Extended Kalman Filter
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Degeneration of Sliding-Window Factor Graph Optimization into Iterated Extended Kalman Filtering
arXiv:2511.00306v2 Announce Type: replace Abstract: 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 sufficient conditions to bridge SW-FGO with the iterated extended Kalman filter (IEKF). We introduce recursive FGO (Re-FGO), a conceptual perspective that employs a two-stage marginalization pipeline to mathematically...
An Exponentially stable Extended Kalman Filter with Estimate dependent Process noise Covariance for Chemical Reaction Networks
Announce Type: replace Abstract: Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance critically depends on the choice of the process noise covariance, which is typically assumed constant and heuristically tuned. Such assumptions are not justified for biomolecular systems, where intrinsic noise arises from...
FW-NKF: Frequency-Weighted Neural Kalman Filters
arXiv:2606.02251v1 Announce Type: new Abstract: Robust state estimation is central to robotic autonomy, yet classical Kalman filters struggle with frequency-dependent disturbances and model mismatch such as sensor vibrations, electromagnetic interference, and periodic noise. Although Deep Kalman Filter (DKF) variants extend the Extended Kalman Filtering (EKF) framework by learning latent transitions, they lack explicit mechanisms to suppress band-limited noise components that typically...
An Asynchronous Two-Speed Kalman Filter for Real-Time UUV Cooperative Navigation Under Acoustic Delays
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Computation-Aware Kalman Filtering with Model Selection for Neural Dynamics
arXiv:2606.01468v1 Announce Type: cross Abstract: Due to their explicit priors and ability to model uncertainty, Bayesian methods have played a major role in dynamical latent variable modeling of single-cell neural recordings. However, modern-sized datasets have made overparameterized deep networks the preferred methods of choice due to their predictive power and favorable computational scaling. While many posterior approximations exist, all incur approximation errors.
Wheel-Mounted/GNSS Fusion with AI-Aided Position Updates
Announce Type: new Abstract: Accurate and robust localization remains a fundamental challenge for autonomous ground vehicles. In this work, we propose a hybrid neural inertial navigation framework that integrates a wheel-mounted inertial sensors, enforced periodic trajectories, and a simple, efficient neural network capable of regressing vehicle displacement with GNSS position updates in an error-state extended Kalman filter. The periodic trajectories increase the inertial signal-to-noise...
On Secure EKF-enhanced UAV-ISAC Systems
arXiv:2606.03690v1 Announce Type: new Abstract: Integrated sensing and communication (ISAC) has emerged as a promising key technology for future wireless networks, enabling the efficient coordination of sensing and communication functions within limited resources. This work investigates a secure ISAC system assisted by an uncrewed aerial vehicle (UAV). By incorporating the extended Kalman filter (EKF), the proposed system is capable of delivering communication services to legitimate users...
Estimating Evolving Functions with Dynamic Gaussian Processes
arXiv:2606.06705v1 Announce Type: new Abstract: This paper develops the Dynamic Gaussian Process (DGP), a framework for estimating functions governed by integro-difference equations (IDEs). IDEs model continuous functions that evolve with discrete-time dynamics and arise naturally from time-discretization of linear partial differential equations (PDEs).
The Dynamic-Probabilistic Consistency Gap in Chaotic Surrogate Modeling
arXiv:2605.31547v1 Announce Type: new Abstract: Dynamical systems reconstruction (DSR) aims to learn surrogate models that capture the dynamics underlying time-series data. Reliably deploying these surrogates requires uncertainty estimates consistent with the learned dynamics. We expose a dynamic-probabilistic consistency (DPC) gap: the pursuit of finite-horizon probabilistic objectives can degrade dynamics or decouple predictive uncertainty from the local tangent dynamics it ought to reflect.
mmAlert: A Simultaneous Device Localization and Target Tracking System via Cooperative Passive Sensing
arXiv:2606.01653v2 Announce Type: replace Abstract: In this paper, a cooperative passive sensing system in millimeter-wave (mmWave) band for simultaneous device localization and target tracking, namely mmAlert, is proposed. Specifically, in uplink communication with at least two transmitters, the receiver receives the line-of-sight (LoS) signals and the scattered signals off a moving target, respectively. Based on the received signals of the sensing time intervals, when a passive target...