Related papers: Stability analysis of distributed Kalman filtering…
Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…
In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…
Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement…
A robust desensitized cubature Kalman filtering (DCKF) for nonlinear systems with uncertain parameter is proposed. Sensitivity matrices are defined as the integral form, and desensitized cost function is designed by penalizing the posterior…
The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…
Motivated by filtering tasks under a linear system with non-Gaussian heavy-tailed noise, various robust Kalman filters (RKFs) based on different heavy-tailed distributions have been proposed. Although the sub-Gaussian $\alpha$-stable…
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…
This paper presents a distributed Koopman operator learning framework for modeling unknown nonlinear dynamics using sequential observations from multiple agents. Each agent estimates a local Koopman approximation based on lifted data and…
This paper considers the problem of distributed estimation in a sensor network, where multiple sensors are deployed to infer the state of a linear time-invariant (LTI) Gaussian system. By proposing a lossless decomposition of Kalman filter,…
A decentralized approach for joint frequency and phase synchronization in distributed antenna arrays is presented. The nodes in the array share their frequencies and phases with their neighboring nodes to align these parameters across the…
This work studies distributed (probability) density estimation of large-scale systems. Such problems are motivated by many density-based distributed control tasks in which the real-time density of the swarm is used as feedback information,…
In this paper, a distributed stochastic gradient (SG) algorithm is proposed where the estimators are aimed to collectively estimate an unknown time-invariant parameter from a set of noisy measurements obtained by distributed sensors. The…
This paper derives a \emph{distributed} Kalman filter to estimate a sparsely connected, large-scale, $n-$dimensional, dynamical system monitored by a network of $N$ sensors. Local Kalman filters are implemented on the ($n_l-$dimensional,…
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…
This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…
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…
This paper aims to introduce an application to Kalman Filtering Theory, which is rather unconventional. Recent experiments have shown that many natural phenomena, especially from ecology or meteorology, could be monitored and predicted more…
Recent years have witnessed a growing interest in tracking algorithms that augment Kalman Filters (KFs) with Deep Neural Networks (DNNs). By transforming KFs into trainable deep learning models, one can learn from data to reliably track a…
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…
Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…