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A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…

Systems and Control · Computer Science 2016-11-17 Tong Zhou

State estimation is a fundamental problem in control and signal processing, for which the Kalman Filter provides an optimal solution under linear dynamics, Gaussian noise, and known noise covariances. However, these assumptions often fail…

Machine Learning · Computer Science 2026-05-27 Vasileios Saketos , Ming Xiao

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

Robotics · Computer Science 2022-02-10 Fahira Afzal Maken , Fabio Ramos , Lionel Ott

This paper presents three non-linear observers on three examples of engineering interest: a chemical reactor, a non-holonomic car, and an inertial navigation system. For each example, the design is based on physical symmetries. This…

Optimization and Control · Mathematics 2016-11-17 S. Bonnabel , Ph. Martin , P. Rouchon

The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…

Systems and Control · Electrical Eng. & Systems 2025-07-02 Alan Yang , Stephen Boyd

In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous…

Computational Physics · Physics 2019-09-20 Hans Yu , Matthew P. Juniper , Luca Magri

In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the incremental proximal gradient algorithm. We explicitly model…

Optimization and Control · Mathematics 2019-06-20 Ömer Deniz Akyildiz , Émilie Chouzenoux , Víctor Elvira , Joaquín Míguez

This paper considers the problem of attitude, position and linear velocity estimation for rigid body systems relying on landmark measurements. We propose two hybrid nonlinear observers on the matrix Lie group $SE_2(3)$, leading to global…

Optimization and Control · Mathematics 2020-05-15 Miaomiao Wang , Abdelhamid Tayebi

Real-world applications of bipedal robot walking require accurate, real-time state estimation. State estimation for locomotion over dynamic rigid surfaces (DRS), such as elevators, ships, public transport vehicles, and aircraft, remains…

Robotics · Computer Science 2021-09-06 Yuan Gao , Yan Gu

This paper is concerned with dynamic system state estimation based on a series of noisy measurement with the presence of outliers. An incremental learning assisted particle filtering (ILAPF) method is presented, which can learn the value…

Methodology · Statistics 2018-02-02 Bin Liu

Our goal is to send legged robots into challenging, unstructured terrains that wheeled systems cannot traverse. Moreover, precise estimation of the robot's position and orientation in rough terrain is especially difficult. To address this…

Systems and Control · Electrical Eng. & Systems 2019-11-14 Shuo Yang , Hans Kumar , Zhaoyuan Gu , Xiangyuan Zhang , Matthew Travers , Howie Choset

In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we…

Systems and Control · Electrical Eng. & Systems 2024-04-17 Sven Goffin , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

The use of Kalman filtering, as well as its nonlinear extensions, for the estimation of system variables and parameters has played a pivotal role in many fields of scientific inquiry where observations of the system are restricted to a…

Dynamical Systems · Mathematics 2017-02-15 Joseph Arthur , Adam Attarian , Franz Hamilton , Hien Tran

Cooperative localization and target tracking are essential for multi-robot systems to implement high-level tasks. To this end, we propose a distributed invariant Kalman filter based on covariance intersection for effective multi-robot pose…

Robotics · Computer Science 2024-09-17 Haoying Li , Qingcheng Zeng , Haoran Li , Yanglin Zhang , Junfeng Wu

In contrast to conventional robots, accurately modeling the kinematics and statics of continuum robots is challenging due to partially unknown material properties, parasitic effects, or unknown forces acting on the continuous body.…

Robotics · Computer Science 2024-12-03 Sven Lilge , Timothy D. Barfoot , Jessica Burgner-Kahrs

Understanding human motion is of critical importance for health monitoring and control of assistive robots, yet many human kinematic variables cannot be directly or accurately measured by wearable sensors. In recent years, invariant…

Robotics · Computer Science 2025-08-05 Zenan Zhu , Seyed Mostafa Rezayat Sorkhabadi , Yan Gu , Wenlong Zhang

This work considers the problem of calculating an interval-valued state estimate for a nonlinear system subject to bounded inputs and measurement errors. Such state estimators are often called interval observers. Interval observers can be…

Optimization and Control · Mathematics 2021-10-25 Stuart M. Harwood , Paul I. Barton

In this paper, we design a nonlinear observer to estimate the inertial pose and the velocity of a free-floating non-cooperative satellite (Target) using only relative pose measurements. In the context of control design for orbital robotic…

Robotics · Computer Science 2019-11-27 Hrishik Mishra , Marco De Stefano , Alessandro Massimo Giordano , Christian Ott