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We consider the filtering problem with the partially observed Lorenz 96 model. Although the accuracy of the 3DVar filter in this problem has been established, the theoretical guarantee for the ensemble Kalman filter (EnKF) remains limited…

数值分析 · 数学 2026-03-05 Kota Takeda

The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…

系统与控制 · 电气工程与系统科学 2025-07-02 Alan Yang , Stephen Boyd

Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…

数值分析 · 数学 2022-04-06 Michael Herty , Elisa Iacomini , Giuseppe Visconti

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

机器人学 · 计算机科学 2026-01-29 Seokju Lee , Hyun-Bin Kim , Kyung-Soo Kim

In this paper, we investigate the convergence and consistency properties of an Invariant-Extended Kalman Filter (RI-EKF) based Simultaneous Localization and Mapping (SLAM) algorithm. Basic convergence properties of this algorithm are…

机器人学 · 计算机科学 2017-02-23 Teng Zhang , Kanzhi Wu , Jingwei Song , Shoudong Huang , Gamini Dissanayake

Navigation plays a vital role in the ability of autonomous surface and underwater platforms to complete their tasks. Most navigation systems apply a fusion between inertial sensors and other external sensors, such as global navigation…

信号处理 · 电气工程与系统科学 2025-03-18 Yaakov Libero , Itzik Klein

Natural disasters, such as hurricanes and typhoons, pose significant challenges to public safety and infrastructure. While government agencies rely on multi million dollar UAV systems for storm data collection and disaster response, smaller…

动力系统 · 数学 2025-09-17 Ahmed A. Elgohary , Benjamin Gwinnell , Josh Augustine

Many Inertial Navigation Systems (INS) use Global Navigation Satellite System (GNSS) position as the primary measurement to drive filter performance and bound error growth. However, commercial-grade GNSS receivers introduce unknown…

机器人学 · 计算机科学 2026-05-14 Giulio Delama , Martin Scheiber , Yixiao Ge , Tarek Hamel , Stephan Weiss , Robert Mahony

The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…

最优化与控制 · 数学 2019-10-11 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the…

机器人学 · 计算机科学 2024-07-03 Wenlu Yu , Jie Xu , Chengwei Zhao , Lijun Zhao , Thien-Minh Nguyen , Shenghai Yuan , Mingming Bai , Lihua Xie

Accurate estimation of the relative attitude and angular velocity between two rigid bodies is fundamental in aerospace applications such as spacecraft rendezvous and docking. In these scenarios, a chaser vehicle must determine the…

系统与控制 · 电气工程与系统科学 2026-05-27 Gil Serrano , Bruno J. Guerreiro , Pedro Lourenço , Rita Cunha

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…

机器人学 · 计算机科学 2024-05-09 Yibin Wu , Tiziano Guadagnino , Louis Wiesmann , Lasse Klingbeil , Cyrill Stachniss , Heiner Kuhlmann

In this paper, a self-calibration approach for eye-in-hand robots using SLAM is considered. The goal is to calibrate the positioning of a robotic arm, with a camera mounted on the end-effector automatically using a SLAM-based method like…

机器人学 · 计算机科学 2022-11-15 Aditya Ramakrishnan , Chinmay Garg , Haoyang He , Shravan Kumar Gulvadi , Sandeep Keshavegowda

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),…

机器人学 · 计算机科学 2023-03-15 Tong Hua , Tao Li , Ling Pei

This paper contains a concise comparison of a number of nonlinear attitude filtering methods that have attracted attention in the robotics and aviation literature. With the help of previously published surveys and comparison studies, the…

系统与控制 · 计算机科学 2015-02-16 M. Zamani , J. Trumpf , R. Mahony

State-of-the-art ensemble Kalman filtering (EnKF) algorithms require incorporating localization techniques to cope with the rank deficiency and the inherited spurious correlations in their error covariance matrices. Localization techniques…

大气与海洋物理 · 物理学 2026-03-05 Boujemaa Ait-El-Fquih , Ibrahim Hoteit

This paper revisits the problem of orientation estimation for rigid bodies through a novel framework based on scalar measurements. Unlike traditional vector-based methods, the proposed approach enables selective utilization of only the…

系统与控制 · 电气工程与系统科学 2025-06-10 Hassan Alnahhal , Sifeddine Benahmed , Soulaimane Berkane , Tarel Hamel

We propose a new algorithm for an adaptive optics system control law which allows to reduce the computational burden in the case of an Extremely Large Telescope (ELT) and to deal with non-stationary behaviors of the turbulence. This…

天体物理仪器与方法 · 物理学 2015-06-17 Morgan Gray , Cyril Petit , Sergey Rodionov , Laurent Bertino , Marc Bocquet , Thierry Fusco

This note presents a novel Bayesian attitude estimator with the matrix Fisher distribution on the special orthogonal group, which can smoothly accommodate both unit and non-unit vector measurements. The posterior attitude distribution is…

系统与控制 · 电气工程与系统科学 2025-04-11 Shijie Wang , Haichao Gui , Rui Zhong

Recent research in inverse cognition with cognitive radar has led to the development of inverse stochastic filters that are employed by the target to infer the information the cognitive radar may have learned. Prior works addressed this…

最优化与控制 · 数学 2024-04-22 Himali Singh , Kumar Vijay Mishra , Arpan Chattopadhyay