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Autonomous Underwater Vehicles (AUVs) and Remotely Operated Vehicles (ROVs) are used for a wide variety of missions related to exploration and scientific research. Successful navigation by these systems requires a good localization system.…

LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the…

Robotics · Computer Science 2024-07-03 Wenlu Yu , Jie Xu , Chengwei Zhao , Lijun Zhao , Thien-Minh Nguyen , Shenghai Yuan , Mingming Bai , Lihua Xie

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Numerical Analysis · Mathematics 2024-03-07 Tongtong Li , Anne Gelb , Yoonsang Lee

Initializing the state of a sensorized platform can be challenging, as a limited set of measurements often provide low-informative constraints that are in addition highly non-linear. This may lead to poor initial estimates that may converge…

Computer Vision and Pattern Recognition · Computer Science 2025-12-04 Samuel Cerezo , Javier Civera

Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA)…

Computation · Statistics 2022-03-08 Ian Grooms

We derive symmetry preserving invariant extended Kalman filters (IEKF) on matrix Lie groups. These Kalman filters have an advantage over conventional extended Kalman filters as the error dynamics for such filters are independent of the…

Optimization and Control · Mathematics 2020-01-01 Karmvir Singh Phogat , Dong Eui Chang

This paper addresses accurate pose estimation (position, velocity, and orientation) for a rigid body using a combination of generic inertial-frame and/or body-frame measurements along with an Inertial Measurement Unit (IMU). By embedding…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Sifeddine Benahmed , Soulaimane Berkane , Tarek Hamel

Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Yang Li , Jing Li , Liang Chen , Junjian Qi , Guoqing Li

This work presents a novel target-free extrinsic calibration algorithm for a 3D Lidar and an IMU pair using an Extended Kalman Filter (EKF) which exploits the \textit{motion based calibration constraint} for state update. The steps include,…

Robotics · Computer Science 2021-09-30 Subodh Mishra , Gaurav Pandey , Srikanth Saripalli

Visual-inertial navigation systems are powerful in their ability to accurately estimate localization of mobile systems within complex environments that preclude the use of global navigation satellite systems. However, these navigation…

Robotics · Computer Science 2023-10-10 Jacob Hartzer , Srikanth Saripalli

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…

Machine Learning · Computer Science 2021-05-26 Zhuangwei Shi

This document describes standard approaches for filtering and estimation for quadrotors, created for the Udacity Flying Cars course. We assume previous knowledge of probability and some knowledge of linear algebra. We do not assume previous…

Robotics · Computer Science 2018-09-05 Stefanie Tellex , Andy Brown , Sergei Lupashin

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…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Marcos Netto , Junbo Zhao , Lamine Mili

Accurate structural response prediction forms a main driver for structural health monitoring and control applications. This often requires the proposed model to adequately capture the underlying dynamics of complex structural systems. In…

Machine Learning · Computer Science 2023-07-04 Wei Liu , Zhilu Lai , Kiran Bacsa , Eleni Chatzi

An online Data Assimilation strategy based on the Ensemble Kalman Filter (EnKF) is used to improve the predictive capabilities of Large Eddy Simulation (LES) for the analysis of the turbulent flow in a plane channel, $Re_\tau \approx 550$.…

Fluid Dynamics · Physics 2023-10-30 Lucas Villanueva , Karine Truffin , Marcello Meldi

A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…

Quantum Physics · Physics 2017-07-25 Muhammad F. Emzir , Matthew J. Woolley , Ian R. Petersen

In this work we propose a tightly-coupled Extended Kalman Filter framework for IMU-only state estimation. Strap-down IMU measurements provide relative state estimates based on IMU kinematic motion model. However the integration of…

This brief technical note elaborates three well-known state estimators, which are used extensively in practice. These are the rather old-fashioned extended Kalman filter (EKF) and the recently-designed cubature Kalman filtering (CKF) and…

Systems and Control · Computer Science 2017-10-23 G. Yu. Kulikov , M. V. Kulikova

This paper proposes a unified mathematical framework for inertial measurement unit (IMU) preintegration in inertial-aided navigation system in different frames under different motion condition. The navigation state is precisely discretized…

Robotics · Computer Science 2022-08-16 Yarong Luo , Yang Liu , Chi Guo , Jingnan Liu

Accurate state estimation is crucial for legged robot locomotion, as it provides the necessary information to allow control and navigation. However, it is also challenging, especially in scenarios with uneven and slippery terrain. This…

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