Related papers: Distributed Kalman-filtering: Distributed optimiza…

Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

Multi-level optimization has gained increasing attention in recent years, as it provides a powerful framework for solving complex optimization problems that arise in many fields, such as meta-learning, multi-player games, reinforcement…

We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…

Recent years have bore witness to the proliferation of distributed filtering techniques, where a collection of agents communicating over an ad-hoc network aim to collaboratively estimate and track the state of a system. These techniques…

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

In this paper, we address the distributed filtering and prediction of time-varying random fields represented by linear time-invariant (LTI) dynamical systems. The field is observed by a sparsely connected network of agents/sensors…

Distributed estimation in the context of sensor networks is considered, where distributed agents are given a set of sensor measurements, and are tasked with estimating a target variable. A subset of sensors are assumed to be faulty. The…

This paper studies the decentralized optimization and learning problem where multiple interconnected agents aim to learn an optimal decision function defined over a reproducing kernel Hilbert space by jointly minimizing a global objective…

Localization in indoor environments is a technique which estimates the robot's pose by fusing data from onboard motion sensors with readings of the environment, in our case obtained by scan matching point clouds captured by a low-cost…

In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…

A Semi-supervised Segmentation Fusion algorithm is proposed using consensus and distributed learning. The aim of Unsupervised Segmentation Fusion (USF) is to achieve a consensus among different segmentation outputs obtained from different…

Non-negative Matrix Factorization(NMF) algorithm can only be used to find low rank approximation of original non-negative data while Concept Factorization(CF) algorithm extends matrix factorization to single non-linear kernel space,…

Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial conditions by an ensemble which incorporates information…

For an improper complex signal x, its complementary covariance ExxT is not zero and thus it carries useful statistical information about x. Widely linear processing exploits Hermitian and complementary covariance to improve performance. In…

Water treatment and liquid storage are the two plants implementing the hydraulic three-tank system. Maintaining certain levels is the critical scenario so that the systems run as desired. To deal with, the optimal linear control and the…

The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates this mean-field model with an ensemble of interacting…

We propose Hypernetwork Kalman Filter (HKF) for tracking applications with multiple different dynamics. The HKF combines generalization power of Kalman filters with expressive power of neural networks. Instead of keeping a bank of Kalman…

Kalman-type filtering techniques including cubature Kalman filter (CKF) does not work well in non-Gaussian environments, especially in the presence of outliers. To solve this problem, Huber's M-estimation based robust CKF (RCKF) is proposed…