Related papers: Feedback Particle Filter on Matrix Lie Groups
We describe and demonstrate a new oscillator topology, the parametric feedback oscillator (PFO). The PFO paradigm is applicable to a wide variety of nanoscale devices, and opens the possibility of new classes of oscillators employing…
In this paper, we develop a drift homotopy implicit particle filter method. The methodology of our approach is to adopt the concept of drift homotopy in the resampling procedure of the particle filter method for solving the nonlinear…
The investigation of tumor invasion and metastasis dynamics is crucial for advancements in cancer biology and treatment. Many mathematical models have been developed to study the invasion of host tissue by tumor cells. In this paper, we…
For every filter $\mathcal F$ on $\mathbb N$, we introduce and study corresponding uniform $\mathcal F$-boundedness principles for locally convex topological vector spaces. These principles generalise the classical uniform boundedness…
This work explores non-negative low-rank matrix factorization based on regularized Poisson models (PF or "Poisson factorization" for short) for recommender systems with implicit-feedback data. The properties of Poisson likelihood allow a…
Monitoring is an important body of techniques in runtime verification of real-time, embedded, and cyber-physical systems. Mathematically, the monitoring problem can be formalized as a pattern matching problem against a pattern automaton.…
A strong limitation of linear optical quantum computing is the probabilistic operation of two-quantum bit gates based on the coalescence of indistinguishable photons. A route to deterministic operation is to exploit the single-photon…
Particle filters (PFs) form a class of Monte Carlo algorithms that propagate over time a set of $N\geq 1$ particles which can be used to estimate, in an online fashion, the sequence of filtering distributions $(\hat{\eta}_t)_{t\geq 1}$…
Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state space increases as the time proceeds and eventually may cause…
The fast Fourier transform, FFT, is a useful and prevalent algorithm in signal processing. It characterizes the spectral components of a signal, or is used in combination with other operations to perform more complex computations such as…
This article presents a novel perspective along with a scalable methodology to design a fault detection and isolation (FDI) filter for high dimensional nonlinear systems. Previous approaches on FDI problems are either confined to linear…
Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems is a fundamental yet challenging problem in many fields of science and engineering. Existing methods face significant obstacles: Gaussian-based filters struggle…
In a network of high-dimensionality, it is not feasible to measure every single node. Thus, an important goal in the literature is to define the optimal choice of sensor nodes that provides a reliable state reconstruction of the network…
In the present paper we describe a simple black box algorithm for efficiently and accurately solving scattering problems related to the scattering of time-harmonic waves from radially-symmetric potentials in two dimensions. The method uses…
If the phase retrieval problem can be solved by a method similar to that of solving a system of linear equations under the context of FFT, the time complexity of computer based phase retrieval algorithm would be reduced. Here I present such…
This paper focuses on developing a method to obtain an uncertain linear fractional transformation (LFT) system that adequately captures the dynamics of a nonlinear time-invariant system over some desired envelope. First, the nonlinear…
Tools from control and dynamical systems have proven valuable for analyzing and developing optimization methods. In this paper, we establish rigorous theoretical foundations for using feedback linearization (FL) -- a well-established…
Nonlinear adaptive filtering allows for modeling of some additional aspects of a general system and usually relies on highly complex algorithms, such as those based on the Volterra series. Through the use of the Kronecker product and some…
The number of resident space objects is rising at an alarming rate. Mega-constellations and breakup events are proliferating in most orbital regimes, and safe navigation is becoming increasingly problematic. It is important to be able to…
The decentralized particle filter (DPF) was proposed recently to increase the level of parallelism of particle filtering. Given a decomposition of the state space into two nested sets of variables, the DPF uses a particle filter to sample…