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Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…

Systems and Control · Computer Science 2017-03-17 Ye Yuan , Ling Shi , Jun Liu , Zhiyong Chen , Hai-Tao Zhang , Jorge Goncalves

Nowadays, with the development of multi-sensor networks, the distributed cubature Kalman filter is one of the well-known existing schemes for state estimation, for which the influence of the non-Gaussian noise, abnormal data, and…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu

This paper presents a novel adaptive fading cubature Kalman filter (AFCKF) based on double transitive factors. The developed adaptive algorithm is explained in two stages; stage (i) a single transitive factor is used to update the predicted…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Mundla Narasimhappa

Attitude and Heading Reference Systems (AHRSs) are broadly applied wherever reliable orientation and motion sensing is required. In this paper, we present an improved Cubature Kalman Filter (CKF) with lower computational cost while…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Shunsei Yamagishi , Lei Jing

The Kalman filter provides an optimal estimation for a linear system with Gaussian noise. However when the noises are non-Gaussian in nature, its performance deteriorates rapidly. For non-Gaussian noises, maximum correntropy Kalman filter…

Optimization and Control · Mathematics 2023-02-07 Joydeb Saha , Shovan Bhaumik

The unscented Kalman filter is an algorithm capable of handling nonlinear scenarios. Uncertainty in process noise covariance may decrease the filter estimation performance or even lead to its divergence. Therefore, it is important to adjust…

Robotics · Computer Science 2026-03-03 Amit Levy , Itzik Klein

In real applications, non-Gaussian distributions are frequently caused by outliers and impulsive disturbances, and these will impair the performance of the classical cubature Kalman filter (CKF) algorithm. In this letter, a modified…

Information Theory · Computer Science 2023-08-15 Jiacheng He , Gang Wang , Zhenyu Feng , Shan Zhong , Bei Peng

Providing a metric of uncertainty alongside a state estimate is often crucial when tracking a dynamical system. Classic state estimators, such as the Kalman filter (KF), provide a time-dependent uncertainty measure from knowledge of the…

Signal Processing · Electrical Eng. & Systems 2022-02-10 Itzik Klein , Guy Revach , Nir Shlezinger , Jonas E. Mehr , Ruud J. G. van Sloun , Yonina. C. Eldar

Kalman Filters (KF) are fundamental to real-time state estimation applications, including radar-based tracking systems used in modern driver assistance and safety technologies. In a linear dynamical system with Gaussian noise distributions…

Robotics · Computer Science 2024-11-27 Arian Mehrfard , Bharanidhar Duraisamy , Stefan Haag , Florian Geiss

Kalman filtering is a powerful approach to adaptive filtering for various problems in signal processing. The frequency-domain adaptive Kalman filter (FDKF), based on the concept of the acoustic state space, provides a unifying solution to…

Audio and Speech Processing · Electrical Eng. & Systems 2025-01-29 Ernst Seidel , Gerald Enzner , Pejman Mowlaee , Tim Fingscheidt

This paper presents the Jump Markov Filtering Network (JMFNet), a novel model-based deep learning framework for real-time state-state estimation in jump Markov systems with unknown noise statistics and mode transition dynamics. A hybrid…

Machine Learning · Computer Science 2025-11-14 George Stamatelis , George C. Alexandropoulos

Recent years have witnessed a growing interest in tracking algorithms that augment Kalman Filters (KFs) with Deep Neural Networks (DNNs). By transforming KFs into trainable deep learning models, one can learn from data to reliably track a…

Signal Processing · Electrical Eng. & Systems 2025-06-19 Yehonatan Dahan , Guy Revach , Jindrich Dunik , Nir Shlezinger

Accurate workload prediction and advanced resource reservation are indispensably crucial for managing dynamic cloud services. Traditional neural networks and deep learning models frequently encounter challenges with diverse,…

Machine Learning · Computer Science 2025-07-14 Jitendra Kumar , Deepika Saxena , Kishu Gupta , Satyam Kumar , Ashutosh Kumar Singh

Accurate state estimation of nonlinear dynamical systems is fundamental to modern aerospace operations across air, sea, and space domains. Online tracking of adversarial unmanned aerial vehicles (UAVs) is especially challenging due to agile…

Machine Learning · Computer Science 2026-05-01 Akhil Gupta , Erhan Guven

Many real-world datasets are time series that are sequentially collected and contain rich temporal information. Thus, a common interest in practice is to capture dynamics of time series and predict their future evolutions. To this end, the…

Machine Learning · Computer Science 2025-05-12 Yifan Zhou , Yibo Wang , Chao Shang

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…

Methodology · Statistics 2021-08-04 Maria Jahja , David C. Farrow , Roni Rosenfeld , Ryan J. Tibshirani

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

In this paper, a novel hybrid-degree dual estimation approach based on cubature rules and cubature-based nonlinear filters is proposed for fault diagnosis of nonlinear systems through simultaneous state and time-varying parameter…

Systems and Control · Electrical Eng. & Systems 2021-11-16 Yanyan Shen , Khashayar Khorasani

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

Quantum machine learning, focusing on quantum neural networks (QNNs), remains a vastly uncharted field of study. Current QNN models primarily employ variational circuits on an ansatz or a quantum feature map, often requiring multiple…

Quantum Physics · Physics 2024-02-02 Utkarsh Singh , Aaron Z. Goldberg , Khabat Heshami