Related papers: Outlier-robust Kalman filters with mixture corrent…

In this paper, a new robust Student's t based stochastic cubature filter (RSTSCF) is proposed for nonlinear state-space model with heavy-tailed process and measurement noises. The heart of the RSTSCF is a stochastic Student's t spherical…

Robust compressive sensing(CS) reconstruction has become an attractive research topic in recent years. Robust CS aims to reconstruct the sparse signals under non-Gaussian(i.e. heavy tailed) noises where traditional CS reconstruction…

This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…

Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in many cases. However, this filters only…

Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing…

The simulation of geometrically resolved rigid particles in a fluid relies on coupling algorithms to transfer momentum both ways between the particles and the fluid. In this article, the fluid flow is modeled with a parallel Lattice…

This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…

In this paper we address the problem of building a class of robust factorization algorithms that solve for the shape and motion parameters with both affine (weak perspective) and perspective camera models. We introduce a Gaussian/uniform…

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

We propose two nonlinear Kalman smoothers that rely on Student's t distributions. The T-Robust smoother finds the maximum a posteriori likelihood (MAP) solution for Gaussian process noise and Student's t observation noise, and is extremely…

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

The two main topics of this paper are the introduction of the "optimally tuned improper maximum likelihood estimator" (OTRIMLE) for robust clustering based on the multivariate Gaussian model for clusters, and a comprehensive simulation…

In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…

In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic…

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter,…

In this article, we consider the problem of outlier-robust state estimation where the measurement noise can be correlated. Outliers in data arise due to many reasons like sensor malfunctioning, environmental behaviors, communication…

Being robust to the presence of outliers is crucial for applying clustering algorithms in practice. In the $\textit{robust $k$-Means}$ problem (i.e., $k$-Means with outliers), the goal is to remove $z$ outliers and minimize the $k$-Means…

As a novel similarity measure that is defined as the expectation of a kernel function between two random variables, correntropy has been successfully applied in robust machine learning and signal processing to combat large outliers. The…

Bai (2010) and Bai et al. (2012) proposed robust mixture regression method based on the M regression estimation. However, the M-estimators are robust against the outliers in response variables, but they are not robust against the outliers…

We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us to show that common approaches to Gaussian filtering/smoothing can be distinguished solely by their methods of computing/approximating the…