Related papers: Criticality-enhanced global frequency sensing with…
This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF)…
This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…
Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…
The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…
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,…
We present an advanced thermal response model for micro- and nanomechanical systems in photothermal sensing, designed to balance speed and precision. Our model considers the two time constants of the nanomechanical element and the…
Accurate estimation of power system dynamics is very important for the enhancement of power system reliability, resilience, security, and stability of power system. With the increasing integration of inverter-based distributed energy…
Many researchers are interested to use Extended Kalman Filter (EKF) for state estimation of complex nonlinear dynamics with uncertainties which modeled with white noises. On the other hand behavior of the chaotic systems in time domain…
Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…
In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…
The process of anesthesia is nonlinear with time delay and also there are some constraints which have to be considered in calculating administrative drug dosage. We present an Extended Kalman Filter (EKF) observer to estimate drug…
We examine the problem of time delay estimation, or temporal calibration, in the context of multisensor data fusion. Differences in processing intervals and other factors typically lead to a relative delay between measurement updates from…
The implementation of fringe tracking for optical interferometers is inevitable when optimal exploitation of the instrumental capacities is desired. Fringe tracking allows continuous fringe observation, considerably increasing the…
Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…
Extended Kalman Filtering (EKF) can be used to propagate and quantify input uncertainty through a Deep Neural Network (DNN) assuming mild hypotheses on the input distribution. This methodology yields results comparable to existing methods…
Outliers can contaminate the measurement process of many nonlinear systems, which can be caused by sensor errors, model uncertainties, change in ambient environment, data loss or malicious cyber attacks. When the extended Kalman filter…
This paper develops a new nonlinear filter, called Moment-based Kalman Filter (MKF), using the exact moment propagation method. Existing state estimation methods use linearization techniques or sampling points to compute approximate values…
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,…
Quantum metrology and quantum sensing aim to use quantum properties to enhance measurement precision beyond what could be classically achieved. Here, we demonstrate how the analysis of the phase space structure of the classical limit of…
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…