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

Rhythmic activity is ubiquitous in biological systems from the cellular to organism level. Reconstructing the instantaneous phase is the first step in analyzing the essential mechanism leading to a synchronization state from the observed…

In this paper, the ensemble consider Kalman filter is proposed to mitigate the negative effects of uncertain parameters in nonlinear dynamic and measurement models. The ensemble Kalman filter can avoid using the Jacobian matrices and reduce…

We propose an efficient method for demodulation of phase modulated signals via iterated Hilbert transform embeddings. We show that while a usual approach based on one application of the Hilbert transform provides only an approximation to a…

This paper presents a novel adaptive fading cubature Kalman filter (AFCKF) based on double transitive factors. The developed adaptive algorithm is explained in two stages; stage (i) a single transitive factor is used to update the predicted…

Coherent continuous wave (CW) terahertz spectroscopy is an extremely valuable technique that allows for the interrogation of systems that exhibit narrow resonances in the terahertz (THz) frequency range, such as high-quality (high-Q) THz…

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…

The accuracy of Earth system models is compromised by unknown and/or unresolved dynamics, making the quantification of systematic model errors essential. While a model parameter estimation, which allows parameters to change…

Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…

This work addresses the critical lack of precision in state estimation in the Kalman filter for 3D multi-object tracking (MOT) and the ongoing challenge of selecting the appropriate motion model. Existing literature commonly relies on…

The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman…

In this work we illustrate a general framework to describe the LHC phenomenology of extended scalar (and fermion) sectors, with focus on dark matter (DM) physics, based on an effective field theory (EFT) with non-linearly realized…

Invariant Extended Kalman Filter (IEKF) has been successfully applied in Visual-inertial Odometry (VIO) as an advanced achievement of Kalman filter, showing great potential in sensor fusion. In this paper, we propose partial IEKF (PIEKF),…

A new type of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for nonlinear problems whose solutions exhibit…

Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

Precise user localization and tracking enhances energy-efficient and ultra-reliable low latency applications in the next generation wireless networks. In addition to computational complexity and data association challenges with…

Acoustic howling suppression (AHS) is a critical challenge in audio communication systems. In this paper, we propose a novel approach that leverages the power of neural networks (NN) to enhance the performance of traditional Kalman filter…

This paper is concerned with the filtering problem in continuous-time. Three algorithmic solution approaches for this problem are reviewed: (i) the classical Kalman-Bucy filter which provides an exact solution for the linear Gaussian…

This paper presents ECO-DKF, the first Event-Triggered and Certifiable Optimal Distributed Kalman Filter. Our algorithm addresses two major issues inherent to Distributed Kalman Filters: (i) fully distributed and scalable optimal estimation…

An important part of system modeling is determining parameter values, particularly for biomolecular systems, where direct measurements of individual parameters are typically hard. While Extended Kalman Filters have been used for this…

Kalman filtering is a powerful approach to adaptive filtering for various problems in signal processing. The frequency-domain adaptive Kalman filter (FDKF), based on the concept of the acoustic state space, provides a unifying solution to…