Related papers: Higher-Degree Stochastic Integration Filtering
Matched filters are widely used to localise signal patterns due to their high efficiency and interpretability. However, their effectiveness deteriorates for low signal-to-noise ratio (SNR) signals, such as those recorded on edge devices,…
In this paper, we propose algorithms for handling non-integer strides in sampling-frequency-independent (SFI) convolutional and transposed convolutional layers. The SFI layers have been developed for handling various sampling frequencies…
This paper presents a new approach for filter design based on stochastic distances and tests between distributions. A window is defined around each pixel, overlapping samples are compared and only those which pass a goodness-of-fit test are…
In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…
We consider optimal signalling and control of discrete-time nonlinear partially observable stochastic systems in state space form. In the first part of the paper, we characterize the operational {\it control-coding capacity}, $C_{FB}$ in…
Linear-scaling implementations of density functional theory (DFT) reach their intended efficiency regime only when applied to systems having a physical size larger than the range of their Kohn-Sham density matrix (DM). This causes a problem…
A new model-free screening method called the fused Kolmogorov filter is proposed for high-dimensional data analysis. This new method is fully nonparametric and can work with many types of covariates and response variables, including…
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,…
We introduce the Flow Stochastic Segmentation Network (Flow-SSN), a generative segmentation model family featuring discrete-time autoregressive and modern continuous-time flow variants. We prove fundamental limitations of the low-rank…
Rapid advances in designing cognitive and counter-adversarial systems have motivated the development of inverse Bayesian filters. In this setting, a cognitive 'adversary' tracks its target of interest via a stochastic framework such as a…
We propose an unconditionally robust and highly effective preconditioner for general symmetric positive definite (SPD) matrices based on structured incomplete factorization (SIF), called enhanced SIF (eSIF) preconditioner. The original SIF…
In this work, we present a new technique for the decomposition of multivariate data, which we call Multivariate Fast Iterative Filtering (MvFIF) algorithm. We study its properties, proving rigorously that it converges in finite time when…
We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…
This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…
For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…
Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters - show performance degradation when applied to nonlinear systems whose uncertainty follows…
This paper investigates the problem of inertial navigation system (INS) filter design through the lens of symmetry. The extended Kalman filter (EKF) and its variants have been the staple of INS filtering for 50 years. However, recent…
A multi-sensor fusion Student's $t$ filter is proposed for time-series recursive estimation in the presence of heavy-tailed process and measurement noises. Driven from an information-theoretic optimization, the approach extends the single…
A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…
This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…