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Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2)…

Robotics · Computer Science 2021-07-28 Yujie Tang , Liang Hu , Qingrui Zhang , Wei Pan

The paper deals with decentralized state estimation for spatially distributed systems described by linear partial differential equations from discrete in-space-and-time noisy measurements provided by sensors deployed over the spatial domain…

Systems and Control · Computer Science 2016-04-11 Giorgio Battistelli , Luigi Chisci , Nicola Forti , Stefano Selleri , Giuseppe Pelosi

Real-world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. Gaussian noise for filtering. We propose general Gaussian Processes as a non-parametric model for correlated measurement…

Machine Learning · Statistics 2019-09-25 Vince Kurtz , Hai Lin

The future of inland navigation increasingly relies on autonomous systems and remote operations, emphasizing the need for accurate vessel trajectory prediction. This study addresses the challenges of video-based vessel tracking and…

Computer Vision and Pattern Recognition · Computer Science 2025-05-02 Alexander Puzicha , Konstantin Wüstefeld , Kathrin Wilms , Frank Weichert

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

For multi-target tracking, target representation plays a crucial rule in performance. State-of-the-art approaches rely on the deep learning-based visual representation that gives an optimal performance at the cost of high computational…

Computer Vision and Pattern Recognition · Computer Science 2020-06-12 Mohib Ullah , Maqsood Mahmud , Habib Ullah , Kashif Ahmad , Ali Shariq Imran , Faouzi Alaya Cheikh

We present a novel filtering algorithm that employs Bayesian transfer learning to address the challenges posed by mismatched intensity of the noise in a pair of sensors, each of which tracks an object using a nonlinear dynamic system model.…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Omar Alotaibi , Brian L. Mark , Mohammad Reza Fasihi

We study the fundamental sensitivity that can be achieved with an ideal optomechanical system in the nonlinear regime for measurements of time-dependent gravitational fields. Using recently developed methods to solve the dynamics of a…

The paper is devoted to synthesis of recurrent algorithms for detection of stochastic signals given in state space. The structure of the algorithms synthesized is shown to be close to that of the Kalman filter. Analysis of one of the…

We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be…

Optimization and Control · Mathematics 2024-04-11 Andrea Simonetto , Paolo Massioni

This paper introduces a new invariant extended Kalman filter design that produces real-time state estimates and rapid error convergence for the estimation of the human body movement even in the presence of sensor misalignment and initial…

Robotics · Computer Science 2025-08-05 Zenan Zhu , Seyed Mostafa Rezayat Sorkhabadi , Yan Gu , Wenlong Zhang

Optimal state estimation for linear discrete-time systems is considered. Motivated by the literature on differential privacy, the measurements are assumed to be corrupted by Laplace noise. The optimal least mean square error estimate of the…

Optimization and Control · Mathematics 2016-09-02 Farhad Farokhi , Jezdimir Milosevic , Henrik Sandberg

In practical applications, quantum systems are inevitably subject to significant uncertainties, including unknown initial states, imprecise physical parameters, and unmodeled environmental noise, all of which pose major challenges to robust…

Mathematical Physics · Physics 2025-11-12 Weichao Liang , Daoyi Dong

Online estimation of electromechanical oscillation parameters provides essential information to prevent system instability and blackout and helps to identify event categories and locations. We formulate the problem as a state space model…

Optimization and Control · Mathematics 2017-06-19 Zhe Yu , Di Shi , Zhiwei Wang , Qibing Zhang , Junhui Huang , Sen Pan

This paper is considered with joint estimation of state and time-varying noise covariance matrices in non-linear stochastic state space models. We present a variational Bayes and Gaussian filtering based algorithm for efficient computation…

Methodology · Statistics 2013-02-05 Simo Särkkä Jouni Hartikainen

We address the problem of determining optimal sensor precisions for estimating the states of linear time-varying discrete-time stochastic dynamical systems, with guaranteed bounds on the estimation errors. This is performed in the Kalman…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Niladri Das , Raktim Bhattacharya

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

Bayesian filtering approximates the true underlying behavior of a time-varying system by inverting an explicit generative model to convert noisy measurements into state estimates. This process typically requires either storage, inversion,…

Machine Learning · Computer Science 2023-11-20 Gianluca M. Bencomo , Jake C. Snell , Thomas L. Griffiths

We consider an optomechanical system that is composed of a mechanical and an optical mode interacting through a linear and quadratic optomechanical dispersive couplings. The system is operated in an unresolved side band limit with a high…

Quantum Physics · Physics 2019-12-12 U. Satya Sainadh , M. Anil Kumar

In precision force sensing of multi-mechanical mode optomechanical systems, coherent interference can decouple certain degenerate vibrational modes from the cavity field, leading to incomplete information regarding the measured signal. In…

Quantum Physics · Physics 2025-10-10 Ding-hui Xu , Zheng Liu , Chang-shui Yu