We develop an arbitrage-free deep learning framework for yield curve and bond price forecasting based on the Heath-Jarrow-Morton (HJM) term-structure model and a dynamic Nelson-Siegel parameterization of forward rates. Our approach embeds a no-arbitrage drift restriction into a neural state-space architecture by combining Kalman, extended Kalman, and particle filters with recurrent neural networks (LSTM/CLSTM), and introduces an explicit arbitrage error regularization (AER) term during training. The model is applied to U.S. Treasury and corporate bond data, and its performance is evaluated for both yield-space and price-space predictions at 1-day and 5-day horizons. Empirically, arbitrage regularization leads to its strongest improvements at short maturities, particularly in 5-day-ahead forecasts, increasing market-consistency as measured by bid-ask hit rates and reducing dollar-denominated prediction errors.

Sliding window-factor graph optimization (SW-FGO) has gained more and more attention in navigation research due to its robust approximation to non-Gaussian noises and nonlinearity of measuring models. There are lots of works focusing on its application performance compared to extended Kalman filter (EKF) but there is still a myth at the theoretical relationship between the SW-FGO and EKF. In this paper, we find the necessarily fair condition to connect SW-FGO and Kalman filter variants (KFV) (e.g., EKF, iterative EKF (IEKF), robust EKF (REKF) and robust iterative EKF (RIEKF)). Based on the conditions, we propose a recursive FGO (Re-FGO) framework to represent KFV under SW-FGO formulation. Under explicit conditions (Markov assumption, Gaussian noise with L2 loss, and a one-state window), Re-FGO regenerates exactly to EKF/IEKF/REKF/RIEKF, while SW-FGO shows measurable benefits in nonlinear, non-Gaussian regimes at a predictable compute cost. Finally, after clarifying the connection between them, we highlight the unique advantages of SW-FGO in practical phases, especially on numerical estimation and deep learning integration. The code and data used in this work is open sourced at https://github.com/Baoshan-Song/KFV-FGO-Comparison.

Abstract-- This paper presents a comprehensive analysis of how excitation design influences the identification of the inertia properties of rigid nano-and micro-satellites. We simulate nonlinear attitude dynamics with reaction-wheel coupling, actuator limits, and external disturbances, and excite the system using eight torque profiles of varying spectral richness. Two estimators are compared, a batch Least Squares method and an Extended Kalman Filter, across three satellite configurations and time-varying inertia scenarios. Results show that excitation frequency content and estimator assumptions jointly determine estimation accuracy and robustness, offering practical guidance for in-orbit adaptive inertia identification by outlining the conditions under which each method performs best. The ability to accurately characterize the inertia properties of a spacecraft while in mission flight is key for attitude and trajectory control.

Accurate pose and velocity estimation is essential for effective spatial task planning in robotic manipulators. While centralized sensor fusion has traditionally been used to improve pose estimation accuracy, this paper presents a novel decentralized fusion approach to estimate both pose and velocity. We use dual-view measurements from an eye-in-hand and an eye-to-hand vision sensor configuration mounted on a manipulator to track a target object whose motion is modeled as random walk (stochastic acceleration model). The robot runs two independent adaptive extended Kalman filters formulated on a matrix Lie group, developed as part of this work. These filters predict poses and velocities on the manifold $\mathbb{SE}(3) \times \mathbb{R}^3 \times \mathbb{R}^3$ and update the state on the manifold $\mathbb{SE}(3)$. The final fused state comprising the fused pose and velocities of the target is obtained using a correlation-aware fusion rule on Lie groups. The proposed method is evaluated on a UFactory xArm 850 equipped with Intel RealSense cameras, tracking a moving target. Experimental results validate the effectiveness and robustness of the proposed decentralized dual-view estimation framework, showing consistent improvements over state-of-the-art methods.

Muhammad Hafil Nugraha Research Centre for Smart Mechatronics National Research and Innovation Agency Bandung, Indonesia muha167@brin.go.id Estiko Rijanto Research Centre for Smart Mechatronics National Research and Innovation Agency Bandung, Indonesia estiko.rijanto@brin.go.id Oka Mahendra Research Centre for Smart Mechatronics National Research and Innovation Agency Bandung, Indonesia oka.mahendra@brin.go.id Abstract -- Accurate localization is crucial for effectively operating mobile robots in indoor environments. This paper presents a comprehensive approach to mobile robot localization by integrating an ultrasound - based indoor positioning system (IPS) with wheel odometry data via sensor fusion techniques. The Extended Kalman Filter (EKF) fusion method combines the data from the IPS sensors and the robot's wheel odometry, providing a robust and relia ble localization solution. Extensive experiments in a controlled indoor environment reveal that the fusion - based localization system significantly enhances accuracy and precision compared to standalone systems.

Abstract--This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking. We develop an extended Kalman filter (EKF) for real-time state estimation, with the measurement noise modeled as an infinite-dimensional random field. When applied to vision-based state estimation, the measurement Jacobians required to implement the EKF are shown to correspond to image gradients. This result provides a novel system-theoretic justification for the use of image gradients as features for vision-based state estimation, contrasting with their (often heuristic) introduction in many computer-vision pipelines. We demonstrate the practical utility of the EKF on a public real-world dataset involving the localization of an aerial drone using video from a downward-facing monocular camera. The EKF is shown to outperform VINS-MONO, an established visual-inertial odometry algorithm, in some cases achieving mean squared error reductions of up to an order of magnitude.

This paper addresses the estimation of the State Of Charge (SOC) of lithium-ion cells via the combination of two widely used paradigms: Kalman Filters (KFs) equipped with Equivalent Circuit Models (ECMs) and machine-learning approaches. In particular, a recent Virtual Sensor (VS) synthesis technique is considered, which operates as follows: (i) learn an Affine Parameter-Varying (APV) model of the cell directly from data, (ii) derive a bank of linear observers from the APV model, (iii) train a machine-learning technique from features extracted from the observers together with input and output data to predict the SOC. The SOC predictions returned by the VS are supplied to an Extended KF (EKF) as output measurements along with the cell terminal voltage, combining the two paradigms. A data-driven calibration strategy for the noise covariance matrices of the EKF is proposed. Experimental results show that the designed approach is beneficial w.r.t. SOC estimation accuracy and smoothness.

--The extended and unscented Kalman filter, and the particle filter provide a robust framework for fault-tolerant attitude estimation on spacecraft. This paper explores how each filter performs for a large satellite in a low earth orbit. Additionally, various techniques, built on these filters, for fault detection, isolation and recovery from erroneous sensor measurements, are analyzed. Key results from this analysis include filter performance for various fault modes. Communication satellites, satellites conducting scientific research, and reentry vehicles are all examples of spacecraft that need to predict and control their attitude.

-- We present Kalman-filter Assisted Reinforcement Learner (KARL) for dynamic object tracking and grasping over eye-on-hand (EoH) systems, significantly expanding such systems' capabilities in challenging, realistic environments. In comparison to the previous state-of-the-art, KARL (1) incorporates a novel six-stage RL curriculum that doubles the system's motion range, thereby greatly enhancing the system's grasping performance, (2) integrates a robust Kalman filter layer between the perception and reinforcement learning (RL) control modules, enabling the system to maintain an uncertain but continuous 6D pose estimate even when the target object temporarily exits the camera's field-of-view or undergoes rapid, unpredictable motion, and (3) introduces mechanisms to allow retries to gracefully recover from unavoidable policy execution failures. Extensive evaluations conducted in both simulation and real-world experiments qualitatively and quantitatively corroborate KARL's advantage over earlier systems, achieving higher grasp success rates and faster robot execution speed. Source code and supplementary materials for KARL will be made available at: https://github.com/arc-l/karl . Humans, and animals in general, interact with the physical world through observing and handling everyday objects [1], which makes object tracking and manipulation arguably the most fundamental skill for physical intelligence. In robotics, autonomous grasping in stationary settings has been extensively studied [2], [3], typically using decoupled vision and manipulation sub-systems where the camera does not move with the manipulator. While effective for static tasks, this approach struggles in dynamic scenarios where objects move or become occluded. Real-world interactions, such as handovers, require continuous tracking and adaptive grasping, highlighting the need for more integrated solutions.

F 2 = ComplexBN ( ComplexConv (F 1)) (3) Equation 3 further processes the features F 1 from the previous layer through another complex convolution layer, and the output is normalized using complex batch normalization. This step enhances the stability and efficiency of the network by standardizing the features before they are further processed. F 3 = SpatialAttention (ChannelAttention (F 2)) (4) In Equation 4, an attention mechanism (Spatial + Channel) is applied to F 2, which allows the network to focus on the most informative features by weighting them based on their significance in the ego-velocity estimation. We use spatial attention on the feature maps (Doppler, Channels) and channel attention on the samples dimension. Moreover, each complex-valued residual block in the network incorporates a skip connection. This means that the output of each block is concatenated with its input before being passed to the subsequent blocks. This architecture choice helps to mitigate the vanishing gradient problem during training by allowing gradients to flow directly through the network layers, thus enhancing the learning and convergence of the network [34]. The network is designed to effectively handle the complex-valued input from radar scans, ensuring robust feature extraction for subsequent processing stages.