Related papers: SVRPF: An Improved Particle Filter for a Nonlinear…
The robust estimation of dynamically changing features, such as the position of prey, is one of the hallmarks of perception. On an abstract, algorithmic level, nonlinear Bayesian filtering, i.e. the estimation of temporally changing signals…
This study proposes a centimeter-accurate positioning method that utilizes a Rao-Blackwellized particle filter (RBPF) without requiring integer ambiguity resolution in global navigation satellite system (GNSS) carrier phase measurements.…
Particle filters are a group of algorithms to solve inverse problems through statistical Bayesian methods when the model does not comply with the linear and Gaussian hypothesis. Particle filters are used in domains like data assimilation,…
This study proposes a new Gaussian Mixture Filter (GMF) to improve the estimation performance for the autonomous robotic radio signal source search and localization problem in unknown environments. The proposed filter is first tested with a…
Particle filters (PFs) are recursive Monte Carlo algorithms for Bayesian tracking and prediction in state space models. This paper addresses continuous-discrete filtering problems, where the hidden state evolves as an It\^o stochastic…
This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a connected matrix Lie group. The main contribution of this paper is to derive the feedback particle filter (FPF) algorithm for this…
In large-scale regression problems, random Fourier features (RFFs) have significantly enhanced the computational scalability and flexibility of Gaussian processes (GPs) by defining kernels through their spectral density, from which a finite…
Reconstructing 3D assets from images, known as inverse rendering (IR), remains a challenging task due to its ill-posed nature. 3D Gaussian Splatting (3DGS) has demonstrated impressive capabilities for novel view synthesis (NVS) tasks.…
In Data Assimilation, observations are fused with simulations to obtain an accurate estimate of the state and parameters for a given physical system. Combining data with a model, however, while accurately estimating uncertainty, is…
This paper presents the application of a particle filter for data assimilation in the context of puff-based dispersion models. Particle filters provide estimates of the higher moments, and are well suited for strongly nonlinear and/or…
This paper is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown…
Bootstrap particle filter (BPF) is the corner stone of many popular algorithms used for solving inference problems involving time series that are observed through noisy measurements in a non-linear and non-Gaussian context. The long term…
Particle filtering methods can be applied to estimation problems in discrete spaces on bounded domains, to sample from and marginalise over unknown hidden states. As in continuous settings, problems such as particle degradation can arise:…
This paper addresses the problem of robust fault detection filtering for linear time-varying (LTV) systems with non-Gaussian noise and additive faults. The conventional generalized likelihood ratio (GLR) method utilizes the Kalman filter,…
This paper presents an efficient method for updating particles in a particle filter (PF) to address the position estimation problem when dealing with sharp-peaked likelihood functions derived from multiple observations. Sharp-peaked…
The phase retrieval problem in the presence of noise aims to recover the signal vector of interest from a set of quadratic measurements with infrequent but arbitrary corruptions, and it plays an important role in many scientific…
In a global numerical weather prediction (NWP) modeling framework we study the implementation of Gaussian uncertainty of individual particles into the assimilation step of a localized adaptive particle filter (LAPF). We obtain a local…
An exploit of the Sequential Importance Sampling (SIS) algorithm using Differential Algebra (DA) techniques is derived to develop an efficient particle filter. The filter creates an original kind of particles, called scout particles, that…
In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…
Target localization is a critical task in various applications, such as search and rescue, surveillance, and wireless sensor networks. When a target emits a radio frequency (RF) signal, spatially distributed sensors can collect signal…