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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…

Machine Learning · Computer Science 2026-04-30 Xin T. Tong , Yanyan Wang , Liang Yan

Simultaneous localization and mapping (SLAM) is a method that constructs a map of an unknown environment and localizes the position of a moving agent on the map simultaneously. Extended Kalman filter (EKF) has been widely adopted as a low…

Signal Processing · Electrical Eng. & Systems 2022-10-19 Geon Choi , Jeonghun Park , Nir Shlezinger , Yonina C. Eldar , Namyoon Lee

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

Robotics · Computer Science 2026-01-29 Seokju Lee , Hyun-Bin Kim , Kyung-Soo Kim

High-Dimensional and Incomplete (HDI) data are frequently found in various industrial applications with complex interactions among numerous nodes, which are commonly non-negative for representing the inherent non-negativity of node…

Machine Learning · Computer Science 2022-10-25 Ye Yuan , Guangxiao Yuan , Renfang Wang , Xin Luo

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…

Systems and Control · Computer Science 2013-11-19 Dahir H. Dini , Sithan Kanna , Danilo P. Mandic

In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…

Optimization and Control · Mathematics 2022-02-17 Sepideh Afshar , Fabian Germ , Kirsten A. Morris

A new dynamic mode decomposition (DMD) method is introduced for simultaneous online system identification and denoising in conjunction with the adoption of an extended Kalman filter algorithm\color{black}. The present paper explains the…

Fluid Dynamics · Physics 2019-03-06 Taku Nonomura , Hisaichi Shibata , Ryoji Takaki

In the presence of renewable resources, distribution networks have become extremely complex to monitor, operate and control. Furthermore, for the real time applications, active distribution networks require fast real time distribution state…

Applications · Statistics 2018-04-24 Mehdi Shafiei , Gerard Ledwich , Ghavameddin Nourbakhsh , Ali Arefi , Houman Pezeshki

In real-world applications the Perspective-n-Point (PnP) problem should generally be applied in a sequence of images which a set of drift-prone features are tracked over time. In this paper, we consider both the temporal dependency of…

Computer Vision and Pattern Recognition · Computer Science 2020-04-23 Mohammad Amin Mehralian , Mohsen Soryani

The ensemble Kalman filter (EnKF) and ensemble square root filter (ESRF) are data assimilation methods used to combine high dimensional, nonlinear dynamical models with observed data. Despite their widespread usage in climate science and…

Probability · Mathematics 2016-02-17 X. T. Tong , A. J. Majda , D. Kelly

Graph Neural Networks usually rely on the assumption that the graph topology is available to the network as well as optimal for the downstream task. Latent graph inference allows models to dynamically learn the intrinsic graph structure of…

Machine Learning · Computer Science 2023-06-28 Haitz Sáez de Ocáriz Borde , Anees Kazi , Federico Barbero , Pietro Liò

In this paper, we first review the theory of symmetry-preserving observers and we mention some recent results. Then, we apply the theory to Extended Kalman Filter-based Simultaneous Localization and Mapping (EKF SLAM). It allows to derive a…

Optimization and Control · Mathematics 2011-05-12 Silvere Bonnabel

The Distributed Diffusion Kalman Filter (DDKF) algorithm in all its magnitude has earned great attention lately and has shown an elaborate way to address the issue of distributed optimization over networks. Estimation and tracking of a…

Diffusion and flow-based models have become the de facto approaches for generating continuous data, e.g., in domains such as images and videos. Their success has attracted growing interest in applying them to language modeling. Unlike their…

Computation and Language · Computer Science 2026-05-12 Keya Hu , Linlu Qiu , Yiyang Lu , Hanhong Zhao , Tianhong Li , Yoon Kim , Jacob Andreas , Kaiming He

A filtered density function (FDF) model based on deep neural network (DNN), termed DNN-FDF, is introduced for large eddy simulation (LES) of turbulent flows involving conserved scalar transport. The primary objectives of this study are to…

Fluid Dynamics · Physics 2023-10-02 Shubhangi Bansude , Reza Sheikhi

The traditional GNSS-aided inertial navigation system (INS) usually exploits the extended Kalman filter (EKF) for state estimation, and the initial attitude accuracy is key to the filtering performance. To spare the reliance on the initial…

Systems and Control · Electrical Eng. & Systems 2023-11-16 Wei Ouyang , Yutian Wang , Yuanxin Wu

Dynamic relational processes, such as e-mail exchanges, bank loans and scientific citations, are important examples of dynamic networks, in which the relational events consistute time-stamped edges. There are contexts where the network…

Computation · Statistics 2023-04-24 Igor Artico , Ernst C. Wit

A new class of iterated linearization-based nonlinear filters, dubbed dynamically iterated filters, is presented. Contrary to regular iterated filters such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter…

Signal Processing · Electrical Eng. & Systems 2023-09-15 Anton Kullberg , Isaac Skog , Gustaf Hendeby

Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track and forecast dynamical systems. However, when dealing with…

Dynamical Systems · Mathematics 2023-05-17 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit