Related papers: Validation of Kalman Filter alignment algorithm wi…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.
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…