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In this paper, we propose CE-BASS, a particle mixture Kalman filter which is robust to both innovative and additive outliers, and able to fully capture multi-modality in the distribution of the hidden state. Furthermore, the particle…

统计方法学 · 统计学 2020-07-08 Alexander T. M. Fisch , Idris A. Eckley , P. Fearnhead

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…

计算机视觉与模式识别 · 计算机科学 2025-05-13 Mohamed Nagy , Naoufel Werghi , Bilal Hassan , Jorge Dias , Majid Khonji

State estimation is a fundamental requirement in robotics, where the accurate determination of a robot's state is essential for stable operation despite inherent process disturbances and sensor noise. Traditionally, this is achieved through…

机器人学 · 计算机科学 2026-04-21 Phunyapa Suksomboon , Paulo Garcia

Recently, it has been demonstrated experimentally that adaptive estimation of a continuously varying optical phase provides superior accuracy in the phase estimate compared to static estimation. Here, we show that the mean-square error in…

量子物理 · 物理学 2012-12-12 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

The extended Kalman filter is perhaps the most standard tool to estimate in real time the state of a dynamical system from noisy measurements of some function of the system, with extensive practical applications (such as position tracking…

最优化与控制 · 数学 2019-01-04 Yann Ollivier

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

数值分析 · 数学 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

统计计算 · 统计学 2019-05-22 Jian He , Asma Khedher , Peter Spreij

One of the modern research lines in econometrics studies focuses on translating a wide variety of structural econometric models into their state-space form, which allows for efficient unknown dynamic system state and parameter estimations…

最优化与控制 · 数学 2024-02-20 Maria V. Kulikova , Julia V. Tsyganova , Gennady Yu. Kulikov

The well-known Kalman filters model dynamical systems by relying on state-space representations with the next state updated, and its uncertainty controlled, by fresh information associated with newly observed system outputs. This paper…

机器学习 · 计算机科学 2023-06-21 Cesare Alippi , Daniele Zambon

Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…

系统与控制 · 计算机科学 2013-04-11 Greg Hager , Max Mintz

Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on…

机器学习 · 统计学 2017-04-24 Luca Ambrogioni , Umut Güçlü , Eric Maris , Marcel van Gerven

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.…

系统与控制 · 电气工程与系统科学 2023-05-09 Hua Lan , Jinjie Hu , Zengfu Wang , Qiang Cheng

Green hydrogen, produced via water electrolysis using renewable energy, is seen as a cornerstone of the energy transition. Coupling of renewable power supplies to water electrolysis processes is, however, challenging, as explosive gas…

系统与控制 · 电气工程与系统科学 2025-04-07 Lucas Cammann , Johannes Jäschke

Modern power systems face new operational hurdles due to the increasing adoption of inverter-coupled distributed energy resources, which impact system stability and control. Central to these challenges is the dynamic nature of grid…

系统与控制 · 电气工程与系统科学 2025-09-10 Phuoc Sang Nguyen , Ghavameddin Nourbakhsh , Gerard Ledwich

In this letter, we propose a robust, real-time tightly-coupled multi-sensor fusion framework, which fuses measurement from LiDAR, inertial sensor, and visual camera to achieve robust and accurate state estimation. Our proposed framework is…

机器人学 · 计算机科学 2021-02-25 Jiarong Lin , Chunran Zheng , Wei Xu , Fu Zhang

Stabilization, disturbance rejection, and control of optical beams and optical spots are ubiquitous problems that are crucial for the development of optical systems for ground and space telescopes, free-space optical communication…

系统与控制 · 电气工程与系统科学 2023-05-24 Aleksandar Haber , Michael Krainak

A pose estimation technique based on error-state extended Kalman that fuses angular rates, accelerations, and relative range measurements is presented in this paper. An unconstrained dynamic model with kinematic coupling for a…

系统与控制 · 电气工程与系统科学 2024-09-18 Deep Parikh , Manoranjan Majji

Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters - show performance degradation when applied to nonlinear systems whose uncertainty follows…

机器学习 · 统计学 2026-01-13 Luke S. Lagunowich , Guoxiang Grayson Tong , Daniele E. Schiavazzi

Identifying parameters in a system of nonlinear, ordinary differential equations is vital for designing a robust controller. However, if the system is stochastic in its nature or if only noisy measurements are available, standard…

系统与控制 · 电气工程与系统科学 2022-10-10 Tobias Nagel , Marco F. Huber

Dynamic structural equation models (DSEMs) combine time-series modeling of within-person processes with hierarchical modeling of between-person differences and differences between timepoints, and have become very popular for the analysis of…

统计方法学 · 统计学 2026-03-05 Øystein Sørensen