Related papers: Adaptive Neural Unscented Kalman Filter
The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…
Autonomous platforms require accurate positioning to complete their tasks. To this end, a Kalman filter-based algorithms, such as the extended Kalman filter or invariant Kalman filter, utilizing inertial and external sensor fusion are…
Modern autonomous navigation for unmanned ground vehicles relies on different estimators to fuse inertial sensors and GNSS measurements. However, the constant noise covariance matrices often struggle to account for dynamic real-world…
The fusion between an inertial navigation system and global navigation satellite systems is regularly used in many platforms such as drones, land vehicles, and marine vessels. The fusion is commonly carried out in a model-based extended…
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…
The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…
The input-parameter-state estimation capabilities of a novel unscented Kalman filter is examined herein on both linear and nonlinear systems. The unknown input is estimated in two stages within each time step. Firstly, the predicted dynamic…
A novel approach for vehicle tracking using a hybrid adaptive Kalman filter is proposed. The filter utilizes recurrent neural networks to learn the vehicle's geometrical and kinematic features, which are then used in a supervised learning…
This paper introduces two new algorithms to accurately estimate the process noise covariance of a discrete-time Kalman filter online for robust orbit determination in the presence of dynamics model uncertainties. Common orbit determination…
Inertial and Doppler velocity log sensors are commonly used to provide the navigation solution for autonomous underwater vehicles (AUV). To this end, a nonlinear filter is adopted for the fusion task. The filter's process noise covariance…
A turbulent boundary layer is an essential flow case of fundamental and applied fluid mechanics. However, accurate measurements of turbulent boundary layer parameters (e.g., friction velocity $u_\tau$ and wall shear $\tau_w$), are…
This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…
This paper presents a novel filter with low computational demand to address the problem of orientation estimation of a robotic platform. This is conventionally addressed by extended Kalman filtering of measurements from a sensor suit which…
The problem of adaptive Kalman filtering for a discrete observable linear time-varying system with unknown noise covariance matrices is addressed in this paper. The measurement difference autocovariance method is used to formulate a linear…
Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…
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…
Nonlinear model predictive control has become a popular approach to deal with highly nonlinear and unsteady state systems, the performance of which can however deteriorate due to unaccounted uncertainties. Model predictive control is…
State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…
This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…
Achieving highly accurate dynamic or simulator models that are close to the real robot can facilitate model-based controls (e.g., model predictive control or linear-quadradic regulators), model-based trajectory planning (e.g., trajectory…