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Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Johnny Condori , Amin Maghareh , Shirley Dyke

The extended Kalman filter is perhaps the most standard tool to estimate in real time the state of a dynamical system from noisy measurements of some function of the system, with extensive practical applications (such as position tracking…

Optimization and Control · Mathematics 2019-01-04 Yann Ollivier

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

Satellite dynamics and tracking remain important challenges in the context of space exploration and communication systems. Accurate state estimation is essential to maintain reliable orbital motion and system performance. This paper…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Moh Kamalul Wafi

We present a new online approach to track human whole-body motion from motion capture data, i.e., positions of labeled markers attached to the human body. Tracking in noisy data can be effectively performed with the aid of well-established…

Systems and Control · Computer Science 2015-11-16 Jannik Steinbring , Christian Mandery , Nikolaus Vahrenkamp , Tamim Asfour , Uwe D. Hanebeck

Tracking algorithms such as the Kalman filter aim to improve inference performance by leveraging the temporal dynamics in streaming observations. However, the tracking regularizers are often based on the $\ell_p$-norm which cannot account…

Signal Processing · Electrical Eng. & Systems 2020-05-20 Nicholas P. Bertrand , Adam S. Charles , John Lee , Pavel B. Dunn , Christopher J. Rozell

We demonstrate a minimally-destructive in situ technique for measuring and stabilizing slowly-drifting magnetic fields in ultracold-atom experiments. While conventional magnetic-field sensors such as Hall, giant magnetoresistive, or…

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

The shot-noise detection limit in current high-precision atomic magnetometry is a manifestation of quantum fluctuations that scale as the square root of N in an ensemble of N particles. However, there is a general expectation that the…

Quantum Physics · Physics 2007-05-23 JM Geremia , John K. Stockton , Andrew C. Doherty , Hideo Mabuchi

In the context of track fitting problems by a Kalman filter, the appropriate functional forms of the elements of the random process noise matrix are derived for tracking through thick layers of dense materials and magnetic field. This work…

Instrumentation and Detectors · Physics 2016-07-21 Kolahal Bhattacharya , Sudeshna Banerjee , Naba K Mondal

Localized spins in the solid state are attracting widespread attention as highly sensitive quantum sensors with nanoscale spatial resolution and fascinating applications. Recently, adaptive measurements were used to improve the dynamic…

Quantum Physics · Physics 2018-09-26 Yi-Hao Zhang , Wen Yang

We investigate critical quantum metrology,that is the estimation of parameters in many-body systems close to a quantum critical point, through the lens of Bayesian inference theory. We first derive a no-go result stating that any…

Quantum Physics · Physics 2023-10-31 Raffaele Salvia , Mohammad Mehboudi , Martí Perarnau-Llobet

Recently, it has been demonstrated experimentally that adaptive estimation of a continuously varying optical phase provides superior accuracy in the phase estimate compared to static estimation. Here, we show that the mean-square error in…

Quantum Physics · Physics 2012-12-12 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

Many control and detection applications require real-time analysis of signals from sensors, in order to quickly and accurately act upon events revealed by the sensors. Such signal analysis benefits from statistical models of signal and…

To obtain the accurate transient states of the big scale natural gas pipeline networks under the bad data and non-zero mean noises conditions, a robust Kalman filter-based dynamic state estimation method is proposed using the linearized gas…

Signal Processing · Electrical Eng. & Systems 2021-03-10 Liang Chen , Peng Jin , Jing Yang , Yang Li , Yi Song

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

The problem of adaptive Kalman filtering for a discrete observable linear time-varying system with unknown noise covariance matrices is addressed in this paper. The measurement difference autocovariance method is used to formulate a linear…

Systems and Control · Electrical Eng. & Systems 2021-04-27 Rahul Moghe , Maruthi R. Akella , Renato Zanetti

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Maxwell M. Varley , Timothy L. Molloy , Girish N. Nair

The ability to accurately control the dynamics of physical systems by measurement and feedback is a pillar of modern engineering. Today, the increasing demand for applied quantum technologies requires to adapt this level of control to…

State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Hassan Mortada , Cyril Falcon , Yanis Kahil , Mathéo Clavaud , Jean-Philippe Michel