Related papers: LMI Optimization Based Multirate Steady-State Kalm…

The problem of faulty sensor detection is investigated in large sensor networks where the sensor faults are sparse and time-varying, such as those caused by attacks launched by an adversary. Group testing and the Kalman filter are designed…

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of…

This paper presents a robust fixed lag smoother for a class of nonlinear uncertain systems. A unified scheme, which combines a nonlinear robust estimator with a stable fixed lag smoother, is presented to improve the error covariance of the…

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…

Magnetometer and inertial sensors are widely used for orientation estimation. Magnetometer usage is often troublesome, as it is prone to be interfered by onboard or ambient magnetic disturbance. The onboard soft-iron material distorts not…

We prove that for linear, discrete, time-varying, deterministic system (perfect model) with noisy outputs, the Riccati transformation in the Kalman filter asymptotically bounds the rank of the forecast and the analysis error covariance…

This letter explores covariance matching-based adaptive robust cubature Kalman filter (CMRACKF). In this method, the innovation sequence is used to determine the covariance matrix of measurement noise that can overcome the limitation of…

We consider the problem of designing a feedback controller which robustly regulates an LTI system to an optimal operating point in the presence of unmeasured disturbances. A general design framework based on so-called optimality models was…

This letter deals with the problem of state estimation for a class of systems involving linear dynamics with multiple quadratic output measurements. We propose a systematic approach to immerse the original system into a linear time-varying…

The estimation of spatiotemporal data from limited sensor measurements is a required task across many scientific disciplines. The sensor selection problem, which aims to optimize the placement of sensors, leverages innovations in greedy…

We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…

Algorithms for state estimation of humanoid robots usually assume that the feet remain flat and in a constant position while in contact with the ground. However, this hypothesis is easily violated while walking, especially for human-like…

The unscented Kalman filter is an algorithm capable of handling nonlinear scenarios. Uncertainty in process noise covariance may decrease the filter estimation performance or even lead to its divergence. Therefore, it is important to adjust…

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…

Given a linear dynamical system, we consider the problem of selecting (at design-time) an optimal set of sensors (subject to certain budget constraints) to minimize the trace of the steady state error covariance matrix of the Kalman filter.…

In this paper, we investigate the problem of jointly optimizing the waveform covariance matrix and the antenna position vector for multiple-input-multiple-output (MIMO) radar systems to approximate a desired transmit beampattern as well as…

Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering.…

The Kalman filter is ubiquitous for state space models because of its desirable statistical properties, ease of implementation, and generally good performance. However, it can perform poorly in the presence of outliers, or measurements with…

We present a single-channel phase-sensitive speech enhancement algorithm that is based on modulation-domain Kalman filtering and on tracking the speech phase using circular statistics. With Kalman filtering, using that speech and noise are…

Steer-by-Wire systems replace mechanical linkages, which provide benefits like weight reduction, design flexibility, and compatibility with autonomous driving. However, they are susceptible to high-frequency disturbances from unintentional…