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The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…

Numerical Analysis · Mathematics 2016-09-21 Claudia Schillings , Andrew M. Stuart

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…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

Autonomous mobile robots operating in novel environments depend critically on accurate state estimation, often utilizing visual and inertial measurements. Recent work has shown that an invariant formulation of the extended Kalman filter…

Robotics · Computer Science 2025-10-06 Abdullah Altawaitan , Jason Stanley , Sambaran Ghosal , Thai Duong , Nikolay Atanasov

Intelligent vehicles in autonomous driving and obstacle avoidance, the precise relative state of vehicles put forward a higher demand. For a vehicle-borne sensor network with time-varying transmission delays, the problem of coordinate…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Hang Yu , Keren Dai , Haojie Li , Yao Zou , Xiang Ma , Shaojie Ma , He Zhang

Recent advances in counter-adversarial systems have garnered significant research attention to inverse filtering from a Bayesian perspective. For example, interest in estimating the adversary's Kalman filter tracked estimate with the…

Optimization and Control · Mathematics 2023-08-15 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

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

Fast pose estimation (PE) is of vital importance for successful mission performance of agile autonomous robots. Global Positioning Systems such as GPS and GNSS have been typically used in fusion with Inertial Navigation Systems (INS) for…

We present the Koopman-Inspired Learned Observations Extended Kalman Filter (KILO-EKF), which combines a standard EKF prediction step with a correction step based on a Koopman-inspired measurement model learned from data. By lifting…

Robotics · Computer Science 2026-03-04 Zi Cong Guo , James R. Forbes , Timothy D. Barfoot

In various applications of land vehicle navigation and automatic guidance systems, Global Navigation Satellite System/Inertial Measurement Unit (GNSS/IMU) positioning performance crucially depends on the attitude determination accuracy…

Systems and Control · Computer Science 2015-05-27 Vasiliy M. Tereshkov

Consider a space object in an orbit about the earth. An uncertain initial state can be represented as a point cloud which can be propagated to later times by the laws of Newtonian motion. If the state of the object is represented in…

Applications · Statistics 2019-09-25 John T. Kent , Shambo Bhattacharjee , Weston R. Faber , Islam I. Hussein

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 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

Global Navigation Satellite Systems enable precise localization and timing even for highly mobile devices, but legacy implementations provide only limited support for the new generation of security-enhanced signals. Inertial Measurement…

Cryptography and Security · Computer Science 2025-02-07 Tore Johansson , Marco Spanghero , Panos Papadimitratos

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

Robotics · Computer Science 2023-08-22 Xiao Liu , Geoffrey Clark , Joseph Campbell , Yifan Zhou , Heni Ben Amor

The kinematics of many systems encountered in robotics, mechatronics, and avionics are naturally posed on homogeneous spaces; that is, their state lies in a smooth manifold equipped with a transitive Lie group symmetry. This paper proposes…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Pieter van Goor , Tarek Hamel , Robert Mahony

This paper introduces a novel approach to detect and address faulty or corrupted external sensors in the context of inertial navigation by leveraging a switching Kalman Filter combined with parameter augmentation. Instead of discarding the…

Systems and Control · Electrical Eng. & Systems 2024-12-12 Artem Mustaev , Nicholas Galioto , Matt Boler , John D. Jakeman , Cosmin Safta , Alex Gorodetsky

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…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

Equivariance is a common and natural property of many nonlinear control systems, especially those associated with models of mechatronic and navigation systems. Such systems admit a symmetry, associated with the equivariance, that provides…

Systems and Control · Electrical Eng. & Systems 2022-05-09 Robert Mahony , Pieter van Goor , Tarek Hamel

The design of navigation observers able to simultaneously estimate the position, linear velocity and orientation of a vehicle in a three-dimensional space is crucial in many robotics and aerospace applications. This problem was mainly dealt…

Optimization and Control · Mathematics 2020-09-21 Miaomiao Wang , Abdelhamid Tayebi
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