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This study proposes a new Gaussian Mixture Filter (GMF) to improve the estimation performance for the autonomous robotic radio signal source search and localization problem in unknown environments. The proposed filter is first tested with a…

Robotics · Computer Science 2025-06-16 Sukkeun Kim , Sangwoo Moon , Ivan Petrunin , Hyo-Sang Shin , Shehryar Khattak

In a variety of problems, the number and state of multiple moving targets are unknown and are subject to be inferred from their measurements obtained by a sensor with limited sensing ability. This type of problems is raised in a variety of…

Machine Learning · Computer Science 2015-01-13 Haojun Li

Efficient extraction of useful knowledge from these data is still a challenge, mainly when the data is distributed, heterogeneous and of different quality depending on its corresponding local infrastructure. To reduce the overhead cost,…

Databases · Computer Science 2017-04-17 Nhien-An Le-Khac , M-Tahar Kechadi

In order to learn distributed port-Hamiltonian systems (dPHS) using Gaussian processes (GPs), the partitioned finite element method (PFEM) is combined with the Gp-dPHS method. By following a late lumping approach, the discretization of the…

Analysis of PDEs · Mathematics 2026-05-28 Florian Courteville , Iain Henderson , Denis Matignon , Sylvain Dubreuil

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

Distributed computing is a standard way to scale up machine learning and data science algorithms to process large amounts of data. In such settings, avoiding communication amongst machines is paramount for achieving high performance. Rather…

Machine Learning · Statistics 2021-05-04 Vasileios Charisopoulos , Austin R. Benson , Anil Damle

Estimating the mutual information from samples from a joint distribution is a challenging problem in both science and engineering. In this work, we realize a variational bound that generalizes both discriminative and generative approaches.…

Machine Learning · Statistics 2023-06-05 Marco Federici , David Ruhe , Patrick Forré

When data are stored across multiple locations, directly pooling all the data together for statistical analysis may be impossible due to communication costs and privacy concerns. Distributed computing systems allow the analysis of such…

Methodology · Statistics 2025-02-27 Xian Li , Xuan Liang , A. H. Welsh , Tao Zou

This paper is concerned with the problem of tracking single or multiple targets with multiple non-target specific observations (measurements). For such filtering problems with data association uncertainty, a novel feedback control-based…

Probability · Mathematics 2014-04-18 Tao Yang , Prashant G. Mehta

Finite mixture such as the Gaussian mixture is a flexible and powerful probabilistic modeling tool for representing the multimodal distribution widely involved in many estimation and learning problems. The core of it is representing the…

Statistics Theory · Mathematics 2024-01-02 Tiancheng Li , Yan Song , Enbin Song , Hongqi Fan

Most multi-target tracking filters assume that one target and its observation follow a Hidden Markov Chain (HMC) model, but the implicit independence assumption of HMC model is invalid in many practical applications, and a Pairwise Markov…

Signal Processing · Electrical Eng. & Systems 2018-11-30 Jiangyi Liu , Chunping Wang , Wei Wang

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in numerous science areas, but their application to the geosciences has been limited due to their inefficiency in high-dimensional systems in…

Applications · Statistics 2019-04-16 Peter Jan van Leeuwen , Hans R. Künsch , Lars Nerger , Roland Potthast , Sebastian Reich

By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…

Machine Learning · Computer Science 2023-12-15 Xiongjie Chen , Yunpeng Li

Using the multiple-model (MM) probability hypothesis density (PHD) filter, millimeter wave (mmWave) radio simultaneous localization and mapping (SLAM) in vehicular scenarios is susceptible to movements of objects, in particular vehicles…

Signal Processing · Electrical Eng. & Systems 2021-06-24 Hyowon Kim , Jaebok Lee , Yu Ge , Fan Jiang , Sunwoo Kim , Henk Wymeersch

A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…

Methodology · Statistics 2017-03-24 Flávio Eler De Melo , Simon Maskell , Matteo Fasiolo , Fred Daum

This paper introduces a novel feedback-control based particle filter for the solution of the filtering problem with data association uncertainty. The particle filter is referred to as the joint probabilistic data association-feedback…

Numerical Analysis · Mathematics 2013-03-07 Tao Yang , Geng Huang , Prashant G. Mehta

This work provides a new multinomial resampling procedure for particle filter resampling, focused on the case where the number of samples required is less than or equal to the size of the underlying discrete distribution. This setting is…

Data Structures and Algorithms · Computer Science 2026-04-03 Andrey A. Popov

This paper presents the probability hypothesis density (PHD) filter for sets of trajectories: the trajectory probability density (TPHD) filter. The TPHD filter is capable of estimating trajectories in a principled way without requiring to…

Applications · Statistics 2018-09-14 Ángel F. García-Fernández , Lennart Svensson

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…

Methodology · Statistics 2021-02-16 Taylor R. Brown