Related papers: Recursive Geman-McClure method for implementing se…
Recursive Bayesian filters have been widely deployed in structural system identification where output-only filters are of higher practicality. Unfortunately, the estimation obtained by instantaneous system inversion via filters can be…
Recently, the data-selective adaptive Volterra filters have been proposed; however, up to now, there are not any theoretical analyses on its behavior rather than numerical simulations. Therefore, in this paper, we analyze the robustness (in…
Using a perturbation technique, we derive a new approximate filtering and smoothing methodology generalizing along different directions several existing approaches to robust filtering based on the score and the Hessian matrix of the…
Robust estimation is essential in computer vision, robotics, and navigation, aiming to minimize the impact of outlier measurements for improved accuracy. We present a fast algorithm for Geman-McClure robust estimation, FracGM, leveraging…
We consider the problem of robust estimation involving filtering and smoothing for nonlinear state space models which are disturbed by heavy-tailed impulsive noises. To deal with heavy-tailed noises and improve the robustness of the…
The moment-of-fluid method (MOF) is an extension of the volume-of-fluid method with piecewise linear interface construction (VOF-PLIC). In MOF reconstruction, the optimized normal vector is determined from the reference centroid and the…
We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…
Camera motion estimation from observed scene features is an important task in image processing to increase the accuracy of many methods, e.g. optical flow and structure-from-motion. Due to the curved geometry of the state space SE(3) and…
The Andrew's sine function is a robust estimator, which has been used in outlier rejection and robust statistics. However, the performance of such estimator does not receive attention in the field of adaptive filtering techniques. Two…
Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing…
This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…
The Kalman filter provides an optimal estimation for a linear system with Gaussian noise. However when the noises are non-Gaussian in nature, its performance deteriorates rapidly. For non-Gaussian noises, maximum correntropy Kalman filter…
State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…
Traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals are non-Gaussian, especially when the system is disturbed by…
The analysis of second-order optimization methods based either on sub-sampling, randomization or sketching has two serious shortcomings compared to the conventional Newton method. The first shortcoming is that the analysis of the iterates…
A body of recent work has focused on constructing a variational family of filtered distributions using Sequential Monte Carlo (SMC). Inspired by this work, we introduce Particle Smoothing Variational Objectives (SVO), a novel backward…
To date most linear and nonlinear Kalman filters (KFs) have been developed under the Gaussian assumption and the well-known minimum mean square error (MMSE) criterion. In order to improve the robustness with respect to impulsive (or…
A general non-Gaussian semiparametric model is adopted to characterize the measurement vectors, i.e.\ the \textit{snapshots}, collected by a linear array. Moreover, the recently derived \textit{robust semiparametric efficient} $R$-estimator…
We propose a novel stochastic optimization algorithm called STOchastic Recursive Momentum for Compositional (STORM-Compositional) optimization that minimizes the composition of expectations of two stochastic functions, the latter being an…
This paper proposes a novel geometric nonlinear filter for attitude and bias estimation on the Special Orthogonal Group $SO(3)$ using matrix measurements. The structure of the proposed filter is similar to that of the continuous-time…