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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…

A decentralized approach for joint frequency and phase synchronization in distributed antenna arrays is presented. The nodes in the array share their frequencies and phases with their neighboring nodes to align these parameters across the…

Performing noise characterizations of lasers and optical frequency combs on sampled data offers numerous advantages compared to analog measurement techniques. One of the main advantages is that the measurement setup is greatly simplified.…

This brief technical note elaborates three well-known state estimators, which are used extensively in practice. These are the rather old-fashioned extended Kalman filter (EKF) and the recently-designed cubature Kalman filtering (CKF) and…

We propose a new type of the Ensemble Kalman Filter (EnKF), which uses the Fast Fourier Transform (FFT) for covariance estimation from a very small ensemble with automatic tapering, and for a fast computation of the analysis ensemble by…

In this paper, a novel sensor fault detection, isolation and identification (FDII) strategy is proposed by using the multiple model (MM) approach. The scheme is based on multiple hybrid Kalman filters (HKF) which represents an integration…

This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…

Accurate and stable state estimation is critical for battery management. Although dual Kalman filtering can jointly estimate states and parameters, the strong coupling between filters may cause divergence under large initialization errors…

A novel method for distributed estimation of the frequency of power systems is introduced based on the cooperation between multiple measurement nodes. The proposed distributed widely linear complex Kalman filter (D-ACKF) and the distributed…

We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…

This paper is concerned with optimality and stability analysis of a family of ensemble Kalman filter (EnKF) algorithms. EnKF is commonly used as an alternative to the Kalman filter for high-dimensional problems, where storing the covariance…

The ensemble Kalman filter (EnKF) is a reliable data assimilation tool for high-dimensional meteorological problems. On the other hand, the EnKF can be interpreted as a particle filter, and particle filters collapse in high-dimensional…

Nowadays, with the development of multi-sensor networks, the distributed cubature Kalman filter is one of the well-known existing schemes for state estimation, for which the influence of the non-Gaussian noise, abnormal data, and…

Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…

This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

This paper introduces an advanced Quaternion-based Unscented Kalman Filter (QUKF) for real-time, robust estimation of system states and external wrenches in assistive aerial payload transportation systems that engage in direct physical…

As a burgeoning medical imaging method based on hybrid fusion of light and ultrasound, photoacoustic imaging (PAI) has demonstrated high potential in various biomedical applications recently, especially in revealing the functional and…

This paper studies an output feedback stabilization control framework for discrete-time linear systems with stochastic dynamics determined by an independent and identically distributed (i.i.d.) process. The controller is constructed with an…

Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…