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Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…

Machine Learning · Statistics 2024-04-03 Chaitra Agrahar , William Poole , Simone Bianco , Hana El-Samad

Particle Swarm Optimization (PSO) is a stochastic technique for solving the optimization problem. Attempts have been made to shorten the computation times of PSO based algorithms with massive threads on GPUs (graphic processing units),…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-05 Chuan-Chi Wang , Chun-Yen Ho , Chia-Heng Tu , Shih-Hao Hung

This paper considers the Linear Minimum Variance recursive state estimation for the linear discrete time dynamic system with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is shown…

Information Theory · Computer Science 2007-07-13 Dandan Luo , Yunmin Zhu

Discovering causal relationships from observational data is a crucial problem and it has applications in many research areas. The PC algorithm is the state-of-the-art constraint based method for causal discovery. However, runtime of the PC…

Artificial Intelligence · Computer Science 2016-11-11 Thuc Duy Le , Tao Hoang , Jiuyong Li , Lin Liu , Huawen Liu

The main goal of parallel processing is to provide users with performance that is much better than that of single processor systems. The execution of jobs is scheduled, which requires certain resources in order to meet certain criteria.…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-07 Yang Cao , Fei Wu , Thomas Robertazzi

We study the problem of scheduling jobs on fault-prone machines communicating via a shared channel, also known as multiple-access channel. We have $n$ arbitrary length jobs to be scheduled on $m$ identical machines, $f$ of which are prone…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-26 Marek Klonowski , Dariusz R. Kowalski , Jarosław Mirek , Prudence W. H. Wong

We develop a framework for computing two foundational analyses for concurrent higher-order programs: (control-)flow analysis (CFA) and may-happen-in-parallel analysis (MHP). We pay special attention to the unique challenges posed by the…

Programming Languages · Computer Science 2011-06-15 Matthew Might , David Van Horn

The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors…

Numerical Analysis · Mathematics 2019-06-26 Nikolas Nüsken , Sebastian Reich , Paul J. Rozdeba

Angular path integration is the ability of a system to estimate its own heading direction from potentially noisy angular velocity (or increment) observations. Non-probabilistic algorithms for angular path integration, which rely on a…

Robotics · Computer Science 2022-01-19 Anna Kutschireiter , Luke Rast , Jan Drugowitsch

Particle filter (PF) sequential Monte Carlo (SMC) methods are very attractive for the estimation of parameters of time dependent systems where the data is either not all available at once, or the range of time constants is wide enough to…

Computation · Statistics 2019-11-25 Andrea Arnold , Daniela Calvetti , Erkki Somersalo

This paper investigates the combination of two model predictive control concepts, sequential model predictive control and long-horizon model predictive control for power electronics. To achieve sequential model predictive control, the…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Ferdinand Grimm , Zhenbin Zhang , Mehdi Baghdadi

Renewable energy policies have driven the wood pellet market over the last decades worldwide. Among other factors, the return from this business depends largely on how well the producers manage the uncertainty associated with biomass yield…

Optimization and Control · Mathematics 2021-04-29 Amin Aghalari , Badr Saleh Aladwan , Bruno Silva , Shaun Tanger , Mohammad Marufuzzaman , Veera Gnaneswar Gude

In this paper we propose a new parallel algorithm for solving global optimization (GO) multidimensional problems. The method unifies two powerful approaches for accelerating the search: parallel computations and local tuning on the behavior…

Optimization and Control · Mathematics 2011-03-31 Yaroslav D. Sergeyev

We study the restricted case of Scheduling on Unrelated Parallel Machines. In this problem, we are given a set of jobs $J$ with processing times $p_j$ and each job may be scheduled only on some subset of machines $S_j \subseteq M$. The goal…

Data Structures and Algorithms · Computer Science 2016-12-14 Chidambaram Annamalai

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

We investigate the global scheduling of sporadic, implicit deadline, real-time task systems on multiprocessor platforms. We provide a task model which integrates job parallelism. We prove that the time-complexity of the feasibility problem…

Operating Systems · Computer Science 2008-05-22 S. Collette , L. Cucu , J. Goossens

This paper is concerned with a recently developed paradigm for population-based optimization, termed particle filter optimization (PFO). This paradigm is attractive in terms of coherence in theory and easiness in mathematical analysis and…

Machine Learning · Statistics 2018-11-26 Bin Liu , Yaochu Jin

This paper is about a parallel algorithm for tube-based model predictive control. The proposed control algorithm solves robust model predictive control problems suboptimally, while exploiting their structure. This is achieved by…

Optimization and Control · Mathematics 2019-10-09 Kai Wang , Yuning Jiang , Juraj Oravec , Mario E. Villanueva , Boris Houska

Decision trees are highly famous in machine learning and usually acquire state-of-the-art performance. Despite that, well-known variants like CART, ID3, random forest, and boosted trees miss a probabilistic version that encodes prior…

Artificial Intelligence · Computer Science 2022-07-27 Efthyvoulos Drousiotis , Paul G. Spirakis

The performance of anytime algorithms can be improved by simultaneously solving several instances of algorithm-problem pairs. These pairs may include different instances of a problem (such as starting from a different initial state),…

Artificial Intelligence · Computer Science 2011-06-28 L. Finkelstein , S. Markovitch , E. Rivlin
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