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Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

Dynamical Systems · Mathematics 2025-03-25 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…

Methodology · Statistics 2025-09-18 Shouxia Wang , Hao-Xuan Sun , Song Xi Chen

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

Systems and Control · Computer Science 2017-10-17 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

In this paper we adapt KalmanNet, which is a recently pro-posed deep neural network (DNN)-aided system whose architecture follows the operation of the model-based Kalman filter (KF), to learn its mapping in an unsupervised manner, i.e.,…

Signal Processing · Electrical Eng. & Systems 2021-10-19 Guy Revach , Nir Shlezinger , Timur Locher , Xiaoyong Ni , Ruud J. G. van Sloun , Yonina C. Eldar

In the presence of renewable resources, distribution networks have become extremely complex to monitor, operate and control. Furthermore, for the real time applications, active distribution networks require fast real time distribution state…

Applications · Statistics 2018-04-24 Mehdi Shafiei , Gerard Ledwich , Ghavameddin Nourbakhsh , Ali Arefi , Houman Pezeshki

Facial landmark tracking plays a vital role in applications such as facial recognition, expression analysis, and medical diagnostics. In this paper, we consider the performance of the Extended Kalman Filter (EKF) and Unscented Kalman Filter…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Thoa Thieu , Roderick Melnik

The Kalman(-Bucy) filter is the natural choice for the state reconstruction of disturbed, linear dynamical systems based on flawed and incomplete measurements. Taking a deterministic viewpoint this work investigates possible extensions of…

Dynamical Systems · Mathematics 2025-06-03 Karl Kunisch , Jesper Schröder

In the Internet of Things (IoT) paradigm, distributed sensors and actuators can observe and act on their environment, communicating wirelessly. In this context, filtering the observations and tracking the network and environment state over…

Signal Processing · Electrical Eng. & Systems 2019-09-13 Federico Chiariotti

In this paper we propose a novel observer-based method to improve the safety and security of connected and automated vehicle (CAV) transportation. The proposed method combines model-based signal filtering and anomaly detection methods.…

Signal Processing · Electrical Eng. & Systems 2021-02-26 Yiyang Wang , Neda Masoud , Anahita Khojandi

Recent researches in data assimilation lead to the introduction of the parametric Kalman filter (PKF): an implementation of the Kalman filter, where the covariance matrices are approximated by a parameterized covariance model. In the PKF,…

Data Analysis, Statistics and Probability · Physics 2021-03-23 Olivier Pannekoucke , Philippe Arbogast

Many researchers are interested to use Extended Kalman Filter (EKF) for state estimation of complex nonlinear dynamics with uncertainties which modeled with white noises. On the other hand behavior of the chaotic systems in time domain…

Chaotic Dynamics · Physics 2012-11-20 Mozhgan Mombeini , Hamid Khaloozadeh

Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…

Machine Learning · Computer Science 2024-03-20 Feiyu Lu

In this letter, we propose an Attention-Based Neural-Augmented Kalman Filter (AttenNKF) for state estimation in legged robots. Foot slip is a major source of estimation error: when slip occurs, kinematic measurements violate the no-slip…

Robotics · Computer Science 2026-05-05 Seokju Lee , Kyung-Soo Kim

This paper develops and investigates a dual unscented Kalman filter (DUKF) for the joint nonlinear state and parameter identification of commercial adaptive cruise control (ACC) systems. Although the core functionality of stock ACC systems,…

Systems and Control · Electrical Eng. & Systems 2023-06-07 Konstantinos Ampountolas

This paper proposes a novel localization framework based on collaborative training or federated learning paradigm, for highly accurate localization of autonomous vehicles. More specifically, we build on the standard approach of KalmanNet, a…

Robotics · Computer Science 2025-02-14 Nikos Piperigkos , Alexandros Gkillas , Christos Anagnostopoulos , Aris S. Lalos

This document describes standard approaches for filtering and estimation for quadrotors, created for the Udacity Flying Cars course. We assume previous knowledge of probability and some knowledge of linear algebra. We do not assume previous…

Robotics · Computer Science 2018-09-05 Stefanie Tellex , Andy Brown , Sergei Lupashin

This study considers the data assimilation problem in coupled systems, which consists of two components (sub-systems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in…

Atmospheric and Oceanic Physics · Physics 2015-06-22 Xiaodong Luo , Ibrahim Hoteit

For modelling geophysical systems, large-scale processes are described through a set of coarse-grained dynamical equations while small-scale processes are represented via parameterizations. This work proposes a method for identifying the…

Atmospheric and Oceanic Physics · Physics 2018-08-01 Manuel Pulido , Pierre Tandeo , Marc Bocquet , Alberto Carrassi , Magdalena Lucini

This paper presents a new robust fault and state estimation based on recursive least square filter for linear stochastic systems with unknown disturbances. The novel elements of the algorithm are : a simple, easily implementable, square…

Systems and Control · Computer Science 2013-06-20 Bessaoudi Talel , Ben Hmida Fayçal

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