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This paper addresses the problem of designing the {\it continuous-discrete} unscented Kalman filter (UKF) implementation methods. More precisely, the aim is to propose the MATLAB-based UKF algorithms for {\it accurate} and {\it robust}…

Numerical Analysis · Mathematics 2023-10-09 Maria Kulikova , Gennady Kulikov

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Maxwell M. Varley , Timothy L. Molloy , Girish N. Nair

Digital twins (DTs) rely on continuous synchronization between physical systems and their virtual counterparts through online parameter estimation under uncertainty. In many practical settings, however, this task is challenged by low…

Computational Engineering, Finance, and Science · Computer Science 2026-05-19 Yasar Yanik , Himadri Basu , Ricardo G. Sanfelice , Daniele Venturi

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

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

We present a novel filtering algorithm that employs Bayesian transfer learning to address the challenges posed by mismatched intensity of the noise in a pair of sensors, each of which tracks an object using a nonlinear dynamic system model.…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Omar Alotaibi , Brian L. Mark , Mohammad Reza Fasihi

This paper presents a deep learning enhanced adaptive unscented Kalman filter (UKF) for predicting human arm motion in the context of manufacturing. Unlike previous network-based methods that solely rely on captured human motion data, which…

Robotics · Computer Science 2024-02-21 Wansong Liu , Sibo Tian , Boyi Hu , Xiao Liang , Minghui Zheng

This paper introduces an advanced Quaternion-based Unscented Kalman Filter (QUKF) for real-time, robust estimation of system states and external wrenches in assistive aerial payload transportation systems that engage in direct physical…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Hussein Naser , Hashim A. Hashim , Mojtaba Ahmadi

Due to the state trajectory-independent features of invariant Kalman filtering (InEKF), it has attracted widespread attention in the research community for its significantly improved state estimation accuracy and convergence under…

Robotics · Computer Science 2023-10-04 Xiaoyu Ye , Fujun Song , Zongyu Zhang , Rui Zhang , Qinghua Zeng

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and…

Systems and Control · Electrical Eng. & Systems 2021-12-10 Nikolaos Koumpis , Panagiotis Panagiotou , Ioannis Arvanitakis

We demonstrate sequential mass inference of a suspended bag of milk powder from simulated measurements of the vertical force component at the pivot while the bag is being filled. We compare the predictions of various sequential inference…

Data Analysis, Statistics and Probability · Physics 2015-04-24 A. D. Martin , T. C. A. Molteno

In Kalman filtering, unknown inputs are often estimated by augmenting the state vector, which introduces reliance on fictitious input models. In contrast, minimum-variance unbiased methods estimate inputs and states separately, avoiding…

In this work, we present an aided inertial navigation system for an autonomous underwater vehicle (AUV) using an unscented Kalman filter on manifolds (UKF-M). The inertial navigation estimate is aided by a Doppler velocity log (DVL), depth…

Robotics · Computer Science 2022-10-14 Stephen T. Krauss , Daniel J. Stilwell

The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

Machine Learning · Statistics 2016-08-31 Michael C. Burkhart , David M. Brandman , Carlos E. Vargas-Irwin , Matthew T. Harrison

Accurate speed estimation in sensorless brushless DC motors is essential for high-performance control and monitoring, yet conventional model-based approaches struggle with system nonlinearities and parameter uncertainties. In this work, we…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Alessandro Colombo , Riccardo Busetto , Valentina Breschi , Marco Forgione , Dario Piga , Simone Formentin

This paper presents methods for vehicle state estimation and prediction for autonomous driving. A roundabout is chosen to apply the methods and illustrate the results as autonomous vehicles have difficulty in handling roundabouts. State…

Systems and Control · Electrical Eng. & Systems 2023-04-26 Xinchen Li , Levent Guvenc , Bilin Aksun-Guvenc

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

The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…

Robotics · Computer Science 2022-05-30 Arno Solin , Rui Li , Andrea Pilzer

Non-Gaussian noise and the uncertainty of noise distribution are the common factors that reduce accuracy in dynamic state estimation of power systems (PS). In addition, the optimal value of the free coefficients in the unscented Kalman…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu , Le Ngoc Giang