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The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…

Optimization and Control · Mathematics 2019-10-11 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Machine Learning · Computer Science 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…

Machine Learning · Computer Science 2026-04-30 Xin T. Tong , Yanyan Wang , Liang Yan

The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike reweighting methods such as sequential Monte Carlo (SMC, i.e.…

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The Invariant Extended Kalman Filter (IEKF) is a recent development of the EKF for the class of group-affine systems on…

Edge computing pushes the cloud computing boundaries beyond uncertain network resource by leveraging computational processes close to the source and target of data. Time-sensitive and data-intensive video surveillance applications benefit…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-08-08 Seyed Yahya Nikouei , Yu Chen , Sejun Song , Timothy R. Faughnan

This paper presents a novel approach to address the inconsistency problem caused by observability mismatch in visual-inertial navigation systems (VINS). The key idea involves applying a linear time-varying transformation to the error-state…

Robotics · Computer Science 2025-10-28 Chungeng Tian , Ning Hao , Fenghua He

We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Siavash Farzan , Bennett Parisi

This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Milad Behvandi , Mohammad Azam Khosravi , Amir Abolfazl Suratgar

Precise user localization and tracking enhances energy-efficient and ultra-reliable low latency applications in the next generation wireless networks. In addition to computational complexity and data association challenges with…

Signal Processing · Electrical Eng. & Systems 2025-10-09 Abidemi Orimogunje , Kyeong-Ju Cha , Hyunwoo Park , Abdulahi A. Badrudeen , Sunwoo Kim , Dejan Vukobratovic

It is commonly expected that future fifth generation (5G) networks will be deployed with a high spatial density of access nodes (ANs) in order to meet the envisioned capacity requirements of the upcoming wireless networks. Densification is…

Information Theory · Computer Science 2016-08-15 Mike Koivisto , Mário Costa , Aki Hakkarainen , Kari Leppänen , Mikko Valkama

Predicting the behavior of a dynamical system from noisy observations of its past outputs is a classical problem encountered across engineering and science. For linear systems with Gaussian inputs, the Kalman filter -- the best linear…

Machine Learning · Computer Science 2026-03-10 Usman Akram , Haris Vikalo

Edge artificial intelligence (AI) will be a central part of 6G, with powerful edge servers supporting devices in performing machine learning (ML) inference. However, it is challenging to deliver the latency and accuracy guarantees required…

Information Theory · Computer Science 2025-06-16 Anders E. Kalør , Tomoaki Ohtsuki

Simulation-based Dynamic Traffic Assignment models have important applications in real-time traffic management and control. The efficacy of these systems rests on the ability to generate accurate estimates and predictions of traffic states,…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Haizheng Zhang , Ravi Seshadri , A. Arun Prakash , Constantinos Antoniou , Francisco C. Pereira , Moshe Ben-Akiva

The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While…

Robotics · Computer Science 2025-03-11 Nadav Cohen , Itzik Klein

The Kalman filter (KF) is a widely-used algorithm for tracking the latent state of a dynamical system from noisy observations. For systems that are well-described by linear Gaussian state space models, the KF minimizes the mean-squared…

Signal Processing · Electrical Eng. & Systems 2022-10-13 Shunit Truzman , Guy Revach , Nir Shlezinger , Itzik Klein

Rare events, despite their infrequency, often carry critical information and require immediate attentions in mission-critical applications such as autonomous driving, healthcare, and industrial automation. The data-intensive nature of these…

Machine Learning · Computer Science 2025-01-07 You Zhou , Changsheng You , Kaibin Huang

To deploy machine learning-based algorithms for real-time applications with strict latency constraints, we consider an edge-computing setting where a subset of inputs are offloaded to the edge for processing by an accurate but…

Machine Learning · Computer Science 2020-11-09 Ayan Chakrabarti , Roch Guérin , Chenyang Lu , Jiangnan Liu

This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Peihu Duan , Tao Liu , Yu Xing , Karl Henrik Johansson