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Few real-world systems are amenable to truly Bayesian filtering; nonlinearities and non-Gaussian noises can wreak havoc on filters that rely on linearization and Gaussian uncertainty approximations. This article presents the Bayesian…

Numerical Analysis · Mathematics 2023-10-31 Kristen Michaelson , Andrey A. Popov , Renato Zanetti

Typical iterated filters, such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter (IUKF), and iterated posterior linearization filter (IPLF), have been developed to improve the linearization point (or density)…

Optimization and Control · Mathematics 2024-04-25 Anton Kullberg , Martin A. Skoglund , Isaac Skog , Gustaf Hendeby

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…

Machine Learning · Computer Science 2021-05-26 Zhuangwei Shi

Recent studies found that many channels are affected by additive noise that is impulsive in nature and is best explained by heavy-tailed symmetric alpha-stable distributions. Dealing with impulsive noise environments comes with an added…

Information Theory · Computer Science 2016-10-07 Jihad Fahs , Ibrahim Abou-Faycal

Ultra-wideband (UWB) indoor localization provides centimeter-level accuracy and low latency, but its measurement reliability degrades severely under Non-Line-of-Sight (NLOS) conditions, leading to meter-scale ranging errors and inconsistent…

Signal Processing · Electrical Eng. & Systems 2026-03-20 Kyeonghyun Yoo , Wooyong Jung , Namkyung Yoon , Sangmin Lee , Sanghong Kim , Hwangnam Kim

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova

Satellite dynamics and tracking remain important challenges in the context of space exploration and communication systems. Accurate state estimation is essential to maintain reliable orbital motion and system performance. This paper…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Moh Kamalul Wafi

This paper addresses the challenge of estimating the orientation, position, and velocity of a vehicle operating in three-dimensional (3D) space with six degrees of freedom (6-DoF). A Deep Learning-based Adaptation Mechanism (DLAM) is…

Robotics · Computer Science 2025-03-13 Khashayar Ghanizadegan , Hashim A. Hashim

In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…

Robotics · Computer Science 2024-08-23 Roland Jung

Ensemble Kalman filter (EnKF) has been widely used in state estimation and parameter estimation for the dynamic system where observational data is obtained sequentially in time. To reduce uncertainty and accelerate posterior inference, a…

Numerical Analysis · Mathematics 2018-11-14 Yuming Ba , Lijian Jiang , Na Ou

Aiming to enhance the consistency and thus long-term accuracy of Extended Kalman Filters for terrestrial vehicle localization, this paper introduces the Manifold Error State Extended Kalman Filter (M-ESEKF). By representing the robot's pose…

The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…

Robotics · Computer Science 2022-05-30 Arno Solin , Rui Li , Andrea Pilzer

An ensemble Kalman filter (EnKF)-based mixed model (EnKF-MM) is proposed for the subgrid-scale (SGS) closure in the large-eddy simulation (LES) of turbulence. The model coefficients are determined through the EnKF-based data assimilation…

Fluid Dynamics · Physics 2023-08-16 Yunpeng Wang , Zelong Yuan , Jianchun Wang

This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and…

Systems and Control · Electrical Eng. & Systems 2021-12-10 Nikolaos Koumpis , Panagiotis Panagiotou , Ioannis Arvanitakis

Orientation estimation for 3D objects is a common problem that is usually tackled with traditional nonlinear filtering techniques such as the extended Kalman filter (EKF) or the unscented Kalman filter (UKF). Most of these techniques assume…

Systems and Control · Computer Science 2016-08-19 Igor Gilitschenski , Gerhard Kurz , Simon J. Julier , Uwe D. Hanebeck

The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…

Optimization and Control · Mathematics 2013-04-08 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

This paper develops a new nonlinear filter, called Moment-based Kalman Filter (MKF), using the exact moment propagation method. Existing state estimation methods use linearization techniques or sampling points to compute approximate values…

Robotics · Computer Science 2023-01-24 Yutaka Shimizu , Ashkan Jasour , Maani Ghaffari , Shinpei Kato

A data-driven investigation of the flow around a high-rise building is performed combining heterogeneous experimental samples and RANS CFD. The coupling is performed using techniques based on the Ensemble Kalman Filter (EnKF), including…

Fluid Dynamics · Physics 2023-01-27 Lucas Villanueva , Miguel Martinez Valero , Anina Sarkic Glumac , Marcello Meldi

Leakage in water systems results in significant daily water losses, degrading service quality, increasing costs, and aggravating environmental problems. Most leak localization methods rely solely on pressure data, missing valuable…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Luis Romero-Ben , Paul Irofti , Florin Stoican , Vicenç Puig

Among algorithms used for sensor fusion for attitude estimation in unmanned aerial vehicles, the Extended Kalman Filter (EKF) is the most commonly used for estimation. In this paper, we propose a new version of H2 estimation called extended…

Optimization and Control · Mathematics 2020-09-08 Sunsoo Kim , Vaishnav Tadiparthi , Raktim Bhattacharya
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