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Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

This Note investigates the bias of the sampling importance resampling (SIR) filter in estimation of the state transition noise in the state space model. The SIR filter may suffer from sample impoverishment that is caused by the resampling…

Systems and Control · Computer Science 2017-07-31 Tiancheng Li

Molecular simulations can provide microscopic insight into the physical and chemical driving forces of complex molecular processes. Despite continued advancement of simulation methodology, model errors may lead to inconsistencies between…

Chemical Physics · Physics 2016-02-12 Joseph F. Rudzinski , Kurt Kremer , Tristan Bereau

Many commercial and defense applications involve multisensor, multitarget tracking, requiring the fusion of information from a set of sensors. An interesting use case occurs when data available at a central node (due to geometric diversity…

Signal Processing · Electrical Eng. & Systems 2024-10-04 Zachary Chance

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

Simulation is used extensively in autonomous systems, particularly in robotic manipulation. By far, the most common approach is to train a controller in simulation, and then use it as an initial starting point for the real system. We…

Machine Learning · Statistics 2021-10-06 Shirli Di Castro Shashua , Dotan Di Castro , Shie Mannor

Modeling an unknown dynamical system is crucial in order to predict the future behavior of the system. A standard approach is training recurrent models on measurement data. While these models typically provide exact short-term predictions,…

Machine Learning · Computer Science 2023-03-02 Katharina Ensinger , Sebastian Ziesche , Barbara Rakitsch , Michael Tiemann , Sebastian Trimpe

In principle a quantum system could be used to simulate another quantum system. The purpose of such a simulation would be to obtain information about problems which cannot be simulated with a classical computer due to the exponential…

Quantum Physics · Physics 2013-05-30 Nayeli Zuniga-Hansen , Yu-Chieh Chi , Mark S. Byrd

Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…

Data Analysis, Statistics and Probability · Physics 2015-05-22 Paul A. Wiggins , Colin H. LaMont

Simulation can enable the study of recommender system (RS) evolution while circumventing many of the issues of empirical longitudinal studies; simulations are comparatively easier to implement, are highly controlled, and pose no ethical…

Computers and Society · Computer Science 2021-08-02 Amy A. Winecoff , Matthew Sun , Eli Lucherini , Arvind Narayanan

Every quantum system is coupled to an environment. Such system-environment interaction leads to temporal correlation between quantum operations at different times, resulting in non-Markovian noise. In principle, a full characterisation of…

Quantum Physics · Physics 2021-09-01 K. Goswami , C. Giarmatzi , C. Monterola , S. Shrapnel , J. Romero , F. Costa

The particle filter is a popular Bayesian filtering algorithm for use in cases where the state-space model is nonlinear and/or the random terms (initial state or noises) are non-Gaussian distributed. We study the behavior of the error in…

Computation · Statistics 2019-03-29 Ziyu Liu , Shihong Wei , James C. Spall

Learning-based methods commonly treat state estimation in robotics as a sequence modeling problem. While this paradigm can be effective at maximizing end-to-end performance, models are often difficult to interpret and expensive to train,…

Robotics · Computer Science 2026-05-07 Lennart Röstel , Berthold Bäuml

Benchmark experiments are required to test, compare, tune, and understand optimization algorithms. Ideally, benchmark problems closely reflect real-world problem behavior. Yet, real-world problems are not always readily available for…

Neural and Evolutionary Computing · Computer Science 2020-08-17 Martin Zaefferer , Frederik Rehbach

Deterministic models are approximations of reality that are easy to interpret and often easier to build than stochastic alternatives. Unfortunately, as nature is capricious, observational data can never be fully explained by deterministic…

Machine Learning · Computer Science 2020-03-31 Andrew Warrington , Saeid Naderiparizi , Frank Wood

This paper investigates in detail the effects of noise on the performance of reservoir computing. We focus on an application in which reservoir computers are used to learn the relationship between different state variables of a chaotic…

Neural and Evolutionary Computing · Computer Science 2023-05-10 Chad Nathe , Chandra Pappu , Nicholas A. Mecholsky , Joseph D. Hart , Thomas Carroll , Francesco Sorrentino

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…

Probability · Mathematics 2015-06-18 Wonjung Lee , Chris Farmer

One central issue in the formal design and analysis of reactive systems is the notion of refinement that asks whether all behaviors of the implementation is allowed by the specification. The local interpretation of behavior leads to the…

Logic in Computer Science · Computer Science 2012-06-22 Krishnendu Chatterjee , Siddhesh Chaubal , Pritish Kamath

State transitions are fundamental in biological systems but challenging to observe directly. Here, we present the first single-cell observation of state transitions in a synthetic bacterial genetic circuit. Using a mother machine, we…

Statistical Mechanics · Physics 2026-05-21 Jianzhe Wei , Jingwen Zhu , Pan Chu , Liang Luo , Xiongfei Fu

We analyze the complexity of classically simulating continuous-time dynamics of locally interacting quantum spin systems with a constant rate of entanglement breaking noise. We prove that a polynomial time classical algorithm can be used to…

Quantum Physics · Physics 2022-11-11 Rahul Trivedi , J. Ignacio Cirac
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