3 papers
math.OC2026
Linear Exponential Quadratic Gaussian Covariance Steering
Chiran B. Cherian, Yasemin Isik, Abhishek Halder
We formulate and analyze the linear exponential quadratic Gaussian (LEQG) covariance steering problem in continuous time over a given deadline (finite time horizon). The solution f…
eess.SY2026
Polynomial Updates for the Unscented Kalman Filter
Chiran Cherian, Simone Servadio
Most nonlinear filters used in spacecraft navigation are based on a linear approximation of the optimal minimum mean square error estimator. The Unscented Kalman Filter (UKF) handl…
cs.IT2025
Quadratic Extended and Unscented Kalman Filter Updates
Simone Servadio, Chiran Cherian
Common filters are usually based on the linear approximation of the optimal minimum mean square error estimator. The Extended and Unscented Kalman Filters handle nonlinearity throu…