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Many interventional surgical procedures rely on medical imaging to visualise and track instruments. Such imaging methods not only need to be real-time capable, but also provide accurate and robust positional information. In ultrasound…

Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting and prediction of epidemics. Particle filters are a widely…

Statistics Theory · Mathematics 2025-03-21 E. Calvello , J. A. Carrillo , F. Hoffmann , P. Monmarché , A. M. Stuart , U. Vaes

A commonly encountered problem is the tracking of a physical object, like a maneuvering ship, aircraft, land vehicle, spacecraft or animate creature carrying a wireless device. The sensor data is often limited and inaccurate observations of…

Systems and Control · Computer Science 2015-03-02 Kevin Judd

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

Dynamical Systems · Mathematics 2025-11-07 Diego Olguín , Axel Osses , Héctor Ramírez

In this article, we complement recent results on the convergence of the state estimate obtained by applying the discrete-time Kalman filter on a time-sampled continuous-time system. As the temporal discretization is refined, the estimate…

Optimization and Control · Mathematics 2015-12-09 Atte Aalto

Contemporary data assimilation often involves millions of prediction variables. The classical Kalman filter is no longer computationally feasible in such a high dimensional context. This problem can often be resolved by exploiting the…

Statistics Theory · Mathematics 2016-06-30 Andrew J. Majda , Xin T. Tong

Practical data assimilation algorithms often contain hyper-parameters, which may arise due to, for instance, the use of certain auxiliary techniques like covariance inflation and localization in an ensemble Kalman filter, the…

Computation · Statistics 2022-06-08 Xiaodong Luo , Chuan-An Xia

In an age of exponentially increasing data generation, performing inference tasks by utilizing the available information in its entirety is not always an affordable option. The present paper puts forth approaches to render tracking of…

Applications · Statistics 2017-06-07 Dimitris Berberidis , Georgios B. Giannakis

We present a new online approach to track human whole-body motion from motion capture data, i.e., positions of labeled markers attached to the human body. Tracking in noisy data can be effectively performed with the aid of well-established…

Systems and Control · Computer Science 2015-11-16 Jannik Steinbring , Christian Mandery , Nikolaus Vahrenkamp , Tamim Asfour , Uwe D. Hanebeck

This paper presents a novel tightly-coupled monocular visual-inertial Simultaneous Localization and Mapping algorithm, which provides accurate and robust localization within the globally consistent map in real time on a standard CPU. This…

Robotics · Computer Science 2021-02-24 Meixiang Quan , Songhao Piao , Minglang Tan , Shi-Sheng Huang

Recently channel state information (CSI) measurements from commercial multi input multi output (MIMO) WiFi systems have been ubiquitously used for different wireless sensing applications. However, the phase of the CSI realizations is…

Signal Processing · Electrical Eng. & Systems 2021-05-04 Chu Li , Jeremy Brauer , Aydin Sezgin , Christian Zenger

We introduce a synergistic approach to double-talk robust acoustic echo cancellation combining adaptive Kalman filtering with a deep neural network-based postfilter. The proposed algorithm overcomes the well-known limitations of Kalman…

Audio and Speech Processing · Electrical Eng. & Systems 2022-03-07 Thomas Haubner , Mhd. Modar Halimeh , Andreas Brendel , Walter Kellermann

The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…

Neural and Evolutionary Computing · Computer Science 2021-04-30 Beren Millidge , Alexander Tschantz , Anil Seth , Christopher Buckley

In this paper we introduce a new linear filtering technique, the so-called matrix filters, that maximizes the signal-to-interference ratio of compact sources of unknown intensity embedded in a set of images by taking into account the…

Astrophysics · Physics 2009-11-13 D. Herranz , J. L. Sanz

Accurate estimation and prediction of trajectory is essential for the capture of any high speed target. In this paper, an extended Kalman filter (EKF) is used to track the target in the first loop of the trajectory to collect data points…

This paper proposes a novel convex optimization framework for designing robust Kalman filters that guarantee a user-specified steady-state error while maximizing process and sensor noise. The proposed framework simultaneously determines the…

Systems and Control · Electrical Eng. & Systems 2024-03-06 Himanshu Prabhat , Raktim Bhattacharya

In this work we present a new catalogue of Cosmic Filaments obtained from the latest Sloan Digital Sky Survey (SDSS) public data. In order to detect filaments, we implement a version of the Subspace-Constrained Mean-Shift algorithm, boosted…

Cosmology and Nongalactic Astrophysics · Physics 2022-04-28 Javier Carrón Duque , Marina Migliaccio , Domenico Marinucci , Nicola Vittorio

We introduce Kalman Gradient Descent, a stochastic optimization algorithm that uses Kalman filtering to adaptively reduce gradient variance in stochastic gradient descent by filtering the gradient estimates. We present both a theoretical…

Machine Learning · Statistics 2018-10-30 James Vuckovic

The Robust Alignment algorithm for the ATLAS silicon detectors is presented. It is an iterative method based on centering residual and overlap residual distributions. Tests on simulated and real data are discussed.

Instrumentation and Detectors · Physics 2007-10-08 Florian Heinemann

The CMS Hadron Calorimeter in the barrel, endcap and forward regions is fully commissioned. Cosmic ray data were taken with and without magnetic field at the surface hall and after installation in the experimental hall, hundred meters…

Instrumentation and Detectors · Physics 2012-08-27 CMS Collaboration
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