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The unscented Kalman filter is an algorithm capable of handling nonlinear scenarios. Uncertainty in process noise covariance may decrease the filter estimation performance or even lead to its divergence. Therefore, it is important to adjust…

Robotics · Computer Science 2026-03-03 Amit Levy , Itzik Klein

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…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Barak Diker , Itzik Klein

Reliable state estimation is essential for autonomous systems operating in complex, noisy environments. Classical filtering approaches, such as the Kalman filter, can struggle when facing nonlinear dynamics or non-Gaussian noise, and even…

Machine Learning · Computer Science 2025-04-11 Wonjin Song , Feng Bao

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…

Signal Processing · Electrical Eng. & Systems 2021-05-17 Nathan Stacey , Simone D'Amico

This paper reports on developing a real-time invariant proprioceptive robot state estimation framework called DRIFT. A didactic introduction to invariant Kalman filtering is provided to make this cutting-edge symmetry-preserving approach…

Robotics · Computer Science 2024-02-22 Tzu-Yuan Lin , Tingjun Li , Wenzhe Tong , Maani Ghaffari

Modern autonomous systems are purposed for many challenging scenarios, where agents will face unexpected events and complicated tasks. The presence of disturbance noise with control command and unknown inputs can negatively impact robot…

Robotics · Computer Science 2023-09-22 Zida Wu , Zhaoliang Zheng , Ankur Mehta

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…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis , Andrew W. Smyth

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang

This technical report provides the description and the derivation of a novel nonlinear unknown input and state estimation algorithm (NUISE) for mobile robots. The algorithm is designed for real-world robots with nonlinear dynamic models and…

Systems and Control · Computer Science 2018-04-11 Pinyao Guo , Hunmin Kim , Nurali Virani , Jun Xu , Minghui Zhu , Peng Liu

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…

Robotics · Computer Science 2026-03-26 Gal Versano , Itzik Klein

This paper considers the simultaneous state and unknown input estimation for continuous-discrete stochastic systems. Two types of approaches (with and without modeling of unknown inputs) which can address this issue are investigated. A…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Peng Lu

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…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

One of the main issues for underwater robots navigation is their accurate positioning, which heavily depends on the orientation estimation phase. The systems employed to this scope are affected by different noise typologies, mainly related…

Robotics · Computer Science 2025-02-20 Paolo Russo , Fabiana Di Ciaccio , Salvatore Troisi

We address the problem of estimating the inputs of a dynamical system from measurements of the system's outputs. To this end, we introduce a novel estimation algorithm that explicitly trades off bias and variance to optimally reduce the…

Machine Learning · Computer Science 2019-09-20 Sebastian Curi , Kfir Y. Levy , Andreas Krause

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

Control performance of Unmanned Aerial Vehicles (UAVs) is directly affected by their ability to estimate their states accurately. With the increasing popularity of autonomous UAV solutions in real world applications, it is imperative to…

Robotics · Computer Science 2021-06-15 Mohamad Wahbah , Mohamad Chehadeh , Yahya Zweiri

In this article, the state estimation problems with unknown process noise and measurement noise covariances for both linear and nonlinear systems are considered. By formulating the joint estimation of system state and noise parameters into…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Hua Lan , Shijie Zhao , Jinjie Hu , Zengfu Wang , Jing Fu

State estimation is crucial for legged robots as it directly affects control performance and locomotion stability. In this paper, we propose an Adaptive Invariant Extended Kalman Filter to improve proprioceptive state estimation for legged…

Robotics · Computer Science 2025-10-21 Kyung-Hwan Kim , DongHyun Ahn , Dong-hyun Lee , JuYoung Yoon , Dong Jin Hyun

In this paper, we propose a filtering algorithm for simultaneously estimating the mode, input and state of hidden mode switched linear stochastic systems with unknown inputs. Using a multiple-model approach with a bank of linear input and…

Optimization and Control · Mathematics 2016-06-28 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

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…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Barak Or , Itzik Klein
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