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We propose an attitude and gyro-bias estimation scheme for accelerated rigid body systems using an inertial measurement unit (IMU) and a global positioning system (GPS). The proposed scheme allows to obtain attitude estimates directly on…

Optimization and Control · Mathematics 2017-03-17 Soulaimane Berkane , Abdelhamid Tayebi

Differential equations are commonly used to model dynamical deterministic systems in applications. When statistical parameter estimation is required to calibrate theoretical models to data, classical statistical estimators are often…

Methodology · Statistics 2014-10-29 Nicolas J-B Brunel , Quentin Clairon , Florence d'Alche-Buc

In this work, we investigate a system of interacting particles governed by a set of stochastic differential equations. Our main goal is to rigorously demonstrate that the empirical measure associated with the particle system converges…

Probability · Mathematics 2025-08-12 Filippo Giovagnini , Dan Crisan

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

The use of local detectors and descriptors in typical computer vision pipelines work well until variations in viewpoint and appearance change become extreme. Past research in this area has typically focused on one of two approaches to this…

Computer Vision and Pattern Recognition · Computer Science 2022-03-25 Udit Singh Parihar , Aniket Gujarathi , Kinal Mehta , Satyajit Tourani , Sourav Garg , Michael Milford , K. Madhava Krishna

Surface manipulation tasks require robots to generate trajectories that comprehensively cover complex 3D surfaces while maintaining precise end-effector poses. Existing ergodic trajectory optimization (TO) methods demonstrate success in…

Robotics · Computer Science 2026-05-26 Jiayun Li , Yufeng Jin , Sangli Teng , Dejian Gong , Georgia Chalvatzaki

It is well-known that the reparameterisation gradient estimator, which exhibits low variance in practice, is biased for non-differentiable models. This may compromise correctness of gradient-based optimisation methods such as stochastic…

Machine Learning · Computer Science 2024-02-21 Dominik Wagner , Basim Khajwal , C. -H. Luke Ong

Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…

Signal Processing · Electrical Eng. & Systems 2025-12-09 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh

We study stochastic zeroth order gradient and Hessian estimators for real-valued functions in $\mathbb{R}^n$. We show that, via taking finite difference along random orthogonal directions, the variance of the stochastic finite difference…

Machine Learning · Computer Science 2023-06-07 Yasong Feng , Tianyu Wang

We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…

Methodology · Statistics 2016-02-09 Oscar Hernan Madrid Padilla , James G. Scott

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

Numerical Analysis · Mathematics 2020-08-04 Ruisheng Qi , Xiaojie Wang

Various particle filters have been proposed over the last couple of decades with the common feature that the update step is governed by a type of control law. This feature makes them an attractive alternative to traditional sequential Monte…

Optimization and Control · Mathematics 2021-11-18 Sahani Pathiraja , Sebastian Reich , Wilhelm Stannat

Learning to predict reliable characteristic orientations of 3D point clouds is an important yet challenging problem, as different point clouds of the same class may have largely varying appearances. In this work, we introduce a novel method…

Computer Vision and Pattern Recognition · Computer Science 2023-06-21 Seungwook Kim , Chunghyun Park , Yoonwoo Jeong , Jaesik Park , Minsu Cho

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…

Computational Finance · Quantitative Finance 2013-03-26 Masaaki Fujii

In this article, we consider the problem of outlier-robust state estimation where the measurement noise can be correlated. Outliers in data arise due to many reasons like sensor malfunctioning, environmental behaviors, communication…

Signal Processing · Electrical Eng. & Systems 2024-08-21 Aamir Hussain Chughtai , Muhammad Tahir , Momin Uppal

Networked systems usually face different random uncertainties that make the performance of the least-squares (LS) linear filter decline significantly. For this reason, great attention has been paid to the search for other kinds of…

Systems and Control · Electrical Eng. & Systems 2024-08-26 Raquel Caballero-Águila , Josefa Linares-Pérez

We show that a stochastic approach enables calculations of the optical properties of large 2-dimensional and nanotubular excitonic molecular aggregates. Previous studies of such systems relied on numerically diagonalizing the dense and…

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

Optimization and Control · Mathematics 2026-03-06 Bastien Berret , Frédéric Jean

In this study, we address the challenges associated with accurately determining gaze location on a screen, which is often compromised by noise from factors such as eye tracker limitations, calibration drift, ambient lighting changes, and…

Numerical Analysis · Mathematics 2025-04-21 Thoa Thieu , Roderick Melnik

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba
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