Related papers: Recursive Estimation of Orientation Based on the B…
This paper provides new conditions for dynamic optimality in discrete time and uses them to establish fundamental dynamic programming results for several commonly used recursive preference specifications. These include Epstein-Zin…
We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…
The filtering problem of causally estimating a desired signal from a related observation signal is investigated through the lens of regret optimization. Classical filter designs, such as $\mathcal H_2$ (Kalman) and $\mathcal H_\infty$,…
In this paper we study a linear inverse problem with a biological interpretation, which is modeled by a Fredholm integral equation of the first kind. When the kernel in the Fredholm equation is represented by step func- tions, we obtain…
We consider the inverse Calder\'on problem consisting of determining the conductivity inside a medium by electrical measurements on its surface. Ideally, these measurements determine the Dirichlet-to-Neumann map and, therefore, one usually…
A method is presented in which matrix elements for some processes are calculated recursively. This recursive calculational technique is based on the method of basis spinors.
The combined use of data from different sources can be critical in emergencies, where accurate models are needed to make real-time decisions, but high-fidelity representations and detailed information are simply unavailable. This study…
The article presents a study on the biobjective inventory routing problem. Contrary to most previous research, the problem is treated as a true multi-objective optimization problem, with the goal of identifying Pareto-optimal solutions. Due…
In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…
This paper presents a complex order filter developed and subsequently integrated into a PID-based controller design. The nonlinear filter is designed with reset elements to have describing function based frequency response similar to that…
We address the problem of segmenting an object given a natural language expression that describes it. Current techniques tackle this task by either (\textit{i}) directly or recursively merging linguistic and visual information in the…
In many applications, one is interested in classifying trajectories of Hamiltonian systems as invariant tori, islands, or chaos. The convergence rate of ergodic Birkhoff averages can be used to categorize these regions, but many iterations…
We consider the problem of optimal control for partially observed dynamical systems. Despite its prevalence in practical applications, there are still very few algorithms available, which take uncertainties in the current state estimates…
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…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…
This book aims to provide a brief overview of recent advancements in the theory of inverse problems for stochastic partial differential equations. In order to keep the content concise, we will only discuss the inverse problems of two…
Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…
Real-world applications of bipedal robot walking require accurate, real-time state estimation. State estimation for locomotion over dynamic rigid surfaces (DRS), such as elevators, ships, public transport vehicles, and aircraft, remains…
This paper presents a novel filter with low computational demand to address the problem of orientation estimation of a robotic platform. This is conventionally addressed by extended Kalman filtering of measurements from a sensor suit which…
This paper focusses on robust estimation of location and concentration parameters of the von Mises-Fisher distribution in the Bayesian framework. The von Mises-Fisher (or Langevin) distribution has played a central role in directional…