相关论文: An Extended Kalman Filter Enhanced Hilbert-Huang T…

In this work we get insight into the impact of reduced density matrix functionals on the quality of removal/addition energies obtained using the Extended Koopmans' Theorem (EKT). Within reduced density matrix functional theory (RDMFT) the…

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

The Ensemble Kalman Filter (EnKF) belongs to the class of iterative particle filtering methods and can be used for solving control--to--observable inverse problems. In this context, the EnKF is known as Ensemble Kalman Inversion (EKI). In…

We analyze the gravitational wave signals with a model-independent time-frequency analysis, which is improved from the Hilbert-Huang transform (HHT) and optimized for characterizing the frequency variability on the time-frequency map.…

We discuss properties of hierarchical Bayesian inversion through the ensemble Kalman filter (EnKF). Our focus will be primarily on deriving continuous-time limits for hierarchical inversion in the linear case. An important characteristic of…

A novel dynamic mode decomposition (DMD) method based on a Kalman filter is proposed. This paper explains the fast algorithm of the proposed Kalman filter DMD (KFDMD) in combination with truncated proper orthogonal decomposition for…

In literature, Extended Object Tracking (EOT) algorithms developed for autonomous driving predominantly provide obstacles state estimation in cartesian coordinates in the Vehicle Reference Frame. However, in many scenarios, state…

Data-driven models of dynamical systems require extensive amounts of training data. For many practical applications, gathering sufficient data is not feasible due to cost or safety concerns. This work uses the Subset Extended Kalman Filter…

Odometry estimation is crucial for every autonomous system requiring navigation in an unknown environment. In modern mobile robots, 3D LiDAR-inertial systems are often used for this task. By fusing LiDAR scans and IMU measurements, these…

The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…

Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…

In theories with extended scalar sectors the lightest new scalar degree of freedom might be accessible at colliders. Going beyond simplified models, such a theory can be described in a gauge-invariant and agnostic way via an EFT with a…

Switching Kalman Filters (SKF) are well known for their ability to solve the piecewise linear dynamic system estimation problem using the standard Kalman Filter (KF). Practical SKFs are heuristic, approximate filters that are not guaranteed…

In GNSS-denied underwater environments, individual unmanned underwater vehicles (UUVs) suffer from unbounded dead-reckoning drift, making collaborative navigation crucial for accurate state estimation. However, the severe communication…

We present an alternative implementation of the Kalman filter employed for track fitting within the LHCb experiment. It uses simple parametrizations for the extrapolation of particle trajectories in the field of the LHCb dipole magnet and…

The kinematics of many control systems, especially in the robotics field, naturally live on smooth manifolds. Most classical state-estimation algorithms, including the extended Kalman filter, are posed on Euclidean space. Although any…

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…

The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that…

The Kalman filter (KF) and the extended Kalman filter (EKF) are well established techniques for state estimation. However, the choice of the filter tuning parameters still poses a major challenge for the engineers [1]. In the present work,…

The increasing severity of climate change necessitates an urgent transition to renewable energy sources, making the large-scale adoption of wind energy crucial for mitigating environmental impact. However, the inherent uncertainty of wind…