Related papers: KILO-EKF: Koopman-Inspired Learned Observations Ex…
Long-horizon dynamical prediction is fundamental in robotics and control, underpinning canonical methods like model predictive control. Yet, many systems and disturbance phenomena are difficult to model due to effects like nonlinearity,…
Pose estimation is a crucial problem in simultaneous localization and mapping (SLAM). However, developing a robust and consistent state estimator remains a significant challenge, as the traditional extended Kalman filter (EKF) struggles to…
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…
Invariant extended Kalman filter (InEKF) possesses excellent trajectory-independent property and better consistency compared to conventional extended Kalman filter (EKF). However, when applied to scenarios involving both global-frame and…
In this paper, we revisit the inconsistency problem of EKF-based cooperative localization (CL) from the perspective of system decomposition. By transforming the linearized system used by the standard EKF into its Kalman observable canonical…
The extended Kalman filter (EKF) is a common state estimation method for discrete nonlinear systems. It recursively executes the propagation step as time goes by and the update step when a set of measurements arrives. In the update step,…
Attitude estimation is crucial in aerospace engineering, robotics, and virtual reality applications, but faces difficulties due to nonlinear system dynamics and sensor limitations. This paper addresses the challenge of attitude estimation…
An extended Kalman filter (EKF) is developed on the special Euclidean group, SE(3) for geometric control of a quadrotor UAV. It is obtained by performing an extensive linearization on SE(3) to estimate the state of the quadrotor from noisy…
Inconsistency issue is one crucial challenge for the performance of extended Kalman filter (EKF) based methods for state estimation problems, which is mainly affected by the discrepancy of observability between the EKF model and the…
Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…
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…
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…
In the classical Kalman filter(KF), the estimated state is a linear combination of the one-step predicted state and measurement state, their confidence level change when the prediction mean square error matrix and covariance matrix of…
Existing LiDAR-Inertial Odometry (LIO) systems typically use sensor-specific or environment-dependent measurement covariances during state estimation, leading to laborious parameter tuning and suboptimal performance in challenging…
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…
This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…
The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…
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…
Navigation plays a vital role in the ability of autonomous surface and underwater platforms to complete their tasks. Most navigation systems apply a fusion between inertial sensors and other external sensors, such as global navigation…
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…