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This paper considers the use of two position receivers and an inertial measurement unit (IMU) to estimate the position, velocity, and attitude of a rigid body, collectively called extended pose. The measurement model consisting of the…

Robotics · Computer Science 2021-05-03 Natalia Pavlasek , Alex Walsh , James Richard Forbes

This document describes standard approaches for filtering and estimation for quadrotors, created for the Udacity Flying Cars course. We assume previous knowledge of probability and some knowledge of linear algebra. We do not assume previous…

Robotics · Computer Science 2018-09-05 Stefanie Tellex , Andy Brown , Sergei Lupashin

In this paper, we present a UKF-PF based hybrid nonlinear filter for space object tracking. Estimating the state and its associated uncertainty, also known as filtering is paramount to the tracking process. The periodicity of the Keplerian…

Dynamical Systems · Mathematics 2014-09-30 Dilshad Raihan A. V. , Suman Chakravorty

Simulation-based Dynamic Traffic Assignment models have important applications in real-time traffic management and control. The efficacy of these systems rests on the ability to generate accurate estimates and predictions of traffic states,…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Haizheng Zhang , Ravi Seshadri , A. Arun Prakash , Constantinos Antoniou , Francisco C. Pereira , Moshe Ben-Akiva

This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background errors corresponding to…

Statistics Theory · Mathematics 2016-05-31 Elias D. Nino , Adrian Sandu , Xinwei Deng

Accurate state estimation using low-cost MEMS (Micro Electro- Mechanical Systems) sensors present on Commercial-off-the-shelf (COTS) drones is a challenging problem. Most UAV systems use a combination of a gyroscope, an accelerometer, and a…

Systems and Control · Electrical Eng. & Systems 2020-09-09 Sunsoo Kim , Vaishnav Tadiparthi , Raktim Bhattacharya

Reinforcement Learning (RL) has made significant strides in various domains, and policy gradient methods like Proximal Policy Optimization (PPO) have gained popularity due to their balance in performance, training stability, and…

Machine Learning · Computer Science 2025-05-21 Andrei Cozma , Landon Harris , Hairong Qi

Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance…

Numerical Analysis · Mathematics 2025-10-09 Tongtong Li , Anne Gelb , Yoonsang Lee

Sliding window-factor graph optimization (SW-FGO) has gained more and more attention in navigation research due to its robust approximation to non-Gaussian noises and nonlinearity of measuring models. There are lots of works focusing on its…

Robotics · Computer Science 2025-11-04 Baoshan Song , Ruijie Xu , Li-Ta Hsu

This paper presents a cost-effective inertial pedestrian dead reckoning method for the bipedal robot in the GPS-denied environment. Each time when the inertial measurement unit (IMU) is on the stance foot, a stationary pseudo-measurement…

Robotics · Computer Science 2025-08-18 Jingran Zhang , Zhengzhang Yan , Yiming Chen , Zeqiang He , Jiahao Chen

While many works exploiting an existing Lie group structure have been proposed for state estimation, in particular the Invariant Extended Kalman Filter (IEKF), few papers address the construction of a group structure that allows casting a…

Systems and Control · Electrical Eng. & Systems 2022-02-08 Axel Barrau , Silvere Bonnabel

Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

Dynamical Systems · Mathematics 2025-03-25 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

High-frequency and accurate state estimation is crucial for biped robots. This paper presents a tightly-coupled LiDAR-Inertial-Kinematic Odometry (LIKO) for biped robot state estimation based on an iterated extended Kalman filter. Beyond…

We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…

Information Theory · Computer Science 2015-03-13 Ravi Teja Sukhavasi , Babak Hassibi

The fusion between an inertial navigation system and global navigation satellite systems is regularly used in many platforms such as drones, land vehicles, and marine vessels. The fusion is commonly carried out in a model-based extended…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Barak Or , Itzik Klein

In this paper, the well-known multiplicative extended Kalman filter (MEKF) is re-investigated for attitude estimation using vector observations. From the Lie group theory, it is shown that the attitude estimation model is group affine and…

Robotics · Computer Science 2023-01-23 Lubin Chang

In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKF-GPS) is…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Kai Sun , Jianhui Wang , Hui Liu

We analyze a global sensing scenario in which the frequency of a monitored Kerr parametric oscillator is estimated assuming limited prior information. The frequency is estimated in real-time by continuously monitoring the oscillator…

Quantum Physics · Physics 2026-03-13 Cheng Zhang , Mauro Cirio , Xin-Qi Li , Pengfei Liang

We proposed a new estimation algorithm of extended Kalman filter (EKF) based on improved Thevenin model; Experiments were carried out to verify the validity with seven 4Ah lithium cobalt acid batteries in series. The experimental results…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Peng Li

High fidelity behavior prediction of human drivers is crucial for efficient and safe deployment of autonomous vehicles, which is challenging due to the stochasticity, heterogeneity, and time-varying nature of human behaviors. On one hand,…

Machine Learning · Computer Science 2022-02-15 Letian Wang , Yeping Hu , Changliu Liu