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This paper is concerned with developing a novel distributed Kalman filtering algorithm over wireless sensor networks based on randomized consensus strategy. Compared with the centralized algorithm, distributed filtering techniques require…

Systems and Control · Computer Science 2018-10-08 Jiahu Qin , Jie Wang , Ling Shi , Yu Kang

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…

Robotics · Computer Science 2023-10-04 Xiaoyu Ye , Fujun Song , Zongyu Zhang , Rui Zhang , Qinghua Zeng

The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

Orientation estimation for 3D objects is a common problem that is usually tackled with traditional nonlinear filtering techniques such as the extended Kalman filter (EKF) or the unscented Kalman filter (UKF). Most of these techniques assume…

Systems and Control · Computer Science 2016-08-19 Igor Gilitschenski , Gerhard Kurz , Simon J. Julier , Uwe D. Hanebeck

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

Collaborative 3D object detection exploits information exchange among multiple agents to enhance accuracy of object detection in presence of sensor impairments such as occlusion. However, in practice, pose estimation errors due to imperfect…

Computer Vision and Pattern Recognition · Computer Science 2023-03-06 Yifan Lu , Quanhao Li , Baoan Liu , Mehrdad Dianati , Chen Feng , Siheng Chen , Yanfeng Wang

We propose a viewpoint invariant model for 3D human pose estimation from a single depth image. To achieve this, our discriminative model embeds local regions into a learned viewpoint invariant feature space. Formulated as a multi-task…

Computer Vision and Pattern Recognition · Computer Science 2016-07-27 Albert Haque , Boya Peng , Zelun Luo , Alexandre Alahi , Serena Yeung , Li Fei-Fei

We derive symmetry preserving invariant extended Kalman filters (IEKF) on matrix Lie groups. These Kalman filters have an advantage over conventional extended Kalman filters as the error dynamics for such filters are independent of the…

Optimization and Control · Mathematics 2020-01-01 Karmvir Singh Phogat , Dong Eui Chang

The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…

Optimization and Control · Mathematics 2019-10-11 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Hassan Mortada , Cyril Falcon , Yanis Kahil , Mathéo Clavaud , Jean-Philippe Michel

The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…

Statistics Theory · Mathematics 2025-02-10 Edoardo Calvello , Pierre Monmarché , Andrew M. Stuart , Urbain Vaes

This paper studies the distributed dimensionality reduction fusion estimation problem with communication delays for a class of cyber-physical systems (CPSs). The raw measurements are preprocessed in each sink node to obtain the local…

Systems and Control · Computer Science 2021-10-13 Bo Chen , Daniel W. C. Ho , Guoqiang Hu , Li Yu

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

We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…

Statistics Theory · Mathematics 2026-05-27 Hans Reimann , Sebastian Reich

In this paper, state and noise covariance estimation problems for linear system with unknown multiplicative noise are considered. The measurement likelihood is modelled as a mixture of two Gaussian distributions and a Student's t…

Signal Processing · Electrical Eng. & Systems 2023-08-29 Xingkai Yu , Ziyang Meng

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…

Robotics · Computer Science 2024-02-16 Mohammad Mahdi Azarbeik , Hamidreza Razavi , Kaveh Merat , Hassan Salarieh

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…

Optimization and Control · Mathematics 2013-04-08 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…

Applications · Statistics 2018-08-01 Sylvain Robert , Hans R. Künsch

Invariant Extended Kalman Filter (IEKF) has been a significant technique in vision-aided sensor fusion. However, it usually suffers from high computational burden when jointly optimizing camera poses and the landmarks. To improve its…

Robotics · Computer Science 2025-08-08 Tong Hua , Jiale Han , Wei Ouyang

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…