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State estimation is crucial for legged robots as it directly affects control performance and locomotion stability. In this paper, we propose an Adaptive Invariant Extended Kalman Filter to improve proprioceptive state estimation for legged…

Robotics · Computer Science 2025-10-21 Kyung-Hwan Kim , DongHyun Ahn , Dong-hyun Lee , JuYoung Yoon , Dong Jin Hyun

This paper considers the Linear Minimum Variance recursive state estimation for the linear discrete time dynamic system with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is shown…

Information Theory · Computer Science 2007-07-13 Dandan Luo , Yunmin Zhu

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

Computation · Statistics 2019-05-22 Jian He , Asma Khedher , Peter Spreij

Dynamic operation of biological processes, such as anaerobic digestion (AD), requires reliable process monitoring to guarantee stable operating conditions at all times. Unscented Kalman filters (UKF) are an established tool for nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Simon Hellmann , Terrance Wilms , Stefan Streif , Sören Weinrich

We consider the distributed Kalman filtering problem for sensor networks where each node takes the measurement, communicates with its local neighbors, and updates its local estimate and estimation error covariance at the same frequency. In…

Optimization and Control · Mathematics 2014-10-03 Shaocheng Wang , Wei Ren , Zhongkui Li

This paper is concerned with developing a novel distributed Kalman filtering algorithm over wireless sensor networks based on randomized consensus strategy. Compared with the centralized algorithm, distributed filtering techniques require…

Systems and Control · Computer Science 2018-10-08 Jiahu Qin , Jie Wang , Ling Shi , Yu Kang

We introduce Variational State-Space Filters (VSSF), a new method for unsupervised learning, identification, and filtering of latent Markov state space models from raw pixels. We present a theoretically sound framework for latent state…

Machine Learning · Computer Science 2022-03-22 Daniel Pfrommer , Nikolai Matni

In this letter, we propose an Attention-Based Neural-Augmented Kalman Filter (AttenNKF) for state estimation in legged robots. Foot slip is a major source of estimation error: when slip occurs, kinematic measurements violate the no-slip…

Robotics · Computer Science 2026-05-05 Seokju Lee , Kyung-Soo Kim

Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…

Signal Processing · Electrical Eng. & Systems 2025-12-09 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Machine Learning · Computer Science 2025-06-16 Aamir Hussain Chughtai

The design of unknown-input decoupled observers and filters requires the assumption of an existence condition in the literature. This paper addresses an unknown input filtering problem where the existence condition is not satisfied. Instead…

Systems and Control · Computer Science 2020-05-05 Peng Lu , Erik-Jan van Kampen , Cornelis C. de Visser , Qiping Chu

Due to the limitations of the robotic sensors, during a robotic manipulation task, the acquisition of the object's state can be unreliable and noisy. Combining an accurate model of multi-body dynamic system with Bayesian filtering methods…

Robotics · Computer Science 2023-10-10 Shuai Li , Siwei Lyu , Jeff Trinkle

Ill-posed inverse problems are ubiquitous in applications. Under- standing of algorithms for their solution has been greatly enhanced by a deep understanding of the linear inverse problem. In the applied communities ensemble-based filtering…

Statistics Theory · Mathematics 2015-12-08 Marco A. Iglesias , Kui Lin , Shuai Lu , Andrew M. Stuart

In this paper we propose a novel observer-based method for anomaly detection in connected and automated vehicles (CAVs). The proposed method utilizes an augmented extended Kalman filter (AEKF) to smooth sensor readings of a CAV based on a…

Robotics · Computer Science 2021-02-26 Yiyang Wang , Neda Masoud , Anahita Khojandi

We propose a variational Bayesian (VB) approach to learning distributions of latent variables in deep neural network (DNN) models for cross-domain knowledge transfer, to address acoustic mismatches between training and testing conditions.…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-22 Hu Hu , Sabato Marco Siniscalchi , Chao-Han Huck Yang , Chin-Hui Lee

In this paper we consider the behavior of Kalman Filter state estimates in the case of distribution with heavy tails .The simulated linear state space models with Gaussian measurement noises were used. Gaussian noises in state equation are…

Statistics Theory · Mathematics 2015-12-08 Valentin Konakov , Pavel Mozgunov

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

This paper is concerned with the state estimation problem for two-dimensional systems with asynchronous multichannel delays and energy harvesting constraints. In the system, each smart sensor has a certain probability of harvesting energy…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Yu Chen , Wei Wang

Popular (ensemble) Kalman filter data assimilation (DA) approaches assume that the errors in both the a priori estimate of the state and those in the observations are Gaussian. For constrained variables, e.g. sea ice concentration or…

Machine Learning · Computer Science 2025-02-19 Ivo Pasmans , Yumeng Chen , Tobias Sebastian Finn , Marc Bocquet , Alberto Carrassi