical Eng. & Systems 2024-02-13 Guo Yu

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

Systems and Control · Computer Science 2013-11-05 Gerasimos G. Rigatos

Vehicle state estimation presents a fundamental challenge for autonomous driving systems, requiring both physical interpretability and the ability to capture complex nonlinear behaviors across diverse operating conditions. Traditional…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Farid Mafi , Ladan Khoshnevisan , Mohammad Pirani , Amir Khajepour

The Kalman filter provides an optimal estimation for a linear system with Gaussian noise. However when the noises are non-Gaussian in nature, its performance deteriorates rapidly. For non-Gaussian noises, maximum correntropy Kalman filter…

Optimization and Control · Mathematics 2023-02-07 Joydeb Saha , Shovan Bhaumik

The Kalman Filter (KF) is a powerful mathematical tool widely used for state estimation in various domains, including Simultaneous Localization and Mapping (SLAM). This paper presents an in-depth introduction to the Kalman Filter and…

Robotics · Computer Science 2024-07-01 Gyubeom Im

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Shida Jiang , Jaewoong Lee , Shengyu Tao , Scott Moura

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,…

Numerical Analysis · Mathematics 2016-09-21 Claudia Schillings , Andrew M. Stuart

Most works on joint state and unknown input (UI) estimation require the assumption that the UIs are linear; this is potentially restrictive as it does not hold in many intelligent autonomous systems. To overcome this restriction and…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Junn Yong Loo , Ze Yang Ding , Vishnu Monn Baskaran , Surya Girinatha Nurzaman , Chee Pin Tan

Typical iterated filters, such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter (IUKF), and iterated posterior linearization filter (IPLF), have been developed to improve the linearization point (or density)…

Optimization and Control · Mathematics 2024-04-25 Anton Kullberg , Martin A. Skoglund , Isaac Skog , Gustaf Hendeby

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…

Numerical Analysis · Mathematics 2020-07-03 Andrey A Popov , Changhong Mou , Traian Iliescu , Adrian Sandu

Precise indoor localization of moving targets is a challenging activity which cannot be easily accomplished without combining different sources of information. In this sense, the combination of different data sources with an appropriate…

Networking and Internet Architecture · Computer Science 2013-05-09 Alberto Savioli , Emanuele Goldoni , Pietro Savazzi , Paolo Gamba

The Kalman filter is ubiquitous for state space models because of its desirable statistical properties, ease of implementation, and generally good performance. However, it can perform poorly in the presence of outliers, or measurements with…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Michael J. Walsh

This paper discusses an innovative adaptive heterogeneous fusion algorithm based on estimation of the mean square error of all variables used in real time processing. The algorithm is designed for a fusion between derivative and absolute…

Robotics · Computer Science 2017-01-27 Dusan Nemec , Ales Janota , Marian Hrubos , Vojtech Simak

In this letter, we propose an iterative joint detection algorithm of Kalman filter (KF) and channel decoder for the sensor-to-controller link of wireless networked control systems, which utilizes the prior information of control system to…

Information Theory · Computer Science 2025-12-19 Jinnan Piao , Dong Li , Yiming Sun , Zhibo Li , Ming Yang , Xueting Yu