Related papers: Nonlinear Explicit Stochastic Attitude Filter on S…
A deterministic attitude estimation problem for a rigid body in an attitude dependent potential field with bounded measurement errors is studied. An attitude estimation scheme that does not use generalized coordinate representations of the…
We consider the problem of pointwise estimation of multi-dimensional signals $s$, from noisy observations $(y_\tau)$ on the regular grid $\bZd$. Our focus is on the adaptive estimation in the case when the signal can be well recovered using…
In this paper we consider the joint problems of state estimation and model identification for a class of continuous-time nonlinear systems in output-feedback canonical form. An adaptive observer is proposed that combines an extended…
We formulate and study a general family of (continuous-time) stochastic dynamics for accelerated first-order minimization of smooth convex functions. Building on an averaging formulation of accelerated mirror descent, we propose a…
We present a unified operator-theoretic framework for analyzing per-feature sensitivity in camera pose estimation on the Lie group SE(3). Classical sensitivity tools - conditioning analyses, Euclidean perturbation arguments, and Fisher…
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential…
Estimating the 3DoF rotation from a single RGB image is an important yet challenging problem. As a popular approach, probabilistic rotation modeling additionally carries prediction uncertainty information, compared to single-prediction…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…
This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time)…
Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…
Recently, it has been shown in [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43, 2 (2015), 468--527] that there exists a system of stochastic differential equations (SDE) on the time…
Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t-distributed measurement noise are proposed. The algorithms use a variational Bayes based posterior approximation with coupled location and skewness…
The Earth, a temporal complex system, is witnessing a shift in research on its coordinate system, moving away from conventional static positioning toward embracing dynamic modeling. Early positioning concentrates on static natural…
Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…
This paper presents solutions to the following two common quaternion attitude estimation problems: (i) estimation of attitude using measurement of two reference vectors, and (ii) estimation of attitude using rate measurement and measurement…
We address the problem of deterministic sequential estimation for a nonsmooth dynamics in R governed by a variational inequality, as illustrated by the Skorokhod problem with a reflective boundary condition at 0. For smooth dynamics,…
This study presents a novel, continuous finite-time control strategy for a class of nonlinear systems subject to matched uncertainties with unknown bounds. We propose an Adaptive Disturbance Observer-based Full-order Integral-Terminal…
A general class of dynamical systems which can be trained to operate in classification and generation modes are introduced. A procedure is proposed to plant asymptotic stationary attractors of the deterministic model. Optimizing the…
We investigate an aggregation model with intrinsic interactions on the special orthogonal group $SO(3)$. We consider a smooth interaction potential that depends on the squared intrinsic distance, and establish local and global existence of…