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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…

Robotics · Computer Science 2025-03-11 Nadav Cohen , Itzik Klein

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the data by explicitly modelling the time evolution of the factors. We study estimation of the model parameters based on the…

Methodology · Statistics 2026-01-08 Matteo Barigozzi , Luca Trapin

This paper presents a quantized Kalman filter implemented using unreliable memories. We consider that both the quantization and the unreliable memories introduce errors in the computations, and develop an error propagation model that takes…

Information Theory · Computer Science 2021-09-06 Jonathan Kern , Elsa Dupraz , Abdeldjalil Aïssa-El-Bey , Lav R. Varshney , François Leduc-Primeau

Electroencephalography (EEG) serves as an effective diagnostic tool for mental disorders and neurological abnormalities. Enhanced analysis and classification of EEG signals can help improve detection performance. A new approach is examined…

Signal Processing · Electrical Eng. & Systems 2020-02-11 Lubna Shibly Mokatren , Rashid Ansari , Ahmet Enis Cetin , Alex D Leow , Heide Klumpp , Olusola Ajilore , Fatos Yarman Vural

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 nominal performance of mechanical systems is often degraded by unknown disturbances. A two-degree-of-freedom control structure can decouple nominal performance from disturbance rejection. However, perfect disturbance rejection is…

Robotics · Computer Science 2025-10-20 Shilei Li , Dawei Shi , Makoto Iwasaki , Yan Ning , Hongpeng Zhou , Ling Shi

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…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Hassan Mortada , Cyril Falcon , Yanis Kahil , Mathéo Clavaud , Jean-Philippe Michel

In our research, we attempt to help people recognize their brain state of concentration or relaxation more conveniently and in real time. Considering the inconvenience of wearing traditional multiple electrode electroencephalographs, we…

Human-Computer Interaction · Computer Science 2015-09-28 Zhen Li , Jianjun Xu , Tingshao Zhu

Kalman filter is widely used for residual generation in fault detection. It leads to optimality in fault detection using some performance indices and also leads to statistically sound residual evaluation and threshold setting. This paper…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Jinming Zhou , Yucai Zhu

The immersion and the interaction are the important features of the driving simulator. To improve these characteristics, this paper proposes a low-cost and mark-less driver head tracking framework based on the head pose estimation model,…

Image and Video Processing · Electrical Eng. & Systems 2021-03-25 Zhongxu Hu , Chen Lv , Yanxin Zhou , Yiran Zhang , Wenhui Huang

In this work, we address the problem of sensor selection for state estimation via Kalman filtering. We consider a linear time-invariant (LTI) dynamical system subject to process and measurement noise, where the sensors we use to perform…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Christopher I. Calle , Shaunak D. Bopardikar

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

Computation · Statistics 2021-02-24 Tadeo Javier Cocucci , Manuel Pulido , Magdalena Lucini , Pierre Tandeo

This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…

Methodology · Statistics 2016-11-14 Jonathan R. Stroud , Matthias Katzfuss , Christopher K. Wikle

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

This paper considers state estimation of linear systems using analog amplify and forwarding with multiple sensors, for both multiple access and orthogonal access schemes. Optimal state estimation can be achieved at the fusion center using a…

Information Theory · Computer Science 2009-06-11 Alex S. Leong , Subhrakanti Dey , Jamie S. Evans

Electroencephalogram (EEG) microstate analysis entails finding dynamics of quasi-stable and generally recurrent discrete states in multichannel EEG time series data and relating properties of the estimated state-transition dynamics to…

Neurons and Cognition · Quantitative Biology 2024-03-07 Saiful Islam , Pitambar Khanra , Johan Nakuci , Sarah F. Muldoon , Takamitsu Watanabe , Naoki Masuda

In this paper, we aimed at reviewing present literature on employing nonlinear analysis in combination with machine learning methods, in depression detection or prediction task. We are focusing on an affordable data-driven approach,…

Signal Processing · Electrical Eng. & Systems 2019-09-10 Milena Čukić Radenković , Victoria Lopez Lopez

The aim of this work is to develop a model-based methodology for monitoring lateral track irregularities based on the use of inertial sensors mounted on an in-service train. To this end, a gyroscope is used to measure the wheelset yaw…

Computational Engineering, Finance, and Science · Computer Science 2020-03-12 S. Munoz , J. Ros , J. L. Escalona

Today's power generation and distribution networks are quickly moving toward automated control and integration of renewable resources - a complex, integrated system termed the Smart Grid. A key component in planning and managing of Smart…

Signal Processing · Electrical Eng. & Systems 2020-01-01 Shervin Mehryar , Moe Z. Win