Related papers: Particle Filtering for Attitude Estimation Using a…
In this work, we use the concept of quaternion time and demonstrate that it can be applied for description of four-dimensional space-time intervals. We demonstrate that the quaternion time interval together with the finite speed of light…
Particle and ensemble filters are increasingly utilized for inference, optimization, and forecast; however, both filtering methods use discrete distributions to simulate continuous state space, a drawback that can lead to degraded…
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…
This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a connected matrix Lie group. The main contribution of this paper is to derive the feedback particle filter (FPF) algorithm for this…
The typical particle filtering approximation error is exponentially dependent on the dimension of the model. Therefore, to control this error, an enormous number of particles are required, which means a heavy computational burden that is…
Inspired by the fact that the matrix formulated by nonlocal similar patches in a natural image is of low rank, the rank approximation issue have been extensively investigated over the past decades, among which weighted nuclear norm…
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…
This paper presents a novel Lagrangian approach to attitude tracking for rigid spacecraft using unit quaternions, where the motion equations of a spacecraft are described by a four degrees of freedom Lagrangian dynamics subject to a…
A new formulation of the particle filter for nonlinear filtering is presented, based on concepts from optimal control, and from the mean-field game theory. The optimal control is chosen so that the posterior distribution of a particle…
In this article we introduce two new estimates of the normalizing constant (or marginal likelihood) for partially observed diffusion (POD) processes, with discrete observations. One estimate is biased but non-negative and the other is…
Attitude estimation is often a prerequisite for control of the attitude or orientation of mechanical systems. Current attitude estimation algorithms use coordinate representations for the group of rigid body orientations. All coordinate…
In this paper a novel hand crafted local quadruple pattern (LQPAT) is proposed for facial image recognition and retrieval. Most of the existing hand-crafted descriptors encodes only a limited number of pixels in the local neighbourhood.…
This paper focuses on a stochastic formulation of Bayesian attitude estimation on the special orthogonal group. In particular, an exponential probability density model for random matrices, referred to as the matrix Fisher distribution is…
A general representation of the quaternion gradients presented in the literature is proposed, and an universal update equation for QLMS-like algorithms is obtained. The general update law is used to study the convergence of widely linear…
Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian…
This letter proposes a novel adaptive reduced-rank filtering scheme based on joint iterative optimization of adaptive filters. The novel scheme consists of a joint iterative optimization of a bank of full-rank adaptive filters that forms…
This study investigates the theoretical and computational aspects of quaternion generalized inverses, focusing on outer inverses and {1,2}-inverses with prescribed range and/or null space constraints. In view of the non-commutative nature…
An efficient technique to solve precision problems consists in using exact computations. For geometric predicates, using systematically expensive exact computations can be avoided by the use of filters. The predicate is first evaluated…
Directional estimation is a common problem in many tracking applications. Traditional filters such as the Kalman filter perform poorly because they fail to take the periodic nature of the problem into account. We present a recursive filter…
In this paper, we are concerned with the recovery of the geometric shapes of inhomogeneous inclusions from the associated far field data in electrostatics and acoustic scattering. We present a local resolution analysis and show that the…