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A number of methods have been introduced for the fair ML issue, most of them complex and many of them very specific to the underlying ML moethodology. Here we introduce a new approach that is simple, easily explained, and potentially…
Recent advances in counter-adversarial systems have garnered significant research attention to inverse filtering from a Bayesian perspective. For example, interest in estimating the adversary's Kalman filter tracked estimate with the…
The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that…
The extraction of a signal from some observational data sets that contain different contaminant emissions, often at a greater level than the signal itself, is a common problem in Astrophysics and Cosmology. The signal can be recovered, for…
In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…
This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…
Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…
Conventional machine learning techniques are conducted in a centralized manner. Recently, the massive volume of generated wireless data, the privacy concerns and the increasing computing capabilities of wireless end-devices have led to the…
The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…
Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…
We propose using a discounted version of a convex combination of the log-likelihood with the corresponding expected log-likelihood such that when they are maximized they yield a filter, predictor and smoother for time series. This paper…
Federated Learning (FL) is a distributed machine learning (ML) type of processing that preserves the privacy of user data, sharing only the parameters of ML models with a common server. The processing of FL requires specific latency and…
The kinematics of many nonlinear control systems, especially in the robotics field, admit a transitive Lie-group symmetry, which is useful in high performance observer design. The recently proposed equivariant filter (EqF) exploits…
The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…
Weighted finite automata (WFA) can expressively model functions defined over strings but are inherently linear models. Given the recent successes of nonlinear models in machine learning, it is natural to wonder whether ex-tending WFA to the…
Image enhancement is a common technique used to mitigate issues such as severe noise, low brightness, low contrast, and color deviation in low-light images. However, providing an optimal high-light image as a reference for low-light image…
In this paper, we first review the theory of symmetry-preserving observers and we mention some recent results. Then, we apply the theory to Extended Kalman Filter-based Simultaneous Localization and Mapping (EKF SLAM). It allows to derive a…
Wireless Sensor Network (WSN) localization refers to the problem of determining the position of each of the agents in a WSN using noisy measurement information. In many cases, such as in distance and bearing-based localization, the…
Over the last decade, both the neural network and kernel adaptive filter have successfully been used for nonlinear signal processing. However, they suffer from high computational cost caused by their complex/growing network structures. In…
The paper presents a comparison of performance of two Kalman Filters: extended Kalman filter (EKF) and unscented Kalman filter (UKF) in a hybrid Bluetooth-Low-Energy-ultra-wideband (BLE-UWB) based localization system. In the system, the…