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Recent developments of technology have enabled atomic spins as the most sensitive inertial and magnetic sensors. Atomic spin gyroscope (magnetometer) essentially outputs the estimate of the inertial rotation rate (magnetic filed) to be…

Quantum Physics · Physics 2014-03-03 Lijun Liu , Bo Qi , Shuming Cheng , Zairong Xi

Accurate estimation and prediction of trajectory is essential for the capture of any high speed target. In this paper, an extended Kalman filter (EKF) is used to track the target in the first loop of the trajectory to collect data points…

This paper introduces a learning-based, data-driven attitude estimator, called the retrospective cost attitude estimator (RCAE), for the SO(3) attitude representation. RCAE is motivated by the multiplicative extended Kalman filter (MEKF).…

Optimization and Control · Mathematics 2025-01-15 Parham Oveissi , Mohammad Mirtaba , Ankit Goel

The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Minhyuk Jang , Jungjin Lee , Astghik Hakobyan , Naira Hovakimyan , Insoon Yang

Global Positioning System (GPS) and inertial measurement unit (IMU) sensors are commonly integrated using the extended Kalman filter (EKF), for achieving better navigation performance. However, because of nonlinearity, the performance of…

Signal Processing · Electrical Eng. & Systems 2020-12-17 Kwansik Park , Woohyun Kim , Jiwon Seo

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

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

Robotics · Computer Science 2019-11-13 Ross Hartley , Maani Ghaffari , Ryan M. Eustice , Jessy W. Grizzle

Extended Kalman Filter (EKF) has been a popular approach to localization a mobile robot. However, the performance of the EKF and the quality of the estimation depends on the correct a priori knowledge of process and measurement noise…

Other Computer Science · Computer Science 2010-04-20 Ramazan Havangi , Mohammad Ali Nekoui , Mohammad Teshnehlab

Driven by technological breakthroughs, indoor tracking and localization have gained importance in various applications including the Internet of Things (IoT), robotics, and unmanned aerial vehicles (UAVs). To tackle some of the challenges…

Signal Processing · Electrical Eng. & Systems 2025-01-06 Hammam Salem , Mohanad Ahmed , Mohammed AlSharif , Ali Muqaibel , Tareq Al-Naffouri

Maintaining consistent uncertainty estimates in localization systems is crucial as the perceived uncertainty commonly affects high-level system components, such as control or decision processes. A method for constructing an…

Robotics · Computer Science 2024-08-20 Chuan Huang , Gustaf Hendeby , Isaac Skog

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…

This paper illustrates the way for estimating position and orientation of a vehicle with an Extended Kalman Filter (EKF). For this purpose a non-linear model is designed and an adaptive calculation of measurement noise covariance matrix is…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Reiner Marchthaler

We study the mathematical properties of the Invariant Extended Kalman Filter (IEKF) when iterating on the measurement update step, following the principles of the well-known Iterated Extended Kalman Filter. This iterative variant of the…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Sven Goffin , Axel Barrau , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

We derive symmetry preserving invariant extended Kalman filters (IEKF) on matrix Lie groups. These Kalman filters have an advantage over conventional extended Kalman filters as the error dynamics for such filters are independent of the…

Optimization and Control · Mathematics 2020-01-01 Karmvir Singh Phogat , Dong Eui Chang

The widely-used Extended Kalman Filter (EKF) provides a straightforward recipe to estimate the mean and covariance of the state given all past measurements in a causal and recursive fashion. For a wide variety of applications, the EKF is…

Robotics · Computer Science 2023-03-28 Stephanie Tsuei , Stefano Soatto , Paulo Tabuada , Mark B. Milam

This paper introduces a framework for state estimation on a humanoid robot platform using only common proprioceptive sensors and knowledge of leg kinematics. The presented approach extends that detailed in [1] on a quadruped platform by…

Robotics · Computer Science 2014-12-11 Nicholas Rotella , Michael Bloesch , Ludovic Righetti , Stefan Schaal

Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2)…

Robotics · Computer Science 2021-07-28 Yujie Tang , Liang Hu , Qingrui Zhang , Wei Pan

The general consensus is that the Multiplicative Extended Kalman Filter (MEKF) is superior to the Additive Extended Kalman Filter (AEKF) based on a wealth of theoretical evidence. This paper deals with a practical comparison between the two…

Robotics · Computer Science 2023-07-17 Hamza A. Hassan , William Tolstrup , Johanes P. Suriana , Ibrahim D. Kiziloklu

This note is devoted to deriving the measurement update of the geometric extended Kalman filter using the multiplicative extended Kalman filtering approach, resulting in the attitude estimator referred as geometric multiplicative extended…

Robotics · Computer Science 2017-10-12 Lubin Chang

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

Robotics · Computer Science 2019-03-14 Martin Brossard , Axel Barrau , Silvère Bonnabel