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Distributed sensor networks often include a multitude of sensors, each measuring parts of a process state space or observing the operations of a system. Communication of measurements between the sensor nodes and estimator(s) cannot…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Sanjay Chandrasekaran , Vishnu Varadan , Siva Vignesh Krishnan , Florian Dörfler , Mohammad H. Mamduhi

State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popular choice, its performance degrades significantly when…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

This paper investigates the distributed Kalman filtering (DKF) from distributed optimization viewpoint. Motivated by the fact that Kalman filtering is a maximum a posteriori estimation (MAP) problem, which is a quadratic optimization…

Systems and Control · Electrical Eng. & Systems 2022-08-22 Kunhee Ryu , Juhoon Back

Disturbance observers have been attracting continuing research efforts and are widely used in many applications. Among them, the Kalman filter-based disturbance observer is an attractive one since it estimates both the state and the…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Shilei Li , Dawei Shi , Yunjiang Lou , Wulin Zou , Ling Shi

The information transmission between nodes in a wireless sensor networks (WSNs) often causes packet loss due to denial-of-service (DoS) attack, energy limitations, and environmental factors, and the information that is successfully…

Signal Processing · Electrical Eng. & Systems 2023-07-10 Jiacheng He , Bei Peng , Zhenyu Feng , Xuemei Mao , Song Gao , Gang Wang

The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets…

Signal Processing · Electrical Eng. & Systems 2019-10-16 Jianxin Yi , Xianrong Wan , Deshi Li

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

This paper is the second of a two-part series that discusses the implementation issues and test results of a robust Unscented Kalman Filter (UKF) for power system dynamic state estimation with non-Gaussian synchrophasor measurement noise.…

Systems and Control · Computer Science 2020-06-02 Junbo Zhao , Lamine Mili

This paper studies the convergence of the estimation error process and the characterization of the corresponding invariant measure in distributed Kalman filtering for potentially unstable and large linear dynamic systems. A gossip network…

Information Theory · Computer Science 2015-01-13 Di Li , Soummya Kar , Jose' M. F. Moura , H. Vincent Poor , Shuguang Cui

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

Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a principled statistical framework for inferring the posterior distribution of the…

Machine Learning · Statistics 2022-12-01 Michael C. Burkhart

In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…

Robotics · Computer Science 2024-08-23 Roland Jung

This paper studies the problem of distributed state estimation (DSE) over sensor networks on matrix Lie groups, which is crucial for applications where system states evolve on Lie groups rather than vector spaces. We propose a…

Systems and Control · Electrical Eng. & Systems 2024-09-27 Zhian Ruan , Yizhi Zhou

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

Robotics · Computer Science 2023-08-22 Xiao Liu , Geoffrey Clark , Joseph Campbell , Yifan Zhou , Heni Ben Amor

This paper studies the distributed dimensionality reduction fusion estimation problem with communication delays for a class of cyber-physical systems (CPSs). The raw measurements are preprocessed in each sink node to obtain the local…

Systems and Control · Computer Science 2021-10-13 Bo Chen , Daniel W. C. Ho , Guoqiang Hu , Li Yu

This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Peihu Duan , Tao Liu , Yu Xing , Karl Henrik Johansson

A stable square-root approach has been recently proposed for the unscented Kalman filter (UKF) and fifth-degree cubature Kalman filter (5D-CKF) as well as for the mixed-type methods consisting of the extended Kalman filter (EKF) time update…

Optimization and Control · Mathematics 2023-12-06 Maria V. Kulikova , Gennady Yu. Kulikov

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

The cubature Kalman filter based on minimum error entropy (MEE-CKF) offers accurate and robust performance in state of charge (SOC) estimation. However, due to the inflexibility of the minimum error entropy (MEE), this algorithm…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Haiquan Zhao , Xiong Yin , Jinhui Hu

We study state estimation for discrete-time linear stochastic systems under distributional ambiguity in the initial state, process noise, and measurement noise. We propose a noise-centric distributionally robust Kalman filter (DRKF) based…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Minhyuk Jang , Astghik Hakobyan , Insoon Yang