Related papers: Particle Filters in Robotics (Invited Talk)
This article considers the problem of storing the paths generated by a particle filter and more generally by a sequential Monte Carlo algorithm. It provides a theoretical result bounding the expected memory cost by $T + C N \log N$ where…
This paper concerns numerical assessment of Monte Carlo error in particle filters. We show that by keeping track of certain key features of the genealogical structure arising from resampling operations, it is possible to estimate variances…
Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…
During the last two decades there has been a growing interest in Particle Filtering (PF). However, PF suffers from two long-standing problems that are referred to as sample degeneracy and impoverishment. We are investigating methods that…
Differently from animals, robots can record its experience correctly for long time. We propose a novel algorithm that runs a particle filter on the time sequence of the experience. It can be applied to some teach-and-replay tasks. In a…
The number of resident space objects is rising at an alarming rate. Mega-constellations and breakup events are proliferating in most orbital regimes, and safe navigation is becoming increasingly problematic. It is important to be able to…
Machine learning has been applied to several problems in particle physics research, beginning with applications to high-level physics analysis in the 1990s and 2000s, followed by an explosion of applications in particle and event…
Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity,…
We give a cross-disciplinary survey on ``population'' Monte Carlo algorithms. In these algorithms, a set of ``walkers'' or ``particles'' is used as a representation of a high-dimensional vector. The computation is carried out by a random…
Particle robots are novel biologically-inspired robotic systems where locomotion can be achieved collectively and robustly, but not independently. While its control is currently limited to a hand-crafted policy for basic locomotion tasks,…
Particle filtering is a numerical Bayesian technique that has great potential for solving sequential estimation problems involving non-linear and non-Gaussian models. Since the estimation accuracy achieved by particle filters improves as…
Particle accelerators are complex facilities that produce large amounts of structured data and have clear optimization goals as well as precisely defined control requirements. As such they are naturally amenable to data-driven research…
This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a compact and connected matrix Lie group without boundary, e.g. SO(n) and SE(n), in the presence of real-valued observations. This…
When underlying probability density functions of nonlinear dynamic systems are unknown, the filtering problem is known to be a challenging problem. This paper attempts to make progress on this problem by proposing a new class of filtering…
In this work, we develop tracking and estimation techniques relevant to underwater targets. Particularly, we explore particle filtering techniques for target tracking. It is a numerical approximation method for implementing a recursive…
Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the filter is guaranteed when the number of particles tends to…
Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…
Multi-object state estimation is a fundamental problem for robotic applications where a robot must interact with other moving objects. Typically, other objects' relevant state features are not directly observable, and must instead be…
We propose a divide-and-conquer approach to filtering which decomposes the state variable into low-dimensional components to which standard particle filtering tools can be successfully applied and recursively merges them to recover the full…
Differentiable particle filters are an emerging class of particle filtering methods that use neural networks to construct and learn parametric state-space models. In real-world applications, both the state dynamics and measurements can…