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In this paper, we propose a novel method for estimating an elliptic shape approximation of a moving extended object that gives rise to multiple scattered measurements per frame. For this purpose, we parameterize the elliptic shape with its…

Systems and Control · Computer Science 2018-05-28 Shishan Yang , Marcus Baum

Inertial Navigation Systems (INS) are a key technology for autonomous vehicles applications. Recent advances in estimation and filter design for the INS problem have exploited geometry and symmetry to overcome limitations of the classical…

Robotics · Computer Science 2022-09-27 Alessandro Fornasier , Yonhon Ng , Robert Mahony , Stephan Weiss

State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popular choice, its performance degrades significantly when…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…

Computers and Society · Computer Science 2024-07-19 Parsa Veysi , Mohsen Adeli , Nayerosadat Peirov Naziri , Ehsan Adeli

Modeling and inference with multivariate sequences is central in a number of signal processing applications such as acoustics, social network analysis, biomedical, and finance, to name a few. The linear-Gaussian state-space model is a…

Optimization and Control · Mathematics 2020-01-13 Émilie Chouzenoux , Víctor Elvira

To obtain the accurate transient states of the big scale natural gas pipeline networks under the bad data and non-zero mean noises conditions, a robust Kalman filter-based dynamic state estimation method is proposed using the linearized gas…

Signal Processing · Electrical Eng. & Systems 2021-03-10 Liang Chen , Peng Jin , Jing Yang , Yang Li , Yi Song

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

Dynamic operation of biological processes, such as anaerobic digestion (AD), requires reliable process monitoring to guarantee stable operating conditions at all times. Unscented Kalman filters (UKF) are an established tool for nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Simon Hellmann , Terrance Wilms , Stefan Streif , Sören Weinrich

In this paper we propose a novel method for estimating rigid body motion by modeling the object state directly in the space of the rigid body motion group SE(2). It has been recently observed that a noisy manoeuvring object in SE(2)…

Robotics · Computer Science 2017-08-21 Josip Cesic , Ivan Markovic , Ivan Petrovic

A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear…

Methodology · Statistics 2021-03-15 Gregor Robinson , Ian Grooms

In this paper, a distributed dual-quaternion multiplicative extended Kalman filter for the estimation of poses and velocities of individual satellites in a fleet of spacecraft is analyzed. The proposed algorithm uses both absolute and…

Optimization and Control · Mathematics 2024-12-02 Mathias Hudoba de Badyn , Jonas Binz , Andrea Iannelli , Roy S. Smith

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

In this paper, the ensemble consider Kalman filter is proposed to mitigate the negative effects of uncertain parameters in nonlinear dynamic and measurement models. The ensemble Kalman filter can avoid using the Jacobian matrices and reduce…

Systems and Control · Electrical Eng. & Systems 2019-06-18 Tai-shan Lou , Nan-hua Chen , Hua Xiong , Ya-xi Li , Lei Wang

Extended Kalman filter (EKF) does not guarantee consistent mean and covariance under linearization, even though it is the main framework for robotic localization. While Lie group improves the modeling of the state space in localization, the…

Robotics · Computer Science 2019-01-28 Tsang-Kai Chang , Shengkang Chen , Ankur Mehta

We demonstrate optimal state estimation for a cavity optomechanical system through Kalman filtering. By taking into account nontrivial experimental noise sources, such as colored laser noise and spurious mechanical modes, we implement a…

The geometric formulation of quantum mechanics is a very interesting field of research which has many applications in the emerging field of quantum computation and quantum information, such as schemes for optimal quantum computers. In this…

Quantum Physics · Physics 2014-04-24 Ole Andersson , Hoshang Heydari

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

We propose a new robust filtering paradigm considering the situation in which model uncertainty, described through an ambiguity set, is present only in the observations. We derive the corresponding robust estimator, referred to as…

Optimization and Control · Mathematics 2026-05-25 Shenglun Yi , Mattia Zorzi

The design of navigation observers able to simultaneously estimate the position, linear velocity and orientation of a vehicle in a three-dimensional space is crucial in many robotics and aerospace applications. This problem was mainly dealt…

Optimization and Control · Mathematics 2020-09-21 Miaomiao Wang , Abdelhamid Tayebi

Matrix factorization from a small number of observed entries has recently garnered much attention as the key ingredient of successful recommendation systems. One unresolved problem in this area is how to adapt current methods to handle…

Machine Learning · Computer Science 2012-08-07 John Z. Sun , Kush R. Varshney , Karthik Subbian
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