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We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…
The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…
Counter-adversarial system design problems have lately motivated the development of inverse Bayesian filters. For example, inverse Kalman filter (I-KF) has been recently formulated to estimate the adversary's Kalman-filter-tracked estimates…
In literature, Extended Object Tracking (EOT) algorithms developed for autonomous driving predominantly provide obstacles state estimation in cartesian coordinates in the Vehicle Reference Frame. However, in many scenarios, state…
The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…
Accurate state estimation is essential for monitoring and controlling nonlinear chemical reactors, such as continuous stirred-tank reactors (CSTRs), where limited sensor coverage and process uncertainties hinder real-time observability.…
This paper deals with the Tobit Kalman filtering (TKF) process when the measurements are correlated and censored. The case of interval censoring, i.e., the case of measurements which belong to some interval with given censoring limits, is…
Discrete time crystals are non-equilibrium phases of matter in periodically driven systems, characterized by robust subharmonic oscillations and broken discrete time-translation symmetry. Their long-lived coherent dynamics and resilience to…
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…
For an improper complex signal x, its complementary covariance ExxT is not zero and thus it carries useful statistical information about x. Widely linear processing exploits Hermitian and complementary covariance to improve performance. In…
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…
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…
In this paper, we first review the theory of symmetry-preserving observers and we mention some recent results. Then, we apply the theory to Extended Kalman Filter-based Simultaneous Localization and Mapping (EKF SLAM). It allows to derive a…
The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…
Multi-modal densities appear frequently in time series and practical applications. However, they cannot be represented by common state estimators, such as the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF), which…
This paper presents preliminary work on computing upper bounds on the estimation error covariance in the framework of the extended Kalman filter. The approach taken is using quadratic constraints to bound the dynamic nonlinearities and use…
An alternative, new laser link acquisition scheme for the triangular constellation of spacecraft (SCs) in deep space in the detection of gravitational waves is considered. In place of a wide field CCD camera in the initial stage of laser…
We consider the filtering problem with the partially observed Lorenz 96 model. Although the accuracy of the 3DVar filter in this problem has been established, the theoretical guarantee for the ensemble Kalman filter (EnKF) remains limited…
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…
Natural disasters, such as hurricanes and typhoons, pose significant challenges to public safety and infrastructure. While government agencies rely on multi million dollar UAV systems for storm data collection and disaster response, smaller…