Papers › Risk-Sensitive Extended Kalman Filter
Risk-Sensitive Extended Kalman Filter
Armand Jordana, Avadesh Meduri, Etienne Arlaud, Justin Carpentier, Ludovic Righetti
The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.
In robotics, designing robust algorithms in the face of estimation uncertainty is a challenging task. Indeed, controllers often do not consider the estimation uncertainty and only rely on the most likely estimated state. Consequently, sudden changes in the environment or the robot's dynamics can lead to catastrophic behaviors. In this work, we present a risk-sensitive Extended Kalman Filter that allows doing output-feedback Model Predictive Control (MPC) safely. This filter adapts its estimation to the control objective. By taking a pessimistic estimate concerning the value function resulting from the MPC controller, the filter provides increased robustness to the controller in phases of uncertainty as compared to a standard Extended Kalman Filter (EKF). Moreover, the filter has the same complexity as an EKF, so that it can be used for real-time model-predictive control. The paper evaluates the risk-sensitive behavior of the proposed filter when used in a nonlinear model-predictive control loop on a planar drone and industrial manipulator in simulation, as well as on an external force estimation task on a real quadruped robot. These experiments demonstrate the abilities of the approach to improve performance in the face of uncertainties significantly.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections