Related papers: Extended Kalman Filtering on Stiefel Manifolds
This paper considers the Linear Minimum Variance recursive state estimation for the linear discrete time dynamic system with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is shown…
This paper introduces the generalized quaternionic Stiefel manifold and studies its geometry for Riemannian optimization. We clarify its relationships with existing manifolds, especially the real generalized Stiefel manifold and the…
System identification poses a significant bottleneck to characterizing and controlling complex systems. This challenge is greatest when both the system states and parameters are not directly accessible leading to a dual-estimation problem.…
Autonomous mobile robot competitions judge based on a robot's ability to quickly and accurately navigate the game field. This means accurate localization is crucial for creating an autonomous competition robot. Two common localization…
This work introduces an on-the-fly (i.e., online) linear unmixing method which is able to sequentially analyze spectral data acquired on a spectrum-by-spectrum basis. After deriving a sequential counterpart of the conventional linear mixing…
We formulate a recursive estimation problem for multiple dynamical systems coupled through a low dimensional stochastic input, and we propose an efficient sub-optimal solution. The suggested approach is an approximation of the Kalman filter…
In this paper we present a new Kalman filter extension for state update called Partitioned Update Kalman Filter (PUKF). PUKF updates the state using multidimensional measurements in parts. PUKF evaluates the nonlinearity of the measurement…
We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filtering problem. This…
Pose estimation is important for robotic perception, path planning, etc. Robot poses can be modeled on matrix Lie groups and are usually estimated via filter-based methods. In this paper, we establish the closed-form formula for the error…
The augmented, iterated Kalman smoother is applied to system identification for inverse problems in evolutionary differential equations. In the augmented smoother, the unknown, time-dependent coefficients are included in the state vector,…
This paper addresses the issues of unmanned aerial vehicle (UAV) indoor navigation, specifically in areas where GPS and magnetometer sensor measurements are unavailable or unreliable. The proposed solution is to use an error state extended…
Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…
This work introduces LIMOncello, a tightly coupled LiDAR-Inertial Odometry system that models 6-DoF motion on the $\mathrm{SGal}(3)$ manifold within an iterated error-state Kalman filter backend. Compared to state representations defined on…
Recent research in nonlinear filtering and signal processing has suggested an efficient derivative-free Extended Kalman filter (EKF) designed for discrete-time stochastic systems. Such approach, however, has failed to address the estimation…
Among algorithms used for sensor fusion for attitude estimation in unmanned aerial vehicles, the Extended Kalman Filter (EKF) is the most commonly used for estimation. In this paper, we propose a new version of H2 estimation called extended…
Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state of the system is high dimensional, ensemble Kalman filters are often the method of choice.…
In this paper, the spacecraft attitude estimation problem has been investigated making use of the concept of matrix Lie group. Through formulation of the attitude and gyroscope bias as elements of SE(3), the corresponding extended Kalman…
We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…
Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data is acquired sequentially. The Kalman filter plays a…
State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch-Tung-Striebel and Mayne-Fraser algorithms.…