Related papers: KARMA: Kalman-based autoregressive moving average …

This report focuses on algorithms that perform single-channel speech enhancement. The author of this report uses modulation-domain Kalman filtering algorithms for speech enhancement, i.e. noise suppression and dereverberation, in [1], [2],…

We propose analytical mean square error (MSE) expressions for the Kalman filter (KF) and the Kalman smoother (KS) for benchmark studies, where the true system dynamics are unknown or unavailable to the estimator. In such cases, as in…

The Vector AutoRegressive Moving Average (VARMA) model is fundamental to the theory of multivariate time series; however, identifiability issues have led practitioners to abandon it in favor of the simpler but more restrictive Vector…

Tag population estimation has recently attracted significant research attention due to its paramount importance on a variety of radio frequency identification (RFID) applications. However, most, if not all, of existing estimation mechanisms…

In this paper, a position and velocity estimation method for robotic manipulators which are affected by constant bounded disturbances is considered. The tracking control problem is formulated as a disturbance rejection problem, with all the…

Inertial motion capture systems widely use low-cost IMUs to obtain the orientation of human body segments, but these sensors alone are unable to estimate link positions. Therefore, this research used a SLAM method in conjunction with…

Robust object tracking requires knowledge of tracked objects' appearance, motion and their evolution over time. Although motion provides distinctive and complementary information especially for fast moving objects, most of the recent…

Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

Tracking often uses a multi-stage pipeline of feature extraction, target information integration, and bounding box estimation. To simplify this pipeline and unify the process of feature extraction and target information integration, we…

Space-based coronagraphs for future earth-like planet detection will require focal plane wavefront control techniques to achieve the necessary contrast levels. These correction algorithms are iterative and the control methods require an…

This paper studies the state estimation problem of linear discrete-time systems with stochastic unknown inputs. The unknown input is a wide-sense stationary process while no other prior informaton needs to be known. We propose an…

Human trajectory forecasting requires capturing the multimodal nature of pedestrian behavior. However, existing approaches suffer from prior misalignment. Their learned or fixed priors often fail to capture the full distribution of…

Accurately backpropagating the gradient through categorical variables is a challenging task that arises in various domains, such as training discrete latent variable models. To this end, we propose CARMS, an unbiased estimator for…

We propose a probabilistic filtering method which fuses joint measurements with depth images to yield a precise, real-time estimate of the end-effector pose in the camera frame. This avoids the need for frame transformations when using it…

Training objectives based on predictive coding have recently been shown to be very effective at learning meaningful representations from unlabeled speech. One example is Autoregressive Predictive Coding (Chung et al., 2019), which trains an…

Passive acoustic mapping enables the spatial mapping and temporal monitoring of cavitation activity, playing a crucial role in therapeutic ultrasound applications. Most conventional beamforming methods, whether implemented in the time or…

One of the important and widely used classes of models for non-Gaussian time series is the generalized autoregressive model average models (GARMA), which specifies an ARMA structure for the conditional mean process of the underlying time…

This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF)…

State-space mixed-frequency vector autoregressions are now widely used for nowcasting. Despite their popularity, estimating such models can be computationally intensive, especially for large systems with stochastic volatility. To tackle the…

Beamforming structures with fixed beam codebooks provide economical solutions for millimeter wave (mmWave) communications due to the low hardware cost. However, the training overhead to search for the optimal beamforming configuration is…