Related papers: Damped Posterior Linearization Filter
This paper presents a new optimal filter namely past observation-based extended Kalman filter for the problem of localization of Internet-based mobile robot in which the control input and the feedback measurement suffer from communication…
We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…
This paper presents a computationally efficient and robust LiDAR-inertial odometry framework. We fuse LiDAR feature points with IMU data using a tightly-coupled iterated extended Kalman filter to allow robust navigation in fast-motion,…
Auxiliary particle filters (APFs) are a class of sequential Monte Carlo (SMC) methods for Bayesian inference in state-space models. In their original derivation, APFs operate in an extended state space using an auxiliary variable to improve…
We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…
Wave-front sensing from focal plane multiple images is a promising technique for high-contrast imaging systems. However, the wave-front error of an optics system can be properly reconstructed only when it is very small. This paper presents…
LiDAR-Inertial Odometry (LIO) is typically implemented using an optimization-based approach, with the factor graph often being employed due to its capability to seamlessly integrate residuals from both LiDAR and IMU measurements.…
In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…
A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…
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…
This work presents two novel optimization methods based on integer linear programming (ILP) that minimize the number of adders used to implement a direct/transposed finite impulse response (FIR) filter adhering to a given frequency…
This paper introduces the $f$-EI$(\phi)$ algorithm, a novel iterative algorithm which operates on measures and performs $f$-divergence minimisation in a Bayesian framework. We prove that for a rich family of values of $(f,\phi)$ this…
We introduce a new sorting algorithm that is the combination of ML-enhanced sorting with the In-place Super Scalar Sample Sort (IPS4o). The main contribution of our work is to achieve parallel ML-enhanced sorting, as previous algorithms…
We present a theory-first framework that interprets inference-time adaptation in large language models (LLMs) as online Bayesian state estimation. Rather than modeling rapid adaptation as implicit optimization or meta-learning, we formulate…
Image-based localization (IBL) aims to estimate the 6DOF camera pose for a given query image. The camera pose can be computed from 2D-3D matches between a query image and Structure-from-Motion (SfM) models. Despite recent advances in IBL,…
A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic…
Graphical models have found widespread applications in many areas of modern statistics and machine learning. Iterative Proportional Fitting (IPF) and its variants have become the default method for undirected graphical model estimation, and…
This paper considers the problem of distributed estimation in an incremental network when the measurements taken by the node follow a widely linear model. The proposed algorithm which we refer to it as incremental augmented affine…
We analyze the performance of different resampling strategies for the regularized particle filter regarding parameter estimation. We show in particular, building on analytical insight obtained in the linear Gaussian case, that resampling…
Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior…