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Related papers: Global Decay Chain Vertex Fitting at B-Factories

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Particle Markov chain Monte Carlo (pMCMC) is now a popular method for performing Bayesian statistical inference on challenging state space models (SSMs) with unknown static parameters. It uses a particle filter (PF) at each iteration of an…

Computation · Statistics 2019-08-19 Christopher Drovandi , Richard G Everitt , Andrew Golightly , Dennis Prangle

Many interventional surgical procedures rely on medical imaging to visualise and track instruments. Such imaging methods not only need to be real-time capable, but also provide accurate and robust positional information. In ultrasound…

We present a software framework for Belle II that reconstructs B mesons in many decay modes with minimal user intervention. It does so by reconstructing particles in user-supplied decay channels, and then in turn using these reconstructed…

High Energy Physics - Experiment · Physics 2014-12-16 Christian Pulvermacher , Thomas Keck , Michael Feindt , Martin Heck , Thomas Kuhr

This paper addresses state estimation of linear systems with special attention on unknown process and measurement noise covariances, aiming to enhance estimation accuracy while preserving the stability guarantee of the Kalman filter. To…

Signal Processing · Electrical Eng. & Systems 2021-10-12 Xiangxiang Dong , Giorgio Battistelli , Luigi Chisci , Yunze Cai

After reviewing techniques for extracting clean information on CP-violating phase angles from $B$ decays, we explain the rules for finding decay modes that can probe the phase angle $\gamma$ of the unitarity triangle. We identify the more…

High Energy Physics - Phenomenology · Physics 2009-09-25 R. Aleksan , B. Kayser , D. London

Existing state estimation algorithms for legged robots that rely on proprioceptive sensors often overlook foot slippage and leg deformation in the physical world, leading to large estimation errors. To address this limitation, we propose a…

Robotics · Computer Science 2024-11-19 Tianyi Zhang , Wenhan Cao , Chang Liu , Tao Zhang , Jiangtao Li , Shengbo Eben Li

Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…

Methodology · Statistics 2014-10-29 Quentin Clairon , Nicolas Brunel

This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background errors corresponding to…

Statistics Theory · Mathematics 2016-05-31 Elias D. Nino , Adrian Sandu , Xinwei Deng

This paper investigates waveform estimation (tracking) of the time-varying force in a two-level optomechanical system with backaction noise by Kalman filtering. It is assumed that the backaction and measurement noises are Gaussian and…

Quantum Physics · Physics 2019-03-05 Beili Gong , Daoyi Dong , Weizhou Su , Wei Cui

Automatic lane tracking involves estimating the underlying signal from a sequence of noisy signal observations. Many models and methods have been proposed for lane tracking, and dynamic targets tracking in general. The Kalman Filter is a…

Computer Vision and Pattern Recognition · Computer Science 2017-06-29 Jiawei Huang , Zhaowen Wang

The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…

Robotics · Computer Science 2022-05-30 Arno Solin , Rui Li , Andrea Pilzer

Ground faults in converter-based grids can be difficult to detect because, unlike in grids with synchronous machines, they often do not result in large currents. One recent strategy is for each converter to inject a perturbation that makes…

Optimization and Control · Mathematics 2022-09-15 Mohammad Pirani , Mehdi Hosseinzadeh , Joshua A. Taylor , Bruno Sinopoli

We formulate a recursive estimation problem for multiple dynamical systems coupled through a low dimensional stochastic input, and we propose an efficient sub-optimal solution. The suggested approach is an approximation of the Kalman filter…

Optimization and Control · Mathematics 2019-11-26 Leonid Pogorelyuk , Clarence W. Rowley , N. Jeremy Kasdin

This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…

Methodology · Statistics 2016-11-14 Jonathan R. Stroud , Matthias Katzfuss , Christopher K. Wikle

We present a method of using classical wavelet based multiresolution analysis to separate scales in model and observations during data assimilation with the ensemble Kalman filter. In many applications, the underlying physics of a phenomena…

Optimization and Control · Mathematics 2015-11-09 Kyle S. Hickmann , Humberto C. Godinez

Kalman filtering is a classic state estimation technique used in application areas such as signal processing and autonomous control of vehicles. It is now being used to solve problems in computer systems such as controlling the voltage and…

Systems and Control · Electrical Eng. & Systems 2019-07-01 Yan Pei , Swarnendu Biswas , Donald S. Fussell , Keshav Pingali

A reliable determination of the Cabibbo-Kobayashi-Maskawa matrix element $|V_{cb}|$ is mandatory for precision flavor physics and for the search for CP violating phases from new, heavy particles. In this article, we review the theory of the…

High Energy Physics - Experiment · Physics 2009-03-24 C. Schwanda

In the context of track fitting problems by a Kalman filter, the appropriate functional forms of the elements of the random process noise matrix are derived for tracking through thick layers of dense materials and magnetic field. This work…

Instrumentation and Detectors · Physics 2016-07-21 Kolahal Bhattacharya , Sudeshna Banerjee , Naba K Mondal

We propose a defiltering method of turbulent flow fields for Lagrangian particle tracking using machine learning techniques. Numerical simulation of Lagrangian particle tracking is commonly used in various fields. In general, practical…

Fluid Dynamics · Physics 2024-11-21 Tomoya Oura , Koji Fukagata

This study considers the object localization problem and proposes a novel multiparticle Kalman filter to solve it in complex and symmetric environments. Two well-known classes of filtering algorithms to solve the localization problem are…

Robotics · Computer Science 2023-03-15 Roman Korkin , Ivan Oseledets , Aleksandr Katrutsa