Related papers: Recursive Estimation of Orientation Based on the B…
The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…
This paper describes a method for the online state estimation of systems described by a general class of linear noncausal time-varying difference descriptor equations subject to uncertainties. The method is based on the notions of a linear…
The Ensemble Kalman Filter method can be used as an iterative particle numerical scheme for state dynamics estimation and control--to--observable identification problems. In applications it may be required to enforce the solution to satisfy…
This paper addresses the problem of steering a state distribution over a finite horizon in discrete time with output feedback. The incorporation of output feedback introduces additional challenges arising from the statistical coupling…
In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…
Both constrained and unconstrained optimization problems regularly appear in recursive tracking problems engineers currently address -- however, constraints are rarely exploited for these applications. We define the Kalman Filter and…
We consider a robust filtering problem where the robust filter is designed according to the least favorable model belonging to a ball about the nominal model. In this approach, the ball radius specifies the modeling error tolerance and the…
There is a growing interest in characterizing circular data found in biological systems. Such data are wide ranging and varied, from signal phase in neural recordings to nucleotide sequences in round genomes. Traditional clustering…
This article is an exhaustive revision of concepts and formulas related to quaternions and rotations in 3D space, and their proper use in estimation engines such as the error-state Kalman filter. The paper includes an in-depth study of the…
Nonlinear filtering problems are encountered in many applications, and one solution approach is the extended Kalman filter, which is not always convergent. Therefore, it is crucial to identify conditions under which the extended Kalman…
The proper handling of 3D orientations is a central element in many optimization problems in engineering. Unfortunately many researchers and engineers struggle with the formulation of such problems and often fall back to suboptimal…
The need for statistical models of orientations arises in many applications in engineering and computer science. Orientational data appear as sets of angles, unit vectors, rotation matrices or quaternions. In the field of directional…
In this paper, we present a new ensemble-based filter method by reconstructing the analysis step of the particle filter through a transport map, which directly transports prior particles to posterior particles. The transport map is…
This paper introduces a novel approach to detect and address faulty or corrupted external sensors in the context of inertial navigation by leveraging a switching Kalman Filter combined with parameter augmentation. Instead of discarding the…
Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data is acquired sequentially. The Kalman filter plays a…
This work addresses the critical lack of precision in state estimation in the Kalman filter for 3D multi-object tracking (MOT) and the ongoing challenge of selecting the appropriate motion model. Existing literature commonly relies on…
Particle filters flexibly represent multiple posterior modes nonparametrically, via a collection of weighted samples, but have classically been applied to tracking problems with known dynamics and observation likelihoods. Such generative…
This paper studies the problem of identifying directions of axial symmetry in multivariate distributions. Theoretical results are derived on how the measure or cardinality of the set of symmetry directions relates to spherical symmetry. The…
Consider a space object in an orbit about the earth. An uncertain initial state can be represented as a point cloud which can be propagated to later times by the laws of Newtonian motion. If the state of the object is represented in…
We introduce a new rotationally invariant viewing angle classification method for identifying, among a large number of Cryo-EM projection images, similar views without prior knowledge of the molecule. Our rotationally invariant features are…