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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…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Jiale Han , Wei Ouyang , Maoran Zhu , Yuanxin Wu

The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…

Statistics Theory · Mathematics 2025-02-10 Edoardo Calvello , Pierre Monmarché , Andrew M. Stuart , Urbain Vaes

Sensors based on optical microcavities enhance light-matter interactions within an ultraconfined volume, enabling high-sensitivity detection across a wide range of sensing applications. In these systems, environmental perturbations modify…

Optics · Physics 2026-03-12 Chenchen Wang , Qingyi Zhou , Lan Yang , Zongfu Yu

This paper derives a contact-aided inertial navigation observer for a 3D bipedal robot using the theory of invariant observer design. Aided inertial navigation is fundamentally a nonlinear observer design problem; thus, current solutions…

Robotics · Computer Science 2019-05-22 Ross Hartley , Maani Ghaffari Jadidi , Jessy W. Grizzle , Ryan M. Eustice

We develop a generalization of unobserved components models that allows for a wide range of long-run dynamics by modelling the permanent component as a fractionally integrated process. The model does not require stationarity and can be cast…

Econometrics · Economics 2020-05-22 Tobias Hartl , Rolf Tschernig , Enzo Weber

Advanced driver assistance systems are critically dependent on reliable and accurate information regarding a vehicles' driving state. For estimation of unknown quantities, model-based and learning-based methods exist, but both suffer from…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Jan-Hendrik Ewering , Zygimantas Ziaukas , Simon F. G. Ehlers , Thomas Seel

Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement…

Systems and Control · Computer Science 2018-10-19 Damián Marelli , Tianju Sui , Eduardo Rohr , Minyue Fu

Facial landmark tracking plays a vital role in applications such as facial recognition, expression analysis, and medical diagnostics. In this paper, we consider the performance of the Extended Kalman Filter (EKF) and Unscented Kalman Filter…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Thoa Thieu , Roderick Melnik

Synchronization is an important dynamical phenomenon in coupled nonlinear systems, which has been studied extensively in recent years. However, analysis focused on individual orbits seems hard to extend to complex systems while a global…

Chaotic Dynamics · Physics 2021-01-04 Jing Hu , Yueheng Lan

Space-based coronagraphs for future earth-like planet detection will require focal plane wavefront control techniques to achieve the necessary contrast levels. These correction algorithms are iterative and the control methods require an…

Instrumentation and Methods for Astrophysics · Physics 2015-06-11 Tyler D. Groff , N. Jeremy Kasdin

Recently, it has been demonstrated experimentally that adaptive estimation of a continuously varying optical phase provides superior accuracy in the phase estimate compared to static estimation. Here, we show that the mean-square error in…

Quantum Physics · Physics 2012-12-12 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

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…

Optimization and Control · Mathematics 2022-12-19 Jiazhong Mei , Steven L. Brunton , J. Nathan Kutz

In this paper, we consider a mobile molecular communication (MC) system consisting of two mobile nanomachines, a transmitter and a receiver, propelled by a positive drift velocity and Brownian motion in a realistic blood-vessel-type flow…

Information Theory · Computer Science 2022-05-20 Dongliang Jing , Yongzhao Li , Andrew W. Eckford

This paper investigates the observability of one of the most commonly used equivalent circuit models (ECMs) for lithium-ion batteries and presents a method to estimate the state of charge (SOC) in the presence of sensor biases, highlighting…

Systems and Control · Computer Science 2016-05-05 Shi Zhao , Stephen R. Duncan , David A. Howey

The simultaneous progress of integrated optical frequency comb (OFC) and radio frequency (RF) photonic signal processing technique have promoted the rapid development of real-time signal processing. Integrated optical frequency comb offer…

Accurate time synchronization between heterogeneous sensors is crucial for ensuring robust state estimation in multi-sensor fusion systems. Sensor delays often cause discrepancies between the actual time when the event was captured and the…

Robotics · Computer Science 2025-06-11 Changseung Kim , Geunsik Bae , Woojae Shin , Sen Wang , Hyondong Oh

This technical note addresses the UD factorization based Kalman filtering (KF) algorithms. Using this important class of numerically stable KF schemes, we extend its functionality and develop an elegant and simple method for computation of…

Systems and Control · Computer Science 2016-11-28 Julia V. Tsyganova , Maria V. Kulikova

In many applications of biotechnology, measurements are available at different sampling rates, e.g., due to online sensors and offline lab analysis. Offline measurements typically involve time delays that may be unknown a priori due to the…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Simon Hellmann , Terrance Wilms , Stefan Streif , Soeren Weinrich

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

This study investigates quantum-enhanced parameter estimation through continuous monitoring in open quantum systems that exhibit a dissipative time crystal phase. We first analytically derive the global quantum Fisher information (QFI) rate…

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