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Related papers: Filtering from Observations on Stiefel Manifolds

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In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which…

Computation · Statistics 2023-02-21 Ajay Jasra , Mohamed Maama , Hernando Ombao

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation…

Optimization and Control · Mathematics 2024-05-31 Siming Liang , Hui Sun , Richard Archibald , Feng Bao

This paper presents a generic motion model to capture mobile robots' dynamic behaviors (translation and rotation). The model is based on statistical models driven by white random processes and is formulated into a full state estimation…

Robotics · Computer Science 2020-10-14 Wei Xu , Dongjiao He , Yixi Cai , Fu Zhang

In this paper, we consider an anticipative nonlinear filtering problem, in which the observation noise is correlated with the past of the signal. This new signal-observation model has its applications in both finance models with insider…

Probability · Mathematics 2019-02-22 Guang Lin , Yanghui Liu , Samy Tindel

Rigid body localization refers to a problem of estimating the position of a rigid body along with its orientation using anchors. We consider a setup in which a few sensors are mounted on a rigid body. The absolute position of the rigid body…

Information Theory · Computer Science 2013-03-19 Sundeep Prabhakar Chepuri , Geert Leus , Alle-Jan van der Veen

The rich information content of measurements in the molecular frame rather than the laboratory frame has motivated the development of several methods for aligning gas phase molecules in space. Even so, for asymmetric tops the problem of…

Atomic Physics · Physics 2016-11-23 Varun Makhija , Xiaoming Ren , Drue Gockel , Anh-Thu Le , Vinod Kumarappan

In this paper, we consider a secure distributed filtering problem for linear time-invariant systems with bounded noises and unstable dynamics under compromised observations. A malicious attacker is able to compromise a subset of the agents…

Systems and Control · Computer Science 2019-03-19 Xingkang He , Xiaoqiang Ren , Henrik Sandberg , Karl Henrik Johansson

This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…

Signal Processing · Electrical Eng. & Systems 2024-05-09 R. Caballero-Águila , J. Hu , J. Linares-Pérez

A physical data (such as astrophysical, geophysical, meteorological etc.) may appear as an output of an experiment or it may come out as a signal from a dynamical system or it may contain some sociological, economic or biological…

Astrophysics · Physics 2007-05-23 Koushik Ghosh , Probhas Raychaudhuri

We demonstrate an object tracking method for 3D images with fixed computational cost and state-of-the-art performance. Previous methods predicted transformation parameters from convolutional layers. We instead propose an architecture that…

Computer Vision and Pattern Recognition · Computer Science 2021-09-28 Daniel Moyer , Esra Abaci Turk , P Ellen Grant , William M. Wells , Polina Golland

The article is devoted to the problem of synthesis of observers of state variables for linear stationary objects operating under conditions of noise or disturbances in the measurement channel. The paper considers a fully observable linear…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Alexey Bobtsov , Vladimir Virobyev , Nikolay Nikolaev , Anton Pyrkin , Romeo Ortega

We address the problem of retrieving the full state of a network of R\"ossler systems from the knowledge of the actual state of a limited set of nodes. The selection of the nodes where sensors are placed is carried out in a hierarchical way…

Chaotic Dynamics · Physics 2022-03-16 Irene Sendiña-Nadal , Christophe Letellier

In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must resort to time-discretization of the diffusion process if the…

Numerical Analysis · Mathematics 2020-04-09 Marco Ballesio , Ajay Jasra , Erik von Schwerin , Raul Tempone

With the advent of Neural Radiance Field (NeRF), representing 3D scenes through multiple observations has shown remarkable improvements in performance. Since this cutting-edge technique is able to obtain high-resolution renderings by…

Robotics · Computer Science 2023-09-18 Minjae Lee , Kyeongsu Kang , Hyeonwoo Yu

We develop an efficient algorithm to find optimal observation times by maximizing the Fisher information for the birth rate of a partially observable pure birth process involving $n$ observations. Partially observable implies that at each…

Statistics Theory · Mathematics 2024-02-21 Ali Eshragh , Matthew P. Skerritt , Bruno Salvy , Thomas McCallum

This paper proposes new algorithms for attitude estimation and control based on fused inertial vector measurements using linear complementary filters principle. First, n-order direct and passive complementary filters combined with TRIAD…

Optimization and Control · Mathematics 2015-03-11 L. Benziane , A. El Hadri , A. Seba , A. Benallegue , Y. Chitour

This paper presents a deterministic hybrid observer for the attitude dynamics of a rigid body that guarantees global asymptotical stability. Any smooth attitude observer suffers from the inherent topological restriction that it is…

Optimization and Control · Mathematics 2015-09-08 Tse-Huai Wu , Taeyoung Lee

Partially-observed Boolean dynamical systems (POBDS) are a general class of nonlinear models with application in estimation and control of Boolean processes based on noisy and incomplete measurements. The optimal minimum mean square error…

Methodology · Statistics 2017-03-08 Mahdi Imani , Ulisses Braga-Neto

Data mining is routinely used to organize ensembles of short temporal observations so as to reconstruct useful, low-dimensional realizations of an underlying dynamical system. In this paper, we use manifold learning to organize unstructured…

Data Analysis, Statistics and Probability · Physics 2020-05-20 Felix Dietrich , Mahdi Kooshkbaghi , Erik M. Bollt , Ioannis G. Kevrekidis

Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…

Optimization and Control · Mathematics 2011-10-13 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart