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This paper presents a novel adaptive fading cubature Kalman filter (AFCKF) based on double transitive factors. The developed adaptive algorithm is explained in two stages; stage (i) a single transitive factor is used to update the predicted…
This paper exploits Geometric (Clifford) Algebra (GA) theory in order to devise and introduce a new adaptive filtering strategy. From a least-squares cost function, the gradient is calculated following results from Geometric Calculus (GC),…
A super-resolution (SR) method for the reconstruction of Navier-Stokes (NS) flows from noisy observations is presented. In the SR method, first the observation data is averaged over a coarse grid to reduce the noise at the expense of losing…
We revisit the recently proposed ``self-Wiener" (SW) filtering method for robust deconvolution, and generalize it to the classical denoising problem. The resulting estimator, termed generalized SW (GSW) filtering, retains the nonlinear…
In this paper, we propose an optimization-based method for robust phase retrieval problem where the goal is to estimate an unknown signal from a quadratic measurement corrupted by outliers. To enhance the robustness of existing optimization…
We develop a stable and high-order accurate discontinuous Galerkin method for the second order wave equation, specifically designed to handle nonsmooth solutions. Our approach integrates the energy-based discontinuous Galerkin method with…
This paper proposes a novel convex optimization framework for designing robust Kalman filters that guarantee a user-specified steady-state error while maximizing process and sensor noise. The proposed framework simultaneously determines the…
We investigate a novel non-parametric regression-based clustering algorithm for longitudinal data analysis. Combining natural cubic splines with Gaussian mixture models (GMM), the algorithm can produce smooth cluster means that describe the…
A straightforward and computationally efficient Consecutive Cubic Spline (CCS) iterative algorithm is proposed for positioning the planar interface of the unstructured geometrical Volume-of-Fluid method in arbitrarily-shaped cells. The CCS…
A multivariate score-driven filter is developed to extract signals from noisy vector processes. By assuming that the conditional location vector from a multivariate Student's t distribution changes over time, we construct a robust filter…
The Kalman filter is ubiquitous for state space models because of its desirable statistical properties, ease of implementation, and generally good performance. However, it can perform poorly in the presence of outliers, or measurements with…
Focusing on identification, this paper develops a class of convex optimization-based criteria and correspondingly the recursive algorithms to estimate the parameter vector $\theta^{*}$ of a stochastic dynamic system. Not only do the…
In this paper, an approximation recursive formula of the mean-square error lower bound for the discrete-time nonlinear filtering problem when noises of dynamic systems are temporally correlated is derived based on the Van Trees (posterior)…
We propose dynamic sampled stochastic approximation (SA) methods for stochastic optimization with a heavy-tailed distribution (with finite 2nd moment). The objective is the sum of a smooth convex function with a convex regularizer.…
A modified HLLC-type contact preserving Riemann solver for incompressible two-phase flows using the artificial compressibility formulation is presented. Here, the density is omitted from the pressure evolution equation. Also, while…
The Kalman filter (KF) is a widely-used algorithm for tracking the latent state of a dynamical system from noisy observations. For systems that are well-described by linear Gaussian state space models, the KF minimizes the mean-squared…
Trajectory Reconstruction (TR) is vital for accurately mapping movement patterns and validating analyses, especially in fields like robotics, biomechanics, and environmental tracking, where data might be missing or affected by outliers.…
Clustering may be the most fundamental problem in unsupervised learning which is still active in machine learning research because its importance in many applications. Popular methods like K-means, may suffer from instability as they are…
In this work, we introduce a novel stochastic second-order method, within the framework of a non-monotone trust-region approach, for solving the unconstrained, nonlinear, and non-convex optimization problems arising in the training of deep…
Different federated optimization algorithms typically employ distinct client-selection strategies: some methods communicate only with a randomly sampled subset of clients at each round, while others need to periodically communicate with all…