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Particle Filtering (PF) methods are an established class of procedures for performing inference in non-linear state-space models. Resampling is a key ingredient of PF, necessary to obtain low variance likelihood and states estimates.…

Machine Learning · Statistics 2021-07-01 Adrien Corenflos , James Thornton , George Deligiannidis , Arnaud Doucet

Water treatment and liquid storage are the two plants implementing the hydraulic three-tank system. Maintaining certain levels is the critical scenario so that the systems run as desired. To deal with, the optimal linear control and the…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Bambang L. Widjiantoro , Katherin Indriawati , Moh Kamalul Wafi

We study the problem of searching for and tracking a collection of moving targets using a robot with a limited Field-Of-View (FOV) sensor. The actual number of targets present in the environment is not known a priori. We propose a search…

Robotics · Computer Science 2021-05-11 Yoonchang Sung , Pratap Tokekar

This study proposes a new Gaussian Mixture Filter (GMF) to improve the estimation performance for the autonomous robotic radio signal source search and localization problem in unknown environments. The proposed filter is first tested with a…

Robotics · Computer Science 2025-06-16 Sukkeun Kim , Sangwoo Moon , Ivan Petrunin , Hyo-Sang Shin , Shehryar Khattak

Target tracking using observations from multiple sensors can achieve better estimation performance than a single sensor. The most famous estimation tool in target tracking is Kalman filter. There are several mathematical approaches to…

Systems and Control · Computer Science 2013-07-12 Sayed Amir Hoseini , Mohammad Reza Ashraf

In many real-world scenarios, such as gas leak detection or environmental pollutant tracking, solving the Inverse Source Localization and Characterization problem involves navigating complex, dynamic fields with sparse and noisy…

Machine Learning · Computer Science 2025-01-23 Yiwei Shi , Mengyue Yang , Qi Zhang , Weinan Zhang , Cunjia Liu , Weiru Liu

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter,…

Data Analysis, Statistics and Probability · Physics 2015-05-30 Ibrahim Hoteit , Xiaodong Luo , Dinh-Tuan Pham

In this manuscript, a general method for deriving filtering algorithms that involve a network of interconnected Bayesian filters is proposed. This method is based on the idea that the processing accomplished inside each of the Bayesian…

Statistics Theory · Mathematics 2020-04-22 Giorgio M. Vitetta , Pasquale Di Viesti , Emilio Sirignano , Francesco Montorsi

Adaptive cooperative tracking control with prescribed performance function (PPF) is proposed for high-order nonlinear multi-agent systems. The tracking error originally within a known large set is confined to a smaller predefined set using…

Optimization and Control · Mathematics 2019-04-29 Hashim A Hashim

This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…

Computers and Society · Computer Science 2024-07-19 Parsa Veysi , Mohsen Adeli , Nayerosadat Peirov Naziri , Ehsan Adeli

We present a novel approach for improving particle filters for multi-target tracking. The suggested approach is based on drift homotopy for stochastic differential equations. Drift homotopy is used to design a Markov Chain Monte Carlo step…

Numerical Analysis · Mathematics 2011-02-11 Vasileios Maroulas , Panagiotis Stinis

Current state-of-the-art autonomous driving vehicles mainly rely on each individual sensor system to perform perception tasks. Such a framework's reliability could be limited by occlusion or sensor failure. To address this issue, more…

Robotics · Computer Science 2024-02-27 Hsu-kuang Chiu , Chien-Yi Wang , Min-Hung Chen , Stephen F. Smith

This paper introduces the ensemble directional Kalman filter (EnDKF), an ensemble-based Kalman filtering approach for pose tracking that jointly estimates an object's position and attitude using ideas from directional statistics. The EnDKF…

Machine Learning · Computer Science 2026-05-06 Tianlu Lu , Asif Sijan , Thomas Noh , Huaijin Chen , Andrey A. Popov

During the past few years the Trend Filtering Algorithm (TFA) has become an important utility in filtering out time-dependent systematic effects in photometric databases for extrasolar planetary transit search. Here we present the extension…

Astrophysics · Physics 2008-12-16 G. Kovacs , G. A. Bakos

For most problems in science and engineering we can obtain data sets that describe the observed system from various perspectives and record the behavior of its individual components. Heterogeneous data sets can be collectively mined by data…

Machine Learning · Computer Science 2015-02-09 Marinka Žitnik , Blaž Zupan

The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corresponding to a multiplication of the density by the intensity…

Optimization and Control · Mathematics 2019-11-01 Simone Carlo Surace , Anna Kutschireiter , Jean-Pascal Pfister

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…

Optimization and Control · Mathematics 2017-11-22 San Gultekin , John Paisley

The family of pointillist multitarget tracking filters is defined to be the class of filters that is characterized by a joint target-measurement finite point process. The probability generating functional (PGFL) of the joint process is…

Applications · Statistics 2015-06-22 Roy Streit , Christoph Degen , Wolfgang Koch

Handling the massive number of devices needed in numerous applications such as smart cities is a major challenge given the scarcity of spectrum resources. Dynamic spectrum access (DSA) is seen as a potential candidate to support the…

Networking and Internet Architecture · Computer Science 2017-10-19 Bassem Khalfi , Mahdi Ben Ghorbel , Bechir Hamdaoui , Mohsen Guizani , Nizar Zorba

Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…

Methodology · Statistics 2023-05-09 Andrea Arnold