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Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

Applications · Statistics 2021-05-19 Matti Raitoharju , Henri Nurminen , Demet Cilden-Guler , Simo Särkkä

Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a principled statistical framework for inferring the posterior distribution of the…

Machine Learning · Statistics 2022-12-01 Michael C. Burkhart

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

We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Siavash Farzan , Bennett Parisi

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 investigates the distributed Kalman filtering (DKF) from distributed optimization viewpoint. Motivated by the fact that Kalman filtering is a maximum a posteriori estimation (MAP) problem, which is a quadratic optimization…

Systems and Control · Electrical Eng. & Systems 2022-08-22 Kunhee Ryu , Juhoon Back

Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…

Systems and Control · Computer Science 2015-06-11 Jannik Steinbring , Martin Pander , Uwe D. Hanebeck

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

This paper presents a neural network-based Unscented Kalman Filter (UKF) to estimate and track the pose (i.e., position and orientation) of a known, noncooperative, tumbling target spacecraft in a close-proximity rendezvous scenario. The…

Robotics · Computer Science 2023-08-16 Tae Ha Park , Simone D'Amico

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Johnny Condori , Amin Maghareh , Shirley Dyke

Extended object tracking involves estimating both the physical extent and kinematic parameters of a target object, where typically multiple measurements are observed per time step. In this article, we propose a deterministic closed-form…

Signal Processing · Electrical Eng. & Systems 2025-12-17 Simon Steuernagel , Marcus Baum

Tracking movement of mobile nodes has received significant scientific and commercial interest, but long term tracking of resource-constrained mobile nodes remains challenging due to the high energy consumption of satellite receivers.…

Networking and Internet Architecture · Computer Science 2017-10-13 Vikram Kumar , Neil W. Bergmann , Izanoordina , Raja Jurdak , Branislav Kusy

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

Algorithms for state estimation of humanoid robots usually assume that the feet remain flat and in a constant position while in contact with the ground. However, this hypothesis is easily violated while walking, especially for human-like…

Distributed Kalman filter approaches based on the maximum correntropy criterion have recently demonstrated superior state estimation performance to that of conventional distributed Kalman filters for wireless sensor networks in the presence…

Signal Processing · Electrical Eng. & Systems 2023-09-06 Jiacheng He , Gang Wang , Xuemei Mao , Song Gao , Bei Peng

An alternative, new laser link acquisition scheme for the triangular constellation of spacecraft (SCs) in deep space in the detection of gravitational waves is considered. In place of a wide field CCD camera in the initial stage of laser…

Instrumentation and Methods for Astrophysics · Physics 2025-09-01 Jinke Yang , Yong Xie , Yidi Fan , Pengcheng Wang , Xindong Liang , Haojie Li , Xue Wang , Zhao Cui , Jianjun Jia , Yucheng Tang , Yun Kau Lau

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,…

Information Theory · Computer Science 2013-12-19 Usman A. Khan , Jose M. F. Moura

We consider a general form of the sensor scheduling problem for state estimation of linear dynamical systems, which involves selecting sensors that minimize the trace of the Kalman filter error covariance (weighted by a positive…

Optimization and Control · Mathematics 2023-12-13 Shamak Dutta , Nils Wilde , Stephen L. Smith

Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…

Optimization and Control · Mathematics 2017-04-12 Mathias Hudoba de Badyn , Mehran Mesbahi
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