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The Integrated Probabilistic Data Association Filter (IPDAF) is a target tracking algorithm based on the Probabilistic Data Association Filter that calculates a statistical measure that indicates if an estimated representation of the target…

Robotics · Computer Science 2022-10-18 Mark E. Petersen , Randal W. Beard

Many estimation problems in aerospace navigation and robotics involve measurements that depend on prior states. A prominent example is odometry, which measures the relative change between states over time. Accurately handling these…

Robotics · Computer Science 2026-05-13 Tara Mina , Lindsey Marinello , John Christian

A commonly encountered problem is the tracking of a physical object, like a maneuvering ship, aircraft, land vehicle, spacecraft or animate creature carrying a wireless device. The sensor data is often limited and inaccurate observations of…

Systems and Control · Computer Science 2015-03-02 Kevin Judd

Real-time control and estimation are pivotal for applications such as industrial automation and future healthcare. The realization of this vision relies heavily on efficient interactions with nonlinear systems. Therefore, Koopman learning,…

Information Theory · Computer Science 2025-12-19 Yutao Chen , Wei Chen

Satellite dynamics and tracking remain important challenges in the context of space exploration and communication systems. Accurate state estimation is essential to maintain reliable orbital motion and system performance. This paper…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Moh Kamalul Wafi

Autonomous mobile robot competitions judge based on a robot's ability to quickly and accurately navigate the game field. This means accurate localization is crucial for creating an autonomous competition robot. Two common localization…

Systems and Control · Electrical Eng. & Systems 2023-10-18 Ethan Kou , Acshi Haggenmiller

State-of-the-art ensemble Kalman filtering (EnKF) algorithms require incorporating localization techniques to cope with the rank deficiency and the inherited spurious correlations in their error covariance matrices. Localization techniques…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Boujemaa Ait-El-Fquih , Ibrahim Hoteit

Have you ever felt miserable because of a sudden whipsaw in the price that triggered an unfortunate trade? In an attempt to remove this noise, technical analysts have used various types of moving averages (simple, exponential, adaptive one…

Trading and Market Microstructure · Quantitative Finance 2018-08-13 Eric Benhamou

We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…

Information Theory · Computer Science 2020-09-08 Yaron Shulami , Daniel Sigalov

In this work, we study the emergence of sparsity and multiway structures in second-order statistical characterizations of dynamical processes governed by partial differential equations (PDEs). We consider several state-of-the-art multiway…

Machine Learning · Statistics 2021-12-09 Yu Wang , Alfred Hero

Precise frequency and phase synchronization are among the important aspects in a coherent distributed phased array antenna system, and are among the most challenging to achieve for microwave frequencies and above. We propose a high accuracy…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohammed Rashid , Jeffrey A. Nanzer

This paper introduces the ensemble directional Kalman filter (EnDKF), an ensemble-based Kalman filtering approach for pose tracking that jointly estimates an object's position and attitude using ideas from directional statistics. The EnDKF…

Machine Learning · Computer Science 2026-05-06 Tianlu Lu , Asif Sijan , Thomas Noh , Huaijin Chen , Andrey A. Popov

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition…

Robotics · Computer Science 2020-12-23 Md Ashikuzzaman , Noushin Jafarpisheh , Sunil Rottoo , Pierre Brisson , Hassan Rivaz

Recent researches in data assimilation lead to the introduction of the parametric Kalman filter (PKF): an implementation of the Kalman filter, where the covariance matrices are approximated by a parameterized covariance model. In the PKF,…

Data Analysis, Statistics and Probability · Physics 2021-03-23 Olivier Pannekoucke , Philippe Arbogast

This paper describes a novel tracking filter, designed primarily for use in collision avoidance systems on autonomous surface vehicles (ASVs). The proposed methodology leverages real-time kinematic information broadcast via the Automatic…

Robotics · Computer Science 2021-11-29 Blake Cole , Gabriel Schamberg

In this paper we present a new Kalman filter extension for state update called Partitioned Update Kalman Filter (PUKF). PUKF updates the state using multidimensional measurements in parts. PUKF evaluates the nonlinearity of the measurement…

Optimization and Control · Mathematics 2016-03-15 Matti Raitoharju , Robert Piché , Juha Ala-Luhtala , Simo Ali-Löytty

Kalman filters are widely used for object tracking, where process and measurement noise are usually considered accurately known and constant. However, the exact known and constant assumptions do not always hold in practice. For example,…

Computer Vision and Pattern Recognition · Computer Science 2021-12-23 Chao Jiang , Zhiling Wang , Shuhang Tan , Huawei Liang

Multi-Target Tracking (MTT) is foundational for radar, defense, and autonomous systems, where tracking accuracy directly affects decision-making and safety. For linear systems with Gaussian process and measurement noise, the Kalman filter…

Optimization and Control · Mathematics 2025-11-05 Priyank Behera , C. Robert Kenley

We consider filtering in high-dimensional non-Gaussian state-space models with intractable transition kernels, nonlinear and possibly chaotic dynamics, and sparse observations in space and time. We propose a novel filtering methodology that…

Methodology · Statistics 2022-04-07 Alessio Spantini , Ricardo Baptista , Youssef Marzouk
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