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Bayesian filtering is a cornerstone of state estimation in complex systems such as aerospace systems, yet exact solutions are available only for linear Gaussian models. In practice,nonlinear systems are handled through tractable…

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…

Systems and Control · Electrical Eng. & Systems 2025-07-02 Alan Yang , Stephen Boyd

Wireless sensor networks (WSNs) represent a critical research domain within the Internet of Things (IoT) technology. The distributed Kalman filter (DKF) has garnered significant attention as an information fusion method for WSNs. However,…

Signal Processing · Electrical Eng. & Systems 2025-03-11 Xuemei Mao , Gang Wang , Bei Peng , Jiacheng He , Kun Zhang , Song Gao , Jian Chen

This paper addresses the challenge of estimating the orientation, position, and velocity of a vehicle operating in three-dimensional (3D) space with six degrees of freedom (6-DoF). A Deep Learning-based Adaptation Mechanism (DLAM) is…

Robotics · Computer Science 2025-03-13 Khashayar Ghanizadegan , Hashim A. Hashim

The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed…

Machine Learning · Computer Science 2026-03-05 Kenan Majewski , Michał Modzelewski , Marcin Żugaj , Piotr Lichota

Tracking with bistatic radar measurements is challenging due to the fact that the measurements are nonlinear functions of the Cartesian state. The converted measurement Kalman filter (CMKF) converts the raw measurement into Cartesian…

Signal Processing · Electrical Eng. & Systems 2020-04-03 Wang Sen , Bao Qinglong

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…

Numerical Analysis · Mathematics 2020-07-03 Andrey A Popov , Changhong Mou , Traian Iliescu , Adrian Sandu

The Kalman filter is ubiquitous for state space models because of its desirable statistical properties, ease of implementation, and generally good performance. However, it can perform poorly in the presence of outliers, or measurements with…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Michael J. Walsh

This paper introduces a novel proprioceptive state estimator for legged robots that combines model-based filters and deep neural networks. Recent studies have shown that neural networks such as multi-layer perceptron or recurrent neural…

Robotics · Computer Science 2024-10-28 Donghoon Youm , Hyunsik Oh , Suyoung Choi , Hyeongjun Kim , Jemin Hwangbo

This work introduces an algorithm for state estimation on manifolds within the framework of the Kalman filter. Its primary objective is to provide a methodology enabling the evaluation of the precision of existing Kalman filter variants…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Svyatoslav Covanov , Cedric Pradalier

The Kalman Filter (KF) is a powerful mathematical tool widely used for state estimation in various domains, including Simultaneous Localization and Mapping (SLAM). This paper presents an in-depth introduction to the Kalman Filter and…

Robotics · Computer Science 2024-07-01 Gyubeom Im

In a recent methodological paper, we showed how to learn chaotic dynamics along with the state trajectory from sequentially acquired observations, using local ensemble Kalman filters. Here, we more systematically investigate the possibility…

Machine Learning · Statistics 2022-10-19 Quentin Malartic , Alban Farchi , Marc Bocquet

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

In this paper, we consider the task of designing a Kalman Filter (KF) for an unknown and partially observed autonomous linear time invariant system driven by process and sensor noise. To do so, we propose studying the following two step…

Systems and Control · Electrical Eng. & Systems 2020-05-14 Anastasios Tsiamis , Nikolai Matni , George J. Pappas

Extensive use of unmanned aerial vehicles (UAVs) is expected to raise privacy and security concerns among individuals and communities. In this context, the detection and localization of UAVs will be critical for maintaining safe and secure…

Signal Processing · Electrical Eng. & Systems 2021-09-06 Udita Bhattacherjee , Ender Ozturk , Ozgur Ozdemir , Ismail Guvenc , Mihail L. Sichitiu , Huaiyu Dai

We present Neural Bayesian Filtering (NBF), an algorithm for maintaining distributions over hidden states, called beliefs, in partially observable systems. NBF is trained to find a good latent representation of the beliefs induced by a…

Energy efficiency and reliability have long been crucial factors for ensuring cost-effective and safe missions in autonomous systems computers. With the rapid evolution of industries such as space robotics and advanced air mobility, the…

Machine Learning · Computer Science 2023-07-18 Reza Ahmadvand , Sarah Safura Sharif , Yaser Mike Banad

This paper introduces a novel approach to quantify the uncertainties in fault diagnosis of motor drives using Bayesian neural networks (BNN). Conventional data-driven approaches used for fault diagnosis often rely on point-estimate neural…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Subham Sahoo , Huai Wang , Frede Blaabjerg

This study introduces a novel methodology for controlling Quadrotor Unmanned Aerial Vehicles, focusing on Hierarchical Sliding Mode Control strategies and an Extended Kalman Filter. Initially, an EKF is proposed to enhance robustness in…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Van Chung Nguyen , Hung Manh La
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