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In this paper, we address the distributed filtering and prediction of time-varying random fields represented by linear time-invariant (LTI) dynamical systems. The field is observed by a sparsely connected network of agents/sensors…

Information Theory · Computer Science 2016-10-14 Subhro Das , José M. F. Moura

A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the aproximation of the covariance when…

Methodology · Statistics 2015-08-19 Ivan Kasanický , Jan Mandel , Martin Vejmelka

Target tracking using observations from multiple sensors can achieve better estimation performance than a single sensor. The most famous estimation tool in target tracking is Kalman filter. There are several mathematical approaches to…

Systems and Control · Computer Science 2013-07-12 Sayed Amir Hoseini , Mohammad Reza Ashraf

Recent years have bore witness to the proliferation of distributed filtering techniques, where a collection of agents communicating over an ad-hoc network aim to collaboratively estimate and track the state of a system. These techniques…

Signal Processing · Electrical Eng. & Systems 2021-02-23 Sayed Pouria Talebi , Stefan Werner , Vijay Gupta , Yih-Fang Huang

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state of the system is high dimensional, ensemble Kalman filters are often the method of choice.…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Omar Al Ghattas , Jiajun Bao , Daniel Sanz-Alonso

We present a scalable distributed target tracking algorithm based on the alternating direction method of multipliers that is well-suited for a fleet of autonomous cars communicating over a vehicle-to-vehicle network. Each sensing vehicle…

Robotics · Computer Science 2020-04-14 Ola Shorinwa , Javier Yu , Trevor Halsted , Alex Koufos , Mac Schwager

Optimal sensor placement is essential for minimizing costs and ensuring accurate state estimation in power systems. This paper introduces a novel method for optimal sensor placement for dynamic state estimation of power systems modeled by…

Systems and Control · Electrical Eng. & Systems 2025-02-06 Milos Katanic , Yi Guo , John Lygeros , Gabriela Hug

In this article, we consider the implications of unobservable subspaces in the construction of a Kalman filter. In particular, we consider dynamical systems which are invariant with respect to a group action, and which are therefore…

Optimization and Control · Mathematics 2019-01-14 Xuefeng Shen , Melvin Leok

In this paper we apply an extended Kalman filter to track both the location and the orientation of a mobile target from multistatic response measurements. We also analyze the effect of the limited-view aspect on the stability and the…

Numerical Analysis · Computer Science 2012-12-17 Habib Ammari , Thomas Boulier , Josselin Garnier , Hyeonbae Kang , Han Wang

The back-end module of Distributed Collaborative Simultaneous Localization and Mapping (DCSLAM) requires solving a nonlinear Pose Graph Optimization (PGO) under a distributed setting, also known as SE(d)-synchronization. Most existing…

Robotics · Computer Science 2024-03-21 Cunhao Li , Peng Yi , Guanghui Guo , Yiguang Hong

Recent result shows how to compute distributively and efficiently the linear MMSE for the multiuser detection problem, using the Gaussian BP algorithm. In the current work, we extend this construction, and show that operating this algorithm…

Information Theory · Computer Science 2009-04-16 Danny Bickson , Ori Shental , Danny Dolev

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

Robotics · Computer Science 2019-03-14 Martin Brossard , Axel Barrau , Silvère Bonnabel

This document presents the study of the problem of location and trajectory that a robot must follow. It focuses on applying the Kalman filter to achieve location and trajectory estimation in an autonomous mobile differential robot. The…

Robotics · Computer Science 2024-10-08 Sendey Vera , Luis Chuquimarca , Douglas Plaza

This paper proposes a state estimator for legged robots operating in slippery environments. An Invariant Extended Kalman Filter (InEKF) is implemented to fuse inertial and velocity measurements from a tracking camera and leg kinematic…

Robotics · Computer Science 2021-04-12 Sangli Teng , Mark Wilfried Mueller , Koushil Sreenath

Multi-robot systems must have the ability to accurately estimate relative states between robots in order to perform collaborative tasks, possibly with no external aiding. Three-dimensional relative pose estimation using range measurements…

Robotics · Computer Science 2024-09-20 Syed S. Ahmed , Mohammed A. Shalaby , Charles C. Cossette , Jerome Le Ny , James R. Forbes

Due to the importance of satellites for society and the exponential increase in the number of objects in orbit, it is important to accurately determine the state (e.g., position and velocity) of these Resident Space Objects (RSOs) at any…

Systems and Control · Electrical Eng. & Systems 2023-12-22 Ricardo Ferreira , Marta Guimarães , Filipa Valdeira , Cláudia Soares

This study proposes a coupled velocity model (CVM) that establishes the relation between the orientation and velocity using their correlation, avoiding that the existing extended object tracking (EOT) models treat them as two independent…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Zhifei Li , Yan Liang , Linfeng Xu

We investigate a monostatic orthogonal frequency-division multiplexing (OFDM)-based joint communication and sensing (JCAS) system for object tracking. Our setup consists of a transmitter and receiver equipped with an antenna array for fully…

Signal Processing · Electrical Eng. & Systems 2025-03-06 Charlotte Muth , Leon Schmidt , Shrinivas Chimmalgi , Laurent Schmalen

The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…

Signal Processing · Electrical Eng. & Systems 2023-04-21 Itay Buchnik , Damiano Steger , Guy Revach , Ruud J. G. van Sloun , Tirza Routtenberg , Nir Shlezinger

The Kalman filter computes the optimal variable-gain using prior knowledge of the initial state and random (process and measurement) noise distributions, which are assumed to be Gaussian with known variance. However, when these…

Systems and Control · Electrical Eng. & Systems 2022-01-31 Hugh Lachlan Kennedy
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