Related papers: Remarks on stochastic cloning and delayed-state fi…

State-space language models such as Mamba and gated linear attention (GLA) offer efficient alternatives to transformers due to their linear complexity and parallel training, but often lack the expressivity and robust state-tracking needed…

Accurate state estimation is crucial for legged robot locomotion, as it provides the necessary information to allow control and navigation. However, it is also challenging, especially in scenarios with uneven and slippery terrain. This…

This technical note addresses the UD factorization based Kalman filtering (KF) algorithms. Using this important class of numerically stable KF schemes, we extend its functionality and develop an elegant and simple method for computation of…

This paper studies multiplicative inflation: the complementary scaling of the state covariance in the ensemble Kalman filter (EnKF). Firstly, error sources in the EnKF are catalogued and discussed in relation to inflation; nonlinearity is…

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

Covariance inflation and localization are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF) by (in effect) adjusting the sample covariances of the estimates in the state space. In this…

Recursive adaptive filtering methods are often used for solving the problem of simultaneous state and parameters estimation arising in many areas of research. The gradient-based schemes for adaptive Kalman filtering (KF) require the…

Drift-free localization is essential for autonomous vehicles. In this paper, we address the problem by proposing a filter-based framework, which integrates the visual-inertial odometry and the measurements of the features in the pre-built…

The majority of data assimilation (DA) methods in the geosciences are based on Gaussian assumptions. While these assumptions facilitate efficient algorithms, they cause analysis biases and subsequent forecast degradations. Non-parametric,…

This paper considers state estimation of linear systems using analog amplify and forwarding with multiple sensors, for both multiple access and orthogonal access schemes. Optimal state estimation can be achieved at the fusion center using a…

In this paper, we consider the filtering problem of an optical parametric oscillator (OPO). The OPO pump power may fluctuate due to environmental disturbances, resulting in uncertainty in the system modeling. Thus, both the state and the…

In the field of sensor fusion and state estimation for object detection and localization, ensuring accurate tracking in dynamic environments poses significant challenges. Traditional methods like the Kalman Filter (KF) often fail when…

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

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…

Consider a space object in an orbit about the earth. An uncertain initial state can be represented as a point cloud which can be propagated to later times by the laws of Newtonian motion. If the state of the object is represented in…

This article explores the estimation of parameters and states for linear stochastic systems with deterministic control inputs. It introduces a novel Kalman filtering approach called Kalman Filtering with Correlated Noises Recursive…

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…

This paper addresses distributed state estimation for multi-agent systems with local and relative measurements, motivated by cooperative localization problems in which the global state dimension scales with the size of the network. We…

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Traditional tracking-by-detection systems typically employ Kalman filters (KF) for state estimation. However, the KF requires domain-specific design choices and it is ill-suited to handling non-linear motion patterns. To address these…