Related papers: Damped Posterior Linearization Filter
The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous…
Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…
Kalman Filters (KF) are fundamental to real-time state estimation applications, including radar-based tracking systems used in modern driver assistance and safety technologies. In a linear dynamical system with Gaussian noise distributions…
This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the…
This paper introduces the {\it particle swarm filter} (not to be confused with particle swarm optimization): a recursive and embarrassingly parallel algorithm that targets an approximation to the sequence of posterior predictive…
In-loop filtering (ILF) is a key technology in video coding standards to reduce artifacts and enhance visual quality. Recently, neural network-based ILF schemes have achieved remarkable coding gains, emerging as a powerful candidate for…
Time-frequency analysis for non-linear and non-stationary signals is extraordinarily challenging. To capture features in these signals, it is necessary for the analysis methods to be local, adaptive and stable. In recent years,…
Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facing nonlinear systems, Gaussian filters such as extended…
We consider an inertial primal-dual fixed point algorithm (IPDFP) to compute the minimizations of the following Problem (1.1). This is a full splitting approach, in the sense that the nonsmooth functions are processed individually via their…
Previous methods solve feature matching and pose estimation using a two-stage process by first finding matches and then estimating the pose. As they ignore the geometric relationships between the two tasks, they focus on either improving…
In this letter, a new filtering technique to solve a nonlinear state estimation problem has been developed. It is well known that for a nonlinear system, the prior and posterior probability density functions (pdf) are non-Gaussian in…
Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…
We consider the problem of reconstructing one-dimensional point sources from their Fourier measurements in a bounded interval $[-\Omega, \Omega]$. This problem is known to be challenging in the regime where the spacing of the sources is…
Pseudo-labeling has recently shown promise in end-to-end automatic speech recognition (ASR). We study Iterative Pseudo-Labeling (IPL), a semi-supervised algorithm which efficiently performs multiple iterations of pseudo-labeling on…
This work develops new algorithms with rigorous efficiency guarantees for infinite horizon imitation learning (IL) with linear function approximation without restrictive coherence assumptions. We begin with the minimax formulation of the…
In this paper, we derive a new Kalman filter with probabilistic data association between measurements and states. We formulate a variational inference problem to approximate the posterior density of the state conditioned on the measurement…
In this paper, a distributed optimization problem is investigated via input feedforward passivity. First, an input-feedforward-passivity-based continuous-time distributed algorithm is proposed. It is shown that the error system of the…
The particle filter (PF) and the ensemble Kalman filter (EnKF) are widely used for approximate inference in state-space models. From a Bayesian perspective, these algorithms represent the prior by an ensemble of particles and update it to…
We propose and evaluate an iterative localization mechanism employing Bayesian inference to estimate the position of a target using received signal strength measurements. The probability density functions of the target's coordinates are…
The Linear Multistep Method Particle Filter (LMM PF) is a method for predicting the evolution in time of a evolutionary system governed by a system of differential equations. If some of the parameters of the governing equations are…