相关论文: Signal tracking beyond the time resolution of an a…

Kalman filtering is a classic state estimation technique used in application areas such as signal processing and autonomous control of vehicles. It is now being used to solve problems in computer systems such as controlling the voltage and…

This paper investigates waveform estimation (tracking) of the time-varying force in a two-level optomechanical system with backaction noise by Kalman filtering. It is assumed that the backaction and measurement noises are Gaussian and…

Real-world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. Gaussian noise for filtering. We propose general Gaussian Processes as a non-parametric model for correlated measurement…

The estimation of spatiotemporal data from limited sensor measurements is a required task across many scientific disciplines. The sensor selection problem, which aims to optimize the placement of sensors, leverages innovations in greedy…

Stability analysis of the Kalman filter under randomly lost measurements has been widely studied. We revisit this problem in a general continuous-time framework, where both the measurement matrix and noise covariance evolve as random…

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

A recently developed data-driven Kalman filter requires offline measurement of the process disturbance; a requirement that is often unmet for many practical applications. We propose a solution that parametrizes the Kalman filter exclusively…

We address the problem of determining optimal sensor precisions for estimating the states of linear time-varying discrete-time stochastic dynamical systems, with guaranteed bounds on the estimation errors. This is performed in the Kalman…

In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…

State estimation is a fundamental problem in control and signal processing, for which the Kalman Filter provides an optimal solution under linear dynamics, Gaussian noise, and known noise covariances. However, these assumptions often fail…

The extraction of weak signals plays a crucial role in quantum precision measurement, where the estimation results are often limited by low signal-to-noise ratios. Here, we demonstrate a parameter-estimation framework based on the adaptive…

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…

Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data is acquired sequentially. The Kalman filter plays a…

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…

Continuous nanohertz gravitational waves from individual supermassive black hole binaries may be detectable with pulsar timing arrays. A novel search strategy is developed, wherein intrinsic achromatic spin wandering is tracked…

Automatic lane tracking involves estimating the underlying signal from a sequence of noisy signal observations. Many models and methods have been proposed for lane tracking, and dynamic targets tracking in general. The Kalman Filter is a…

The measurement precision of the static atomic gravimetry is limited by white Gaussian noise in short term, which costs previous works an inevitable integration to reach the precision demanded. Here, we propose a statistical model based on…

We present an advanced thermal response model for micro- and nanomechanical systems in photothermal sensing, designed to balance speed and precision. Our model considers the two time constants of the nanomechanical element and the…

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…