Related papers: Robust Bayesian Filtering and Smoothing Using Stud…
We propose a filter for piecewise affine state-space (PWASS) models. In each filtering recursion, the true filtering posterior distribution is a mixture of truncated normal distributions. The proposed filter approximates the mixture with a…
Satellite dynamics and tracking remain important challenges in the context of space exploration and communication systems. Accurate state estimation is essential to maintain reliable orbital motion and system performance. This paper…
This paper deals with the Tobit Kalman filtering (TKF) process when the measurements are correlated and censored. The case of interval censoring, i.e., the case of measurements which belong to some interval with given censoring limits, is…
The paper provides simple formulas of Bayesian filtering for the exact recursive computation of state conditional probability density functions given quantized innovations signal measurements of a linear stochastic system. This is a topic…
Wireless sensor networks (WSNs) represent a critical research domain within the Internet of Things (IoT) technology. The distributed Kalman filter (DKF) has garnered significant attention as an information fusion method for WSNs. However,…
In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…
Real-world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. Gaussian noise for filtering. We propose general Gaussian Processes as a non-parametric model for correlated measurement…
We derive a novel, provably robust, and closed-form Bayesian update rule for online filtering in state-space models in the presence of outliers and misspecified measurement models. Our method combines generalised Bayesian inference with…
We study state estimation for discrete-time linear stochastic systems under distributional ambiguity in the initial state, process noise, and measurement noise. We propose a noise-centric distributionally robust Kalman filter (DRKF) based…
State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…
Indoor localization is critical for IoT applications, yet challenges such as non-Gaussian noise, environmental interference, and measurement outliers hinder the robustness of traditional methods. Existing approaches, including Kalman…
Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…
Novel experimental modalities acquire spatially resolved velocity measurements for steady state and transient flows which are of interest for engineering and biological applications. One of the drawbacks of such high resolution velocity…
Filtering and smoothing with a generalised representation of uncertainty is considered. Here, uncertainty is represented using a class of outer measures. It is shown how this representation of uncertainty can be propagated using…
In this work we tackle the problem of estimating the density $f_X$ of a random variable $X$ by successive smoothing, such that the smoothed random variable $Y$ fulfills $(\partial_t - \Delta_1)f_Y(\,\cdot\,, t) = 0$, $f_Y(\,\cdot\,, 0) =…
Smoothing and filtering two-dimensional sequences are fundamental tasks in fields such as computer vision. Conventional filtering algorithms often rely on the selection of the filtering window, limiting their applicability in certain…
In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications. We first formulate classic Kalman smoothing as a least…
Due to the limitations of the robotic sensors, during a robotic manipulation task, the acquisition of the object's state can be unreliable and noisy. Combining an accurate model of multi-body dynamic system with Bayesian filtering methods…
Learning multiple tasks sequentially requires neural networks to balance retaining knowledge, yet being flexible enough to adapt to new tasks. Regularizing network parameters is a common approach, but it rarely incorporates prior knowledge…
This paper develops a new nonlinear filter, called Moment-based Kalman Filter (MKF), using the exact moment propagation method. Existing state estimation methods use linearization techniques or sampling points to compute approximate values…