Extended Kalman Filter

The growing relevance of multi-agent systems has drawn increasing focus on communication-efficient filters for collaborative perception to alleviate the system's communication burden. While the event-triggered (ET) mechanism can improve communication efficiency in collaborative state estimation, an inevitable trade-off exists between estimation accuracy and communication cost in ET filters. This paper proposes a fast and accurate ET diffusion-based filter for real-time multi-agent collaborative target tracking, aiming to reduce the system's data transmission without compromise in tracking performance. The proposed filter achieves improved tracking accuracy, reduced data transmission, and accelerated convergence using an error-minimized ET cubature information filter (CIF) for local estimation, and a correlation-aware diffusion strategy for global fusion. The experimental results confirm the scalability of the proposed EDC-CIF algorithm and demonstrate its efficacy in simultaneously reducing estimation error and computation time while significantly enhancing communication efficiency.

Accurate state estimation of nonlinear dynamical systems is fundamental to modern aerospace operations across air, sea, and space domains. Online tracking of adversarial unmanned aerial vehicles (UAVs) is especially challenging due to agile nonlinear motion, noisy and sparse sensor measurements, and unknown control inputs; conditions that violate key assumptions of classical Kalman filter variants and degrade estimation performance. Neural networks (NNs) can learn complex nonlinear relationships from data, but lack principled uncertainty quantification, which is critical for state estimation tasks where confidence bounds drive downstream decisions. We address this with Bayesian Neural Networks (BNNs), which model uncertainty through distributions over network weights and produce predictive means and uncertainties via Monte Carlo sampling. Building on this, we propose the Bayesian Neural Kalman Filter (BNKF): a hybrid framework coupling a trained BNN with a Kalman correction step for robust online UAV state estimation. Unlike related neural Kalman approaches, BNKF produces full state predictions and incorporates Bayesian uncertainty directly into covariance propagation, improving robustness under high noise conditions. We evaluate BNKF under varying radar noise levels and sampling rates using synthetic nonlinear UAV flight data. Five fold cross validation demonstrates that BNKF outperforms Extended and Unscented Kalman Filters in accuracy, precision, and truth containment under degraded sensing. An ensemble variant (BNKFe) further improves precision in high-noise edge cases at a slight accuracy tradeoff. Runtime analysis confirms minimal inference overhead, supporting real-time deployment feasibility.

Digital twins provide a powerful paradigm for diagnostic and prognostic tasks in the monitoring and control of engineered systems; however, their deployment for complex structures remains challenged by model-form uncertainty, arising from unknown nonlinear dynamics, and by sparse sensing. These limitations hinder reliable online state estimation using either purely physics-based or purely data-driven approaches. This work introduces the Physics-Guided Graph Neural ODE (PiGGO) framework, a physics-informed, graph-based Bayesian state estimation approach in which a learned graph neural ordinary differential equation (GNODE) serves as the continuous-time state-transition model within an extended Kalman filter. The graph representation explicitly defines the system state-space, while physics-guided inductive biases encode known structural relationships and constrain the learning of nonlinear dynamics. By integrating graph-native learned dynamics with recursive Bayesian filtering, the proposed PiGGO framework enables online virtual sensing and uncertainty-aware state estimation for nonlinear systems with unknown model form, while maintaining generalisation across topologically similar structures. Numerical case studies demonstrate improved robustness to model uncertainty and measurement noise, outperforming both open-loop graph neural models and conventional filtering approaches in online prediction tasks.

{Closed-loop inverse source localization and characterization (ISLC) requires a mobile agent to select measurements that localize sources and infer latent field parameters under strict time constraints.} {The core challenge lies in the belief-space objective: valid uncertainty estimation requires expensive Bayesian inference, whereas using fast learned belief model leads to reward hacking, in which the policy exploits approximation errors rather than actually reducing uncertainty.} {We propose \textbf{Distill-Belief}, a teacher--student framework that decouples correctness from efficiency. A Bayes-correct particle-filter teacher maintains the posterior and supplies a dense information-gain signal, while a compact student distills the posterior into belief statistics for control and an uncertainty certificate for stopping. At deployment, only the student is used, yielding constant per-step cost.} {Experiments on seven field modalities and two stress tests show that Distill-Belief consistently reduces sensing cost and improves success, posterior contraction, and estimation accuracy over baselines, while mitigating reward hacking.}

We study finite-horizon quadratic control of linear systems with bilinear observations, in which the control input affects not only the state dynamics but also the partial observations of the state. In this setting, the separation principle can fail because control inputs influence the future quality of state estimates. State estimation requires an input-dependent Kalman filter whose gain and error covariance evolve as functions of the control inputs. To address this challenge, we propose a belief-space model predictive control ($\texttt{B-MPC}$) method that plans directly over both the estimated state and its error covariance. In particular, $\texttt{B-MPC}$ plans with a deterministic surrogate of the belief evolution defined by the input-dependent Kalman filter. Through numerical experiments in two synthetic settings, we show that $\texttt{B-MPC}$ can outperform both the separation-principle controller and its MPC variant in favorable regimes, and that these gains are accompanied by lower estimation covariance and more uncertainty-aware action choices.

We propose a simple yet effective alternative to reward normalization in policy gradient reinforcement learning by integrating a 1D Kalman filter for online reward estimation. Instead of relying on fixed heuristics, our method recursively estimates the latent reward mean, smoothing high-variance returns and adapting to non-stationary environments. This approach incurs minimal overhead and requires no modification to existing policy architectures. Experiments on \textit{LunarLander} and \textit{CartPole} demonstrate that Kalman-filtered rewards significantly accelerate convergence and reduce training variance compared to standard normalization techniques. Code is available at https://github.com/Sumxiaa/Kalman_Normalization.

Radar-Inertial Odometry (RIO) based on the Extended Kalman Filter (EKF) relies on accurate extrinsic calibration between the radar and the Inertial Measurement Unit (IMU) and is sensitive to disturbances, as large linearization errors can degrade performance or even cause divergence. To address these limitations, this letter proposes an Equivariant Filter (EqF) for RIO based on a Lie group symmetry that geometrically couples navigation states and IMU biases, extending it to incorporate radar-IMU extrinsic calibration and multi-state constraint updates. This equivariant formulation inherently preserves consistency and enhances robustness, enabling reliable state estimation even under poor or completely wrong initialization of calibration states. Real-world experiments on two different Uncrewed Aerial Vehicles (UAVs) show that the proposed EqF-RIO achieves state-of-the-art accuracy under correct extrinsic calibration and offers improved convergence under large calibration errors, where the conventional EKF-RIO fails. Evaluation code is open-sourced.

We address the problem of searching for an unknown number of stationary targets at unknown positions with a mobile agent. A probability hypothesis density filter is used to estimate the expected number of targets under measurement uncertainty. Existing planners, such as Active Search (AS) and its Intermittent variant (ASI), achieve accurate detection but require costly online optimization. To reduce online computation, we propose to use a convolutional neural network to approximate AS or ASI decisions through direct inference. The network is trained on AS/ASI data using a multi-channel grid that encodes target beliefs, the agent position, visitation history, and boundary information. Simulations with uniform and clustered target distributions show that the network achieves detection rates comparable to AS or ASI while reducing computation by orders of magnitude.

Simultaneous localization and mapping (SLAM) is a foundational state estimation problem in robotics in which a robot accurately constructs a map of its environment while also localizing itself within this construction. We study the active SLAM problem through the lens of optimal stochastic control, thereby recasting it as a decision-making problem under partial information. After reviewing several commonly studied models, we present a general stochastic control formulation of active SLAM together with a rigorous treatment of motion, sensing, and map representation. We introduce a new exploration stage cost that encodes the geometry of the state when evaluating information-gathering actions. This formulation, constructed as a nonstandard partially observable Markov decision process (POMDP), is then analyzed to derive rigorously justified approximate solutions that are near-optimal. To enable this analysis, the associated regularity conditions are studied under general assumptions that apply to a wide range of robotics applications. For a particular case, we conduct an extensive numerical study in which standard learning algorithms are used to learn near-optimal policies.

To enable autonomous wind estimation for energy-efficient flight in small unmanned aerial vehicles (UAVs), this study proposes a method that estimates flight states and wind using only the low-cost essential onboard sensors required for autonomous flight, without relying on additional wind measurement devices. The core of the method includes an Extended Kalman Filter (EKF) integrated with the aerodynamic model and an Adaptive Moving Average Estimation (AMAE) technique, which improves the accuracy and smoothness of the wind estimation. Simulation results show that the approach efficiently estimates both steady and time-varying 3D wind vectors without requiring flow angle measurements. The impact of aerodynamic model accuracy on wind estimation errors is also analyzed to assess practical applicability. Flight tests validate the effectiveness of the method and its feasibility for real-time onboard computation. Additionally, uncertainties and error sources encountered during testing are systematically examined, providing a foundation for further refinement.

Autonomous swarms of multi-Unmanned Aerial Vehicle (UAV) system requires an accurate and fast relative state estimation. Although monocular frame-based camera methods perform well in ideal conditions, they are slow, suffer scale ambiguity, and often struggle in visually challenging conditions. The advent of event cameras addresses these challenging tasks by providing low latency, high dynamic range, and microsecond-level temporal resolution. This paper proposes a framework for relative state estimation for quadrotors using event-based propeller sensing. The propellers in the event stream are tracked by detection to extract the region-of-interests. The event streams in these regions are processed in temporal chunks to estimate per-propeller frequencies. These frequency measurements drive a kinematic state estimation module as a thrust input, while camera-derived position measurements provide the update step. Additionally, we use geometric primitives derived from event streams to estimate the orientation of the quadrotor by fitting an ellipse over a propeller and backprojecting it to recover body-frame tilt-axis. The existing event-based approaches for quadrotor state estimation use the propeller frequency in simulated flight sequences. Our approach estimates the propeller frequency under 3% error on a test dataset of five real-world outdoor flight sequences, providing a method for decentralized relative localization for multi-robot systems using event camera.

The paper considers the computation of L1 regularization paths in a state space setting, which includes L1 regularized Kalman smoothing, linear SVM, LASSO, and more. The paper proposes two new algorithms, which are duals of each other; the first algorithm applies to L1 regularization of independent variables while the second applies to L1 regularization of dependent variables. The heart of the proposed algorithms is parametric Gaussian message passing (i.e., Kalman-type forward-backward recursions) in the pertinent factor graphs. The proposed methods are broadly applicable, they (usually) require only matrix multiplications, and their complexity can be competitive with prior methods in some cases.

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 Kalman filtering, providing a statistically optimal estimate by balancing predictive models with noisy measurements. In the context of robotic swarms, the challenge shifts from individual accuracy to collective coordination, where the integration of global dynamics can significantly enhance the precision of the entire group. Existing estimation techniques rely on centralized processing or heavy communication protocols to reach a global consensus, which are frequently impractical in real-world deployments. Here we show that a localized, "greedy" approach to distributed state estimation (termed "Greedy Kalman-Swarm") allows individual robots to leverage relative inter-robot sensing for improved accuracy without requiring full data availability or global communication. Simulations in communication-constrained environments show robots can effectively integrate all currently available neighbor data at each iteration to refine their internal states, yet remain robust and functional even when data is missing. This results in a performance profile that strikes a balance between the low overhead of independent estimation and the high accuracy of centralized systems, specifically under harsh or dynamic environmental conditions. Our results demonstrate that global state awareness can be emergent rather than enforced, providing a scalable framework for maintaining swarm cohesion in unpredictable terrains. We anticipate that this decentralized methodology will serve as a foundation for more resilient autonomous systems, particularly in search-and-rescue or space exploration missions where reliable, high-bandwidth communication cannot be guaranteed.

Reconstructing the shape of continuum manipulators from sparse, noisy sensor data is a challenging task, owing to the infinite-dimensional nature of such systems. Existing approaches broadly trade off between parametric methods that yield compact state representations but lack probabilistic structure, and Cosserat rod inference on factor graphs, which provides principled uncertainty quantification at the cost of a state dimension that grows with the spatial discretization. This letter combines the strength of both paradigms by estimating the coefficients of a low-dimensional Geometric Variable Strain (GVS) parameterization within a factor graph framework. A novel kinematic factor, derived from the Magnus expansion of the strain field, encodes the closed-form rod geometry as a prior constraint linking the GVS strain coefficients to the backbone pose variables. The resulting formulation yields a compact state vector directly amenable to model-based control, while retaining the modularity, probabilistic treatment and computational efficiency of factor graph inference. The proposed method is evaluated in simulation on a 0.4 m long tendon-driven continuum robot under three measurement configurations, achieving mean position errors below 2 mm for all three scenarios and demonstrating a sixfold reduction in orientation error compared to a Gaussian process regression baseline when only position measurements are available.

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy in practice: (a) the system dynamics must be linear with Gaussian process noise, and (b) the measurement model must also be linear with Gaussian measurement noise. Previous works have extended assumption (a) to nonlinear spaces through the Invariant Extended Kalman Filter (IEKF), showing that it retains properties similar to those of the classical Kalman filter when the system dynamics are group-affine on a Lie group. More recently, the counterpart of assumption (b) for the same nonlinear setting was addressed in [1]. By means of the proposed Iterated Invariant Extended Kalman Filter (IterIEKF), the authors of that work demonstrated that the update step exhibits several compatibility properties of the classical linear Kalman filter. In this work, we introduce a novel open-source state estimation algorithm for legged robots based on the IterIEKF. The update step of the proposed filter relies solely on proprioceptive measurements, exploiting kinematic constraints on foot velocity during contact and base-frame velocity, making it inherently robust to environmental conditions. Through extensive numerical simulations and evaluation on real-world datasets, we demonstrate that the IterIEKF outperforms the vanilla IEKF, the SO(3)-based Kalman Filter, and its iterated variant in terms of both accuracy and consistency.

Solving non-linear least-squares problem for pose estimation (rotation and translation) is often a time consuming yet fundamental problem in several real-time computer vision applications. With an adequate rotation parametrization, the optimization problem can be reduced to the solution of a~system of polynomial equations and solved in closed form. Recent advances in efficient closed form solvers utilizing resultant matrices have shown a promising research direction to decrease the computation time while preserving the estimation accuracy. In this paper, we propose a new class of resultant-based solvers that exploit Sylvester forms to further reduce the complexity of the resolution. We demonstrate that our proposed methods are numerically as accurate as the state-of-the-art solvers, and outperform them in terms of computational time. We show that this approach can be applied for pose estimation in two different types of problems: estimating a pose from 3D to 3D correspondences, and estimating a pose from 3D points to 2D points correspondences.

Visual-inertial odometry (VIO) is widely used for mobile robot localization, but its long-term accuracy degrades without global constraints. Incorporating ranging sensors such as ultra-wideband (UWB) can mitigate drift; however, high-accuracy ranging usually requires well-deployed anchors, which is difficult to ensure in narrow or low-power environments. Moreover, most existing visual-inertial-ranging (VIR) fusion methods rely on discrete time-based filtering or optimization, making it difficult to balance positioning accuracy, trajectory consistency, and fusion efficiency under asynchronous multi-sensor sampling. To address these issues, we propose a spline-based continuous-time state estimation method for VIR fusion localization. In the preprocessing stage, VIO motion priors and UWB ranging measurements are used to construct virtual anchors and reject outliers, thereby alleviating geometric degeneration and improving range reliability. In the estimation stage, the pose trajectory is parameterized in continuous time using a B-spline, while inertial, visual, and ranging constraints are formulated as factors in a sliding-window graph. The spline control points, together with a small set of auxiliary parameters, are then jointly optimized to obtain a continuous-time trajectory estimate. Evaluations on public datasets and real-world experiments demonstrate the effectiveness and practical potential of the proposed approach.

Power System State Estimation (PSSE) converts geographically distributed measurements into the voltage magnitudes and phase angles needed for grid monitoring and control. Learned estimators can perform this mapping rapidly, but model-aware False Data Injection Attacks (FDIAs) may corrupt their inputs while retaining AC plausibility and residual-based stealth. Physics-Informed Neural Networks (PINNs) limit candidate states through power-flow consistency; however, their robustness depends on balancing supervised and physics losses whose scales and gradient contributions evolve during training. This paper proposes a PINN that jointly learns homoscedastic uncertainty parameters and uses them to adapt the two objectives. The formulation assigns trainable log-uncertainties to the active-power, reactive-power, voltage, and angle losses while safeguarding against an underweighted physics objective. The estimator is trained only on clean steady-state data and is evaluated, without adversarial retraining, under baseline state-distortion and stricter residual-profile-matching regimes on the IEEE~118-bus system. Accuracy is measured against the uncompromised system state. Relative to a fixed-weight PINN, dynamic weighting reduces overall Mean Absolute Error (MAE) by $55\%$ while also improving voltage- and angle-estimation accuracy. The results show that learning the physics/data balance from clean data improves robustness to unseen FDIAs.

In Global Navigation Satellite System (GNSS)-denied underwater environments, individual unmanned underwater vehicles (UUVs) suffer from unbounded dead-reckoning drift, making collaborative navigation (CN) crucial for accurate state estimation. However, the severe communication delay inherent in underwater acoustic channels poses serious challenges to real-time state estimation. Traditional filters, such as Extended Kalman Filters (EKFs) or Unscented Kalman Filters (UKFs), usually block the main control loop while waiting for delayed data, or effectively discard Out-of-Sequence Measurements (OOSMs), resulting in serious drift. To address this, we propose an Asynchronous Two-Speed Kalman Filter (TSKF) enhanced by a novel projection mechanism, which we term Variational History Distillation (VHD). The proposed architecture decouples the estimation process into two parallel threads: a fast-rate thread that utilizes Gaussian Process (GP) compensated dead reckoning to guarantee high-frequency real-time control, and a slow-rate thread dedicated to processing asynchronously delayed collaborative information. By introducing a Finite-Length Circular State Buffer (FLCSB), the algorithm applies delayed measurements to their corresponding historical states, and utilizes a VHD-based projection to fast-forward the correction to the current time without computationally heavy recalculations. Simulation results demonstrate that the proposed TSKF maintains a trajectory error comparable to computationally intensive batch-optimization methods under severe delays (up to 30,s). Executing in sub-millisecond time, it significantly outperforms standard EKF/UKF. The results demonstrate an effective control, communication, and computing (3C) co-design that significantly enhances the resilience of autonomous marine automation systems.

Fundamental limits on the performance of feedback controllers are essential for benchmarking algorithms, guiding sensor selection, and certifying task feasibility -- yet few general-purpose tools exist for computing them. Existing information-theoretic approaches overestimate the information a sensor must provide by evaluating it against the uncontrolled system, producing bounds that degrade precisely when feedback is most valuable. We derive a lower bound on the minimum expected cost of any causal feedback controller under partial observations by applying the Gibbs variational principle to the joint path measure over states and observations. The bound applies to nonlinear, nonholonomic, and hybrid dynamics with unbounded costs and admits a self-consistent refinement: any good controller concentrates the state, which limits the information the sensor can extract, which tightens the bound. The resulting fixed-point equation has a unique solution computable by bisection, and we provide conditions under which the free energy minimization is provably convex, yielding a certifiably correct numerical bound. On a scalar LQG problem the self-consistent bound captures over 80% of the known optimal cost at moderate sensor noise, and on a nonlinear Dubins car tracking problem it remains informative across all noise levels where a bound using the uncontrolled state distribution is vacuous.

Existing aerial-robotics benchmarks target vehicles from hundreds of grams to several kilograms and typically expose only high-level state data. They omit the actuator-level signals required to study nano-scale quadrotors, where low-Reynoldsnumber aerodynamics, coreless DC motor nonlinearities, and severe computational constraints invalidate models and controllers developed for larger vehicles. We introduce NanoBench, an open-source multi-task benchmark collected on the commercially available Crazyflie 2.1 nano-quadrotor (takeoff weight 27 g) in a Vicon motion capture arena. The dataset comprises 172 flight recordings spanning multi-frequency excitation, geometric trajectory tracking at three speed regimes, and long-duration battery-drain hover. Each recording provides synchronized Vicon ground truth, raw IMU data, onboard extended Kalman filter (EKF) estimates, PID controller internals, and motor PWM commands at 100 Hz, alongside battery telemetry at 10 Hz, crossaligned by gyroscope-based correlation on a 1 ms search grid. NanoBench defines standardized evaluation protocols, train/test splits, and open-source baselines for three tasks: nonlinear system identification, closed-loop controller benchmarking, and onboard state estimation assessment. To our knowledge, it is the first public dataset to jointly provide actuator commands, controller internals, and estimator outputs with millimeter-accurate ground truth on a commercially available nano-scale aerial platform.

Accurate state estimation and multi-modal perception are prerequisites for autonomous legged robots in complex, large-scale environments. To date, no large-scale public legged-robot dataset captures the real-world conditions needed to develop and benchmark algorithms for legged-robot state estimation, perception, and navigation. To address this, we introduce the GrandTour dataset, a multi-modal legged-robotics dataset collected across challenging outdoor and indoor environments, featuring an ANYbotics ANYmal-D quadruped equipped with the Boxi multi-modal sensor payload. GrandTour spans a broad range of environments and operational scenarios across distinct test sites, ranging from alpine scenery and forests to demolished buildings and urban areas, and covers a wide variation in scale, complexity, illumination, and weather conditions. The dataset provides time-synchronized sensor data from spinning LiDARs, multiple RGB cameras with complementary characteristics, proprioceptive sensors, and stereo depth cameras. Moreover, it includes high-precision ground-truth trajectories from satellite-based RTK-GNSS and a Leica Geosystems total station. This dataset supports research in SLAM, high-precision state estimation, and multi-modal learning, enabling rigorous evaluation and development of new approaches to sensor fusion in legged robotic systems. With its extensive scope, GrandTour represents the largest open-access legged-robotics dataset to date. The dataset is available at https://grand-tour.leggedrobotics.com on HuggingFace (ROS-independent), and in ROS formats, along with tools and demo resources.

Reliable odometry for legged robots without cameras or LiDAR remains challenging due to IMU drift and noisy joint velocity sensing. This paper presents a purely proprioceptive state estimator that uses only IMU and motor measurements to estimate body pose and velocity, with a unified formulation applicable to quadruped and wheel-legged robots and extensible to other legged morphologies. The key idea is to treat each reliable contact as a kinematic anchor: joint-torque--based foot wrench estimation selects stance contacts, and the corresponding footfall records provide intermittent world-frame constraints that suppress long-term drift. To prevent elevation drift during extended traversal, we introduce a lightweight height clustering and time-decay correction that snaps newly recorded footfall heights to previously observed support planes. For wheel-legged platforms, the recorded contact is further propagated by effective wheel rolling displacement with shank-motion compensation and a slope-aware rolling direction. To improve foot velocity observations under encoder quantization, we retain an inverse-kinematics cubature Kalman filter as an optional velocity-enhancement module that filters foot-end velocities from joint angles and velocities. The implementation further mitigates yaw drift through multi-contact geometric consistency, which is injected as a soft heading prior rather than as a hard reset of the attitude state. The method is evaluated on four quadruped platforms.

We revisit High-Resolution Range Profile (HRRP) classification with aspect-angle conditioning. While prior work often assumes that aspect-angle information is incomplete during training or unavailable at inference, we study a setting where angles are available for all training samples and explicitly provided to the classifier. Using three datasets and a broad range of conditioning strategies and model architectures, we show that both single-profile and sequential classifiers benefit consistently from aspect-angle awareness, with an average accuracy gain of about 7% and improvements of up to 10%, depending on the model and dataset. In practice, aspect angles are not directly measured and must be estimated. We show that a causal Kalman filter can estimate them online with a median error of 5{\textdegree}, and that training and inference with estimated angles preserves most of the gains, supporting the proposed approach in realistic conditions.

Traffic forecasting systems rely on fixed sensor networks that frequently exhibit contiguous blackouts. Such outages are usually treated as ignorable missingness, although dropout can depend on unobserved traffic conditions. We study this possibility with an MNAR-aware latent state-space model that combines linear traffic dynamics with a Bernoulli missingness channel whose probability depends on the latent state. Inference uses an Extended Kalman Filter (EKF) followed by Rauch-Tung-Striebel (RTS) smoothing, and parameters are learned by approximate EM. We evaluate Seattle using a leakage-free, month-balanced set of 300 unique all-horizon-aligned blackout windows. On this benchmark, MAR-LDS attains 4.264 mph pooled imputation RMSE and MNAR-LDS improves it to 4.177 (difference -0.086); the detector-cluster bootstrap 95% interval is [-0.182,-0.002]. A causal one-step predicted latent representation raises missingness ROC-AUC from 0.685 using observed-only features to 0.784. We further test whether this compact probabilistic model remains competitive with substantially larger neural time-series architectures under the identical masked-imputation protocol. MNAR-LDS ranks second in pooled RMSE and outperforms 8 of 9 evaluated neural architectures; it is within 1.22% of the best neural result, with no statistically resolved difference under detector-cluster bootstrap, while achieving lower P95 error, lower long-blackout RMSE, and orders of magnitude fewer stored scalar entries. MNAR roughly doubles end-to-end training time relative to MAR and increases EKF+RTS inference time by 41%, making the accuracy-complexity-cost tradeoff explicit. Controlled state-dependent blackouts further show larger gains when dropout is genuinely informative, including a 6.34% reduction in 30-minute forecast RMSE relative to MAR.

We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesian inference as a sequence of entropic trust-region updates subject to dynamic consistency constraints. This framework gives rise to a family of forward-backward algorithms whose structure is determined by the chosen factorization of the variational posterior. By focusing on Gauss--Markov approximations, we derive recursive schemes with favorable computational complexity. For general nonlinear, non-Gaussian models, we close the recursions using generalized statistical linear regression and Fourier--Hermite moment matching.

Humanoid robots have demonstrated strong capabilities for interacting with static scenes across locomotion and manipulation, yet dynamic real-world interactions remain challenging. As a step toward fast-moving object interactions, we present an RL training pipeline that yields a unified whole-body controller for humanoid badminton, coordinating footwork and striking without motion priors or expert demonstrations. In badminton, locomotion and striking are tightly coupled, making the final hitting objective difficult to optimize directly due to sparse rewards and conflicting gradients. We address this with an annealed curriculum that first stabilizes learning through auxiliary locomotion objectives, then progressively removes them to focus optimization on the final hitting objective. For deployment, we use an Extended Kalman Filter (EKF) to estimate and predict shuttlecock trajectories for target striking, and also develop a prediction-free variant that removes the EKF and explicit prediction. We validate the framework in simulation and on hardware. In simulation, two robots sustain a rally of 21 consecutive hits. In real-world tests with both machine-fed shuttles and human-robot rallies, the robot achieves outgoing shuttle speeds up to 19.1 m/s. Moreover, the prediction-free variant attains comparable performance to the EKF-based policy. Overall, our approach enables dynamic yet precise goal striking in humanoid badminton and suggests a path toward more dynamics-critical whole-body interaction tasks.

We introduce Robust Filter Attention (RFA), a formulation of self-attention as a robust state estimator. Each token is treated as a noisy observation of a latent trajectory governed by a linear stochastic differential equation (SDE), and attention weights are determined by consistency under this model rather than static feature similarity. Under isotropic noise and decay assumptions, RFA matches the computational complexity of standard attention. On language modeling benchmarks, RFA achieves lower perplexity than RoPE within the training window while remaining stable under zero-shot extrapolation to longer contexts. The framework also provides a dynamical interpretation of standard positional mechanisms, connecting rotational embeddings and recency biases to transport and uncertainty propagation induced by stochastic dynamics.

Data assimilation (DA) estimates a dynamical system's state from noisy observations. Recent generative models like the ensemble score filter (EnSF) improve DA in high-dimensional nonlinear settings but are computationally expensive. We introduce the ensemble flow filter (EnFF), a training-free, flow matching (FM)-based framework that accelerates sampling and offers flexibility in flow design. EnFF uses Monte Carlo estimators for the marginal flow field, localized guidance for observation assimilation, and utilizes a novel flow path that exploits the Bayesian DA formulation. It generalizes classical filters such as the bootstrap particle filter and ensemble Kalman filter. Experiments on high-dimensional benchmarks demonstrate EnFF's improved cost-accuracy tradeoffs and scalability, highlighting FM's potential for efficient, scalable DA. Code is available at https://github.com/Utah-Math-Data-Science/Data-Assimilation-Flow-Matching.

Model-free and reinforcement learning-based adaptive filtering methods are gaining traction for denoising in dynamic, non-stationary environments such as wireless signal channels, biomedical monitoring, and sensor networks. Traditional filters such as LMS, RLS, Wiener, and Kalman are often limited by assumptions of stationarity, the need for exact noise statistics, or fragile parameter tuning. This paper proposes an adaptive filtering framework using Proximal Policy Optimization (PPO), guided by a composite reward that balances SNR improvement, MSE reduction, and residual smoothness. We frame adaptive filtering as a Markov decision process and train a PPO agent to adjust filter coefficients directly in response to changing noise. Experiments on synthetic nonstationary signals with diverse noise types show that the PPO agent generalizes beyond its training distribution. Moreover, real-world analysis is made and evaluated on ECG recordings from the MIT-BIH Noise Stress Test Database corrupted by baseline wander, electrode motion, and muscle artifacts. The learned PPO policy achieves real-time inference and slightly outperforms strong classical baselines on ECG denoising. These results demonstrate the viability of policy-gradient reinforcement learning as a computationally efficient and flexible tool for adaptive filtering in nonlinear, time-varying dynamical systems.

Precise 3D state estimation in multi-object tracking (MOT) is critical for self-driving cars, particularly for objects occluded. Motion modeling in the Kalman filter with a constant motion assumption is widely used in MOT methods, but it neglects the continuous changes in objects' motion caused by traffic in urban environments. Although recent research introduces a multimodel Kalman filter that incorporates multiple motion models, these approaches incur significant computational overhead from the simultaneous processing of multiple models. To this end, this work introduces a motion-dynamics Kalman filter (MD-KF) that overcomes the constant-motion assumption while preserving the singularity of the motion model. MD-KF models the changes in objects' motion over successive measurements as Gaussian distributions, and adaptively adjusts a weighted motion model to account for these variations. MD-KF consistently outperforms constant and multimodel KF across multiple datasets with a significant reduction in computation latency compared to multimodel approaches. The proposed approach demonstrates its superiority in trajectory estimation during occlusion and state estimation stability for stationary objects.

In this paper, we describe a representation for spatial information, called the stochastic map, and associated procedures for building it, reading information from it, and revising it incrementally as new information is obtained. The map contains the estimates of relationships among objects in the map, and their uncertainties, given all the available information. The procedures provide a general solution to the problem of estimating uncertain relative spatial relationships. The estimates are probabilistic in nature, an advance over the previous, very conservative, worst-case approaches to the problem. Finally, the procedures are developed in the context of state-estimation and filtering theory, which provides a solid basis for numerous extensions.

Accurate tilt angle estimation is important in many engineering applications, such as robotics, motion tracking, and embedded control systems. However, measurements from low-cost inertial sensors are often degraded by noise and drift. This paper presents a single-axis tilt angle estimation system based on the MPU6050 inertial measurement unit, implemented on an RP2040 microcontroller platform, with sensor fusion achieved through a Kalman filter. The accelerometer provides a direct estimate of tilt angle from gravity but is sensitive to noise and short-term fluctuations. The gyroscope provides smooth angular rate measurements, but integration over time introduces drift. To overcome these limitations, a Kalman filter is used to combine measurements from both sensors, leveraging the long-term stability of the accelerometer and the short-term smoothness of the gyroscope. Both simulation and hardware experiments are performed. In simulation, sensor noise and drift are modeled to evaluate the filter performance under control conditions. In the hardware implementation, real-time MPU6050 data is acquired and processed by the RP2040 platform, and the estimated tilt angle is compared with accelerometer-only and gyroscope-only outputs. The results show that the proposed method effectively reduces noise measurements and suppresses long-term drift while preserving good dynamic response. Overall, the system provides more stable and accurate tilt estimation than either sensor alone, demonstrating a practical and accessible approach for Kalman filter based sensor fusion in embedded application.

Advanced Air Mobility (AAM) operations are planned to utilize strategic flight planning services that predict temporal uncertainties to validate flight plans against hazards such as weather cells, restricted airspaces, and CNS disruption areas. This paper presents a Kalman Filter-based uncertainty propagation method that models Flight Management System (FMS) correction behavior through a sigmoid-blended measurement noise covariance. The sigmoid formulation generalizes existing discrete FMS activation thresholds into a continuous, tunable function that smoothly transitions the filter's measurement noise based on progress toward each waypoint. When the measurement noise is high, due to an inverse relationship, the Kalman gain is small and thus uncertainty grows; as the aircraft nears a waypoint, measurement noise decreases as a function of progress, the Kalman gain increases, and state covariance contracts which models the FMS progressively correcting toward the planned trajectory. The approach is computationally efficient (up to two orders of magnitude faster than Monte Carlo methods), scales with control inputs, and is parametrically tunable for different classes of aircraft. The measurement noise covariance is calibrated using real Automatic Dependent Surveillance-Broadcast (ADS-B) data from commercial Instrument Flight Rules (IFR) flights serving as surrogates for future AAM operations, achieving coverage probability conservative relative to theoretical Gaussian predictions at the 1-sigma confidence level on a hold out verification dataset (N = 36). Parameter sensitivity analysis across multiple flight routes demonstrates robust behavior, and comparative evaluation against Monte Carlo and Linear Propagation methods contextualizes the method's computational and accuracy trade-offs.