Related papers: Polynomial Updates for the Unscented Kalman Filter
Orientation estimation for 3D objects is a common problem that is usually tackled with traditional nonlinear filtering techniques such as the extended Kalman filter (EKF) or the unscented Kalman filter (UKF). Most of these techniques assume…
Non-Gaussian noise and the uncertainty of noise distribution are the common factors that reduce accuracy in dynamic state estimation of power systems (PS). In addition, the optimal value of the free coefficients in the unscented Kalman…
This paper introduces an advanced Quaternion-based Unscented Kalman Filter (QUKF) for real-time, robust estimation of system states and external wrenches in assistive aerial payload transportation systems that engage in direct physical…
In this work, we explore the recent advances in equivariant filtering for inertial navigation systems to improve state estimation for uncrewed aerial vehicles (UAVs). Traditional state-of-the-art estimation methods, e.g., the multiplicative…
Modern autonomous navigation for unmanned ground vehicles relies on different estimators to fuse inertial sensors and GNSS measurements. However, the constant noise covariance matrices often struggle to account for dynamic real-world…
The present paper introduces a novel methodology for Unscented Kalman Filtering (UKF) on manifolds that extends previous work by the authors on UKF on Lie groups. Beyond filtering performance, the main interests of the approach are its…
State estimation in control and systems engineering traditionally requires extensive manual system identification or data-collection effort. However, transformer-based foundation models in other domains have reduced data requirements by…
Considering the problem of nonlinear and non-gaussian filtering of the graph signal, in this paper, a robust square root unscented Kalman filter based on graph signal processing is proposed. The algorithm uses a graph topology to generate…
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…
State estimation when only a partial model of a considered system is available remains a major challenge in many engineering fields. This work proposes a joint, square-root unscented Kalman filter to estimate states and model uncertainties…
This paper presents a novel methodology to auto-tune an Unscented Kalman Filter (UKF). It involves using a Two-Stage Bayesian Optimisation (TSBO), based on a t-Student Process to optimise the process noise parameters of a UKF for vehicle…
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…
This paper is the second of a two-part series that discusses the implementation issues and test results of a robust Unscented Kalman Filter (UKF) for power system dynamic state estimation with non-Gaussian synchrophasor measurement noise.…
Rapid advances in designing cognitive and counter-adversarial systems have motivated the development of inverse Bayesian filters. In this setting, a cognitive 'adversary' tracks its target of interest via a stochastic framework such as a…
Non-Gaussian noise, outliers, sudden load changes, and bad measurement data are key factors that diminish the accuracy of dynamic state estimation in power systems. Additionally, unscented Kalman filters (UKF) based on correntropy criteria…
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…
A central obstacle in nonlinear Bayesian filtering is representing the belief distribution. Moment-based filters address this by propagating polynomial moments and reconstructing a density from them. Recent work completes the predict-update…
Most works on joint state and unknown input (UI) estimation require the assumption that the UIs are linear; this is potentially restrictive as it does not hold in many intelligent autonomous systems. To overcome this restriction and…
Achieving highly accurate dynamic or simulator models that are close to the real robot can facilitate model-based controls (e.g., model predictive control or linear-quadradic regulators), model-based trajectory planning (e.g., trajectory…
The Unscented Transform which is the basis of the Unscented Kalman Filter, UKF, is used here to develop a novel predictive controller for non-linear plants, called the Unscented Transform Controller, UTC. The UTC can be seen as the dual of…