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Attitude estimation is crucial in aerospace engineering, robotics, and virtual reality applications, but faces difficulties due to nonlinear system dynamics and sensor limitations. This paper addresses the challenge of attitude estimation…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang

Accurate state estimation using low-cost MEMS (Micro Electro- Mechanical Systems) sensors present on Commercial-off-the-shelf (COTS) drones is a challenging problem. Most UAV systems use a combination of a gyroscope, an accelerometer, and a…

Systems and Control · Electrical Eng. & Systems 2020-09-09 Sunsoo Kim , Vaishnav Tadiparthi , Raktim Bhattacharya

The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While…

Robotics · Computer Science 2025-03-11 Nadav Cohen , Itzik Klein

Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Suryasnata Dash , Abhishek Dey

Among algorithms used for sensor fusion for attitude estimation in unmanned aerial vehicles, the Extended Kalman Filter (EKF) is the most commonly used for estimation. In this paper, we propose a new version of H2 estimation called extended…

Optimization and Control · Mathematics 2020-09-08 Sunsoo Kim , Vaishnav Tadiparthi , Raktim Bhattacharya

This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Finn G. Maurer , Erlend A. Basso , Henrik M. Schmidt-Didlaukies , Torleiv H. Bryne

The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-01 Dong Yang , Fei Jiang , Wei Wu , Xuefei Fang , Muyong Cao

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

Robotics · Computer Science 2019-11-13 Ross Hartley , Maani Ghaffari , Ryan M. Eustice , Jessy W. Grizzle

This paper deals with the implementation of the extended robust Kalman filter (ERKF) which was developed considering uncertainties in the parameter matrices of the underlying state-space model. A key contribution of this work is the…

Systems and Control · Computer Science 2018-01-16 Gaurav Yengera , Roberto Inoue , Mundla Narasimhappa , Marco H. Terra

This paper illustrates the way for estimating position and orientation of a vehicle with an Extended Kalman Filter (EKF). For this purpose a non-linear model is designed and an adaptive calculation of measurement noise covariance matrix is…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Reiner Marchthaler

The widely-used Extended Kalman Filter (EKF) provides a straightforward recipe to estimate the mean and covariance of the state given all past measurements in a causal and recursive fashion. For a wide variety of applications, the EKF is…

Robotics · Computer Science 2023-03-28 Stephanie Tsuei , Stefano Soatto , Paulo Tabuada , Mark B. Milam

The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Minhyuk Jang , Jungjin Lee , Astghik Hakobyan , Naira Hovakimyan , Insoon Yang

Extended Kalman Filter (EKF) has been a popular approach to localization a mobile robot. However, the performance of the EKF and the quality of the estimation depends on the correct a priori knowledge of process and measurement noise…

Other Computer Science · Computer Science 2010-04-20 Ramazan Havangi , Mohammad Ali Nekoui , Mohammad Teshnehlab

This study presents an innovative hybrid Visual-Inertial Odometry (VIO) method for Unmanned Aerial Vehicles (UAVs) that is resilient to environmental challenges and capable of dynamically assessing sensor reliability. Built upon a loosely…

Robotics · Computer Science 2025-12-22 Ufuk Asil , Efendi Nasibov

The Kalman filter (KF) and the extended Kalman filter (EKF) are well established techniques for state estimation. However, the choice of the filter tuning parameters still poses a major challenge for the engineers [1]. In the present work,…

Adaptation and Self-Organizing Systems · Physics 2013-02-26 Manika Saha , Bhaswati Goswami , Ratna Ghosh

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…

Odometry estimation is crucial for every autonomous system requiring navigation in an unknown environment. In modern mobile robots, 3D LiDAR-inertial systems are often used for this task. By fusing LiDAR scans and IMU measurements, these…

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 extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The Invariant Extended Kalman Filter (IEKF) is a recent development of the EKF for the class of group-affine systems on…

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