Cover Image

An Autocovariance Least-Squares-Based Data-Driven Kalman Filter for Unknown Systems

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hu, Suyang, Lyu, Xiaoxu, Duan, Peihu, Shi, Dawei, Shi, Ling
Format:	Preprint
Published:	2025
Subjects:	Systems and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Robust Data-Driven Kalman Filtering for Unknown Linear Systems using Maximum Likelihood Optimization
by: Duan, Peihu, et al.
Published: (2023)

Performance Analysis of Distributed Filtering under Mismatched Noise Covariances
by: Lyu, Xiaoxu, et al.
Published: (2024)

On the Effects of Modeling Errors on Distributed Continuous-time Filtering
by: Lyu, Xiaoxu, et al.
Published: (2024)

On the Effects and Optimal Design of Redundant Sensors in Collaborative State Estimation
by: Ren, Yunxiao, et al.
Published: (2023)

Data-Driven Moving Horizon Estimators for Linear Systems with Sample Complexity Analysis
by: Duan, Peihu, et al.
Published: (2026)

Secure State Estimation of Cyber-Physical Systems via Gaussian Bernoulli Mixture Model
by: Chen, Xingzhou, et al.
Published: (2024)

Data-Driven Co-Design of Event-Triggered and Sparse Control for Resource-Aware Networked Control Systems
by: Yang, Zhaohua, et al.
Published: (2026)

Adaptive Kalman Filtering Developed from Recursive Least Squares Forgetting Algorithms
by: Lai, Brian, et al.
Published: (2024)

Distributed State Estimation for Discrete-Time Linear Systems over Directed Graphs: A Measurement Perspective
by: Lyu, Xiaoxu, et al.
Published: (2024)

Perspective Chapter: Insights from Kalman Filtering with Correlated Noises Recursive Least-Square Algorithm for State and Parameter Estimation
by: Khalid, Abd El Mageed Hag Elamin
Published: (2025)

Outlier-robust Autocovariance Least Square Estimation via Iteratively Reweighted Least Square
by: Li, Jiahong, et al.
Published: (2026)

Online Coreset Selection for Learning Dynamic Systems
by: Li, Jingyuan, et al.
Published: (2025)

Online Data-Driven Reachability Analysis using Zonotopic Recursive Least Squares
by: Akhormeh, Alireza Naderi, et al.
Published: (2025)

Minimax Least-Square Policy Iteration for Cost-Aware Defense of Traffic Routing against Unknown Threats
by: Zhan, Yuzhen, et al.
Published: (2024)

Application of Kalman Filter in Stochastic Differential Equations
by: Bao, Wencheng, et al.
Published: (2024)

Data-Driven Dynamic State Estimation of Photovoltaic Systems via Sparse Regression Unscented Kalman Filter
by: Jamalinia, Elham, et al.
Published: (2024)

Bias-VarianceTrade-off in Kalman Filter-Based Disturbance Observers
by: Li, Shilei, et al.
Published: (2024)

Weighted Least-Squares PARSIM
by: He, Jiabao, et al.
Published: (2024)

Sigma-point Kalman Filter with Nonlinear Unknown Input Estimation via Optimization and Data-driven Approach for Dynamic Systems
by: Loo, Junn Yong, et al.
Published: (2023)

A Framework on Fully Distributed State Estimation and Cooperative Stabilization of LTI Plants
by: Duan, Peihu, et al.
Published: (2023)

Robust Data-Driven Predictive Control for Unknown Linear Time-Invariant Systems
by: Hu, Kaijian, et al.
Published: (2024)

Least Squares Model Reduction: A Two-Stage System-Theoretic Interpretation
by: Padoan, Alberto
Published: (2025)

System Identification on the Families of Auto-Regressive with Least-Square-Batch Algorithm
by: Wafi, Moh Kamalul
Published: (2023)

Event-triggered Dual Gradient Tracking for Distributed Resource Allocation
by: Xu, Xiayan, et al.
Published: (2025)

Distributionally Robust Kalman Filter
by: Jang, Minhyuk, et al.
Published: (2025)

Mixed-gradients Distributed Filtered Reference Least Mean Square Algorithm -- A Robust Distributed Multichannel Active Noise Control Algorithm
by: Ji, Junwei, et al.
Published: (2025)

Distributed Least-Squares Optimization Solvers with Differential Privacy
by: Liu, Weijia, et al.
Published: (2024)

Mitigating Overconfidence in Nonlinear Kalman Filters via Covariance Recalibration
by: Jiang, Shida, et al.
Published: (2024)

An Innovations-Based Data-Driven Kalman Predictor for Predictive Control
by: Abdalmoaty, Mohamed, et al.
Published: (2025)

Kalman Filtering Based Flight Management System Modeling for AAM Aircraft
by: Kandoria, Balram, et al.
Published: (2026)

System Identification Under Bounded Noise: Optimal Rates Beyond Least Squares
by: Zeng, Xiong, et al.
Published: (2025)

Differentially Private Recursive Least Squares Estimation for ARX Systems with Multi-Participants
by: Tan, Jianwei, et al.
Published: (2025)

Data-Driven Stochastic Distribution System Hardening Based on Bayesian Online Learning
by: Shi, Wenlong, et al.
Published: (2025)

Iteratively Saturated Kalman Filtering
by: Yang, Alan, et al.
Published: (2025)

Invariant Kalman Filter for Relative Dynamics
by: C., Tejaswi K., et al.
Published: (2024)

Data-Driven Abstraction and Synthesis for Stochastic Systems with Unknown Dynamics
by: Nazeri, Mahdi, et al.
Published: (2025)

Data-Driven Adaptive Output Regulation of Unknown Linear Systems
by: Liu, Shangkun, et al.
Published: (2025)

Robust Automatic Differentiation of Square-Root Kalman Filters via Gramian Differentials
by: Corenflos, Adrien
Published: (2026)

Bridging Data-Driven and Physics-Based Models: A Consensus Multi-Model Kalman Filter for Robust Vehicle State Estimation
by: Mafi, Farid, et al.
Published: (2025)

An Extended Kalman Filter for Systems with Infinite-Dimensional Measurements
by: Varley, Maxwell M., et al.
Published: (2025)