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This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…

Statistics Theory · Mathematics 2021-07-12 Qizhu Liang , Jie Xiong , Xingqiu Zhao

This paper presents a novel filter with low computational demand to address the problem of orientation estimation of a robotic platform. This is conventionally addressed by extended Kalman filtering of measurements from a sensor suit which…

Robotics · Computer Science 2016-12-02 Oscar De Silva , George K. I. Mann , Raymond G. Gosine

This paper introduces a learning-based, data-driven attitude estimator, called the retrospective cost attitude estimator (RCAE), for the SO(3) attitude representation. RCAE is motivated by the multiplicative extended Kalman filter (MEKF).…

Optimization and Control · Mathematics 2025-01-15 Parham Oveissi , Mohammad Mirtaba , Ankit Goel

The synchronization problem over the special orthogonal group $SO(d)$ consists of estimating a set of unknown rotations $R_1,R_2,...,R_n$ from noisy measurements of a subset of their pairwise ratios $R_{i}^{-1}R_{j}$. The problem has found…

Information Theory · Computer Science 2013-07-17 Lanhui Wang , Amit Singer

The extended state observer (ESO) plays an important role in the design of feedback control for nonlinear systems. However, its high-gain nature creates a challenge in engineering practice in cases where the output measurement is corrupted…

Systems and Control · Electrical Eng. & Systems 2020-09-30 Krzysztof Łakomy , Rafal Madonski

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…

Machine Learning · Statistics 2019-09-24 Antonio Khalil Moretti , Zizhao Wang , Luhuan Wu , Iddo Drori , Itsik Pe'er

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Optimization and Control · Mathematics 2024-03-08 David Newton , Raghu Bollapragada , Raghu Pasupathy , Nung Kwan Yip

Inertial measurement units are commonly used to estimate the attitude of moving objects. Numerous nonlinear filter approaches have been proposed for solving the inherent sensor fusion problem. However, when a large range of different…

Machine Learning · Computer Science 2021-08-11 Daniel Weber , Clemens Gühmann , Thomas Seel

It is possible to associate a highly constrained subset of relative 6 DoF poses between two 3D shapes, as long as the local surface orientation, the normal vector, is available at every surface point. Local shape features can be used to…

Computer Vision and Pattern Recognition · Computer Science 2018-08-29 Anders Glent Buch , Lilita Kiforenko , Dirk Kraft

Can stochastic gradient methods track a moving target? We study the problem of tracking multidimensional time-varying parameters under noisy observations and possible model misspecification. Gradient-based filters update the time-varying…

Methodology · Statistics 2026-05-05 Simon Donker van Heel , Rutger-Jan Lange , Bram van Os , Dick van Dijk

This technical note aims to introduce geometric controllers to roboticists for aligning \emph{3D robots} with non-constant 3D vector fields. This alignment entails the control of the robot's 3D attitude. We derive with excessive detail all…

Robotics · Computer Science 2024-06-24 Jesus Bautista , Hector Garcia de Marina

The non-commutative nature of 3D rotations poses well-known challenges in generalizing planar problems to three-dimensional ones, even more so in contact-rich tasks where haptic information (i.e., forces/torques) is involved. In this sense,…

Robotics · Computer Science 2025-12-10 Amit Kumar , Domenico Campolo , Ravi N. Banavar

This paper deals with the design of globally exponentially stable invariant observers on the Special Euclidian group SE(3). First, we propose a generic hybrid observer scheme (depending on a generic potential function) evolving on…

Optimization and Control · Mathematics 2018-11-14 Miaomiao Wang , Abdelhamid Tayebi

This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

We present the two new notions of projection of a stochastic differential equation (SDE) onto a submanifold, as developed in Armstrong, Brigo e Rossi Ferrucci (2019, 2018): the Ito-vector and Ito-jet projections. This allows one to…

Probability · Mathematics 2022-08-03 Damiano Brigo

We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

Optimization and Control · Mathematics 2016-08-11 Lorenzo Rosasco , Silvia Villa , Bang Công Vũ

Despite being a foundational concept of modern systems theory, there have been few studies on observability of non-linear stochastic systems under partial observations. In this paper, we introduce a definition of observability for…

Probability · Mathematics 2022-12-08 Curtis McDonald , Serdar Yuksel

Both recognition and 3D tracking of frontal dynamic objects are crucial problems in an autonomous vehicle, while depth estimation as an essential issue becomes a challenging problem using a monocular camera. Since both camera and objects…

Robotics · Computer Science 2023-10-02 Faraz Lotfi , Hamid D. Taghirad

The problem of attitude tracking using rotation matrices is addressed using an approach which combines inverse optimality and $\mathcal{L}_{2}$ disturbance attenuation. Conditions are provided which solve the inverse optimal nonlinear…

Systems and Control · Electrical Eng. & Systems 2021-07-19 Farooq Aslam , M. Farooq Haydar

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen