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In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…

Optimization and Control · Mathematics 2019-09-17 Bojana Rosic

Recent advances in the fields of robotics and automation have spurred significant interest in robust state estimation. To enable robust state estimation, several methodologies have been proposed. One such technique, which has shown…

Signal Processing · Electrical Eng. & Systems 2019-10-15 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

In computational reinforcement learning, a growing body of work seeks to construct an agent's perception of the world through predictions of future sensations; predictions about environment observations are used as additional input features…

Machine Learning · Computer Science 2022-06-15 Alexandra Kearney , Anna Koop , Johannes Günther , Patrick M. Pilarski

This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational inference. Three different parameterizations of the assumed…

Applications · Statistics 2025-01-15 Dimas Abreu Archanjo Dutra

Solving multiagent problems can be an uphill task due to uncertainty in the environment, partial observability, and scalability of the problem at hand. Especially in an urban setting, there are more challenges since we also need to maintain…

Artificial Intelligence · Computer Science 2020-11-11 Jiajing Ling , Kushagra Chandak , Akshat Kumar

In panel data subject to nonignorable attrition, auxiliary (refreshment) sampling may restore full identification under weak assumptions on the attrition process. Despite their generality, these identification strategies have seen limited…

Econometrics · Economics 2025-12-16 Grigory Franguridi , Jinyong Hahn , Pierre Hoonhout , Arie Kapteyn , Geert Ridder

A long-lived Bayesian agent observes costly signals of a time-varying state. He chooses the signals' precisions sequentially, balancing their costs and marginal informativeness. I compare the optimal myopic and forward-looking precisions…

Theoretical Economics · Economics 2026-01-29 Benjamin Davies

We consider sequential state and parameter learning in state-space models with intractable state transition and observation processes. By exploiting low-rank tensor train (TT) decompositions, we propose new sequential learning methods for…

Numerical Analysis · Mathematics 2024-07-04 Yiran Zhao , Tiangang Cui

The application of radio-based positioning systems is ever increasing. In light of the dissemination of the Internet of Things and location-aware communication systems, the demands on localization architectures and amount of possible use…

Signal Processing · Electrical Eng. & Systems 2022-07-19 Andrea Jung , Paul Schwarzbach , Oliver Michler

Spatial data exhibits the property that nearby points are correlated. This also holds for learnt representations across layers, but not for commonly used weight initialization methods. Our theoretical analysis quantifies the learning…

Machine Learning · Computer Science 2023-02-03 Johannes Schneider

Dead time effects have been considered a major limitation for fast data acquisition in various time-correlated single photon counting applications, since a commonly adopted approach for dead time mitigation is to operate in the low-flux…

Signal Processing · Electrical Eng. & Systems 2019-06-26 Joshua Rapp , Yanting Ma , Robin M. A. Dawson , Vivek K Goyal

The problem of state reconstruction is considered for uncertain linear time-invariant systems with overparameterization, arbitrary state-space matrices and unknown additive perturbation described by an exosystem. A novel adaptive observer…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Anton Glushchenko , Konstantin Lastochkin

Extended object tracking methods based on random matrices, founded on Bayesian filters, have been able to achieve efficient recursive processes while jointly estimating the kinematic states and extension of the targets. Existing random…

Signal Processing · Electrical Eng. & Systems 2025-05-27 Zhixing Wang , Le Zheng , Shi Yan , Ruud J. G. van Sloun , Nir Shlezinger , Yonina C. Eldar

Reconstructing cosmological initial conditions (ICs) from late-time observations is a difficult task, which relies on the use of computationally expensive simulators alongside sophisticated statistical methods to navigate multi-million…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-22 Oleg Savchenko , Florian List , Guillermo Franco Abellán , Noemi Anau Montel , Christoph Weniger

Recently, model-based agents have achieved better performance than model-free ones using the same computational budget and training time in single-agent environments. However, due to the complexity of multi-agent systems, it is tough to…

Multiagent Systems · Computer Science 2022-12-08 Zhiwei Xu , Dapeng Li , Bin Zhang , Yuan Zhan , Yunpeng Bai , Guoliang Fan

The outcome of Jacobian singular values regularization was studied for supervised learning problems. It also was shown that Jacobian conditioning regularization can help to avoid the ``mode-collapse'' problem in Generative Adversarial…

Machine Learning · Computer Science 2020-07-15 Arip Asadulaev , Igor Kuznetsov , Gideon Stein , Andrey Filchenkov

Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…

Machine Learning · Statistics 2025-07-18 Pardha Sai Krishna Ala , Ameya Salvi , Venkat Krovi , Matthias Schmid

This paper addresses the considerations that comes along with adopting decentralized communication for multi-agent localization applications in discrete state spaces. In this framework, we extend the original formulation of the Bayes…

Multiagent Systems · Computer Science 2023-01-24 Dom Huh , Prasant Mohapatra

Slow feature analysis (SFA), as a method for learning slowly varying features in classification and signal analysis, has attracted increasing attention in recent years. Recent probabilistic extensions to SFA learn effective representations…

Machine Learning · Computer Science 2025-09-10 Vishal Rishi

Reinforcement learning in partially observable environments is typically challenging, as it requires agents to learn an estimate of the underlying system state. These challenges are exacerbated in multi-agent settings, where agents learn…

Artificial Intelligence · Computer Science 2025-04-14 Paul J. Pritz , Kin K. Leung