相关论文: Accelerating the spin-up of Ensemble Kalman Filter…

This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

In this paper, we trivially extend Tempered (Localized) Ensemble Transform Particle Filter---T(L)ETPF---to account for model error. We examine T(L)ETPF performance for non-additive model error in a low-dimensional and a high-dimensional…

One of the most challenging computational problems in the Run 3 of the Large Hadron Collider (LHC) and more so in the High-Luminosity LHC (HL-LHC) is expected to be finding and fitting charged-particle tracks during event reconstruction.…

Data assimilation (DA) integrates numerical model forecasts with observations to achieve the optimal state estimation. Ensemble-based methods, such as the ensemble Kalman filter (EnKF), are widely used for state estimation for…

This paper focuses on designing a consistent and efficient filter for map-based visual-inertial localization. First, we propose a new Lie group with its algebra, based on which a novel invariant extended Kalman filter (invariant EKF) is…

Data assimilation is concerned with sequentially estimating a temporally-evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and…

The ensemble Kalman filter (EnKF) has become a standard methodology for state estimation in high-dimensional systems, yet its various stochastic and deterministic formulations often appear conceptually disconnected. In this paper, a unified…

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

It is imperative to accelerate the training of neural network force field such as Deep Potential, which usually requires thousands of images based on first-principles calculation and a couple of days to generate an accurate potential energy…

The extended Kalman filter (EKF) is a common state estimation method for discrete nonlinear systems. It recursively executes the propagation step as time goes by and the update step when a set of measurements arrives. In the update step,…

Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The Invariant Extended Kalman Filter (IEKF) is a recent development of the EKF for the class of group-affine systems on…

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…

This paper provides a unified perspective of iterative ensemble Kalman methods, a family of derivative-free algorithms for parameter reconstruction and other related tasks. We identify, compare and develop three subfamilies of ensemble…

The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

This paper presents an approach for employing artificial neural networks (NN) to emulate an ensemble Kalman filter (EnKF) as a method of data assimilation. The assimilation methods are tested in the Simplified Parameterizations…

Autonomous mobile robot competitions judge based on a robot's ability to quickly and accurately navigate the game field. This means accurate localization is crucial for creating an autonomous competition robot. Two common localization…

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…