paper-with-me

Papers

Exactly Decoupled Kalman Filtering for Multitarget State Estimation with Sensor Bias

2019-10-15

The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets and the sensor biases, and then implement an augmented state Kalman filter (ASKF). In this paper, we propose a novel decoupled Kalman filtering algorithm. The decoupled Kalman filtering first processes each target in a separate branch, namely the single-target Kalman filtering branch, where the single-target states and the sensor biases are estimated. Then the bias estimate is refined by fusing the former bias estimates across all the single-target Kalman filtering branches. Finally, the refined bias estimate is fed back to each single-target Kalman filtering branch to improve the target state estimation. We prove that the proposed decoupled Kalman filtering is exactly equivalent to the ASKF in terms of the estimation results under a usual initial condition. The equivalence is also confirmed via the numerical example. Moreover, we further validate the proposed algorithm using the field experimental data of a multistatic passive radar.

📄 PDF Abstract BibTeX arXiv:1807.04387

Code (0)

등록된 구현이 없습니다.

Tasks

State Estimation

Similar Papers 제목 키워드 기반

Backward Simulation for Sets of Trajectories

2020-08-05 · Yuxuan Xia, Lennart Svensson, Ángel F. García-Fernández, Karl Granström 외

This paper presents a solution for recovering full trajectory information, via the calculation of the posterior of the set of trajectories, from a sequence of multitarget (unlabelled) filtering densities and the multitar…

Natural Gradient Bayesian Filtering: Geometry-Aware Filter for Dynamical Systems

2026-05-04 · Chang Liu, Wenhan Cao, Zeju Sun, Tianyi Zhang 외 arxiv

Bayesian filtering is a cornerstone of state estimation in complex systems such as aerospace systems, yet exact solutions are available only for linear Gaussian models. In practice,nonlinear systems are handled through t…

Convolutional Bayesian Filtering

2024-03-30 · Wenhan Cao, Shiqi Liu, Chang Liu, Zeyu He 외

Bayesian filtering serves as the mainstream framework of state estimation in dynamic systems. Its standard version utilizes total probability rule and Bayes' law alternatively, where how to define and compute conditional…

State Estimation

Degeneration of Sliding-Window Factor Graph Optimization into Iterated Extended Kalman Filtering

2025-10-31 · Baoshan Song, Ruijie Xu, Zhi Zhan, Li-Ta Hsu arxiv

Sliding window factor graph optimization (SW-FGO) is widely recognized for its robustness, yet its theoretical relationship with the extended Kalman filter (EKF) remains a subject of debate. This paper establishes the su…

Can a Transformer Represent a Kalman Filter?

2023-12-12 · Gautam Goel, Peter Bartlett

Transformers are a class of autoregressive deep learning architectures which have recently achieved state-of-the-art performance in various vision, language, and robotics tasks. We revisit the problem of Kalman Filtering…