Related papers: Robust Particle Filter by Dynamic Averaging of Mul…
Particle filters (PFs) are recursive Monte Carlo algorithms for Bayesian tracking and prediction in state space models. This paper addresses continuous-discrete filtering problems, where the hidden state evolves as an It\^o stochastic…
This paper is the second of a two-part series that discusses the implementation issues and test results of a robust Unscented Kalman Filter (UKF) for power system dynamic state estimation with non-Gaussian synchrophasor measurement noise.…
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…
In this study, we consider the experimentally-obtained, periodically-forced response of a nonlinear structure in the presence of process noise. Control-based continuation is used to measure both the stable and unstable periodic solutions…
Motivated by non-linear, non-Gaussian, distributed multi-sensor/agent navigation and tracking applications, we propose a multi-rate consensus/fusion based framework for distributed implementation of the particle filter (CF/DPF). The CF/DPF…
We present differentiable particle filters (DPFs): a differentiable implementation of the particle filter algorithm with learnable motion and measurement models. Since DPFs are end-to-end differentiable, we can efficiently train their…
In this paper, we investigate the problem of estimating the phase of a coherent state in the presence of unavoidable noisy quantum states. These unwarranted quantum states are represented by outlier quantum states in this study. We first…
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…
Conventional Bayesian estimation requires an accurate stochastic model of a system. However, this requirement is not always met in many practical cases where the system is not completely known or may differ from the assumed model. For such…
Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…
Robustness to outliers is often a desirable property of statistical estimators. Indeed many well known estimators offer very good optimal performance in theory but are unusable in applied contexts because of their sensitivity to outliers.…
In cognitive systems, recent emphasis has been placed on studying the cognitive processes of the subject whose behavior was the primary focus of the system's cognitive response. This approach, known as inverse cognition, arises in…
During the last two decades there has been a growing interest in Particle Filtering (PF). However, PF suffers from two long-standing problems that are referred to as sample degeneracy and impoverishment. We are investigating methods that…
Noise, an unwanted component in an image, can be the reason for the degradation of Image at the time of transmission or capturing. Noise reduction from images is still a challenging task. Digital Image Processing is a component of Digital…
This paper develops the theoretical framework and the equations of a new robust Generalized Maximum-likelihood-type Unscented Kalman Filter (GM-UKF) that is able to suppress observation and innovation outliers while filtering out…
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…
Supervised fine-tuning (SFT) plays a crucial role in adapting large language models (LLMs) to specific domains or tasks. However, as demonstrated by empirical experiments, the collected data inevitably contains noise in practical…
This paper considers robust filtering for a nominal Gaussian state-space model, when a relative entropy tolerance is applied to each time increment of a dynamical model. The problem is formulated as a dynamic minimax game where the…
Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…
Recurrent Neural networks (RNN) have shown promising potential for learning dynamics of sequential data. However, artificial neural networks are known to exhibit poor robustness in presence of input noise, where the sequential architecture…