Related papers: Robust Online Model Adaptation by Extended Kalman …
Experimental data is costly to obtain, which makes it difficult to calibrate complex models. For many models an experimental design that produces the best calibration given a limited experimental budget is not obvious. This paper introduces…
Due to the state trajectory-independent features of invariant Kalman filtering (InEKF), it has attracted widespread attention in the research community for its significantly improved state estimation accuracy and convergence under…
This paper presents the machine learning-based ensemble conditional mean filter (ML-EnCMF) -- a filtering method based on the conditional mean filter (CMF) previously introduced in the literature. The updated mean of the CMF matches that of…
Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance…
In this work, we propose a meta-learning-based Koopman modeling and predictive control approach for nonlinear systems with parametric uncertainties. An adaptive deep meta-learning-based modeling approach, called Meta Adaptive Koopman…
The lightweight Multi-state Constraint Kalman Filter (MSCKF) has been well-known for its high efficiency, in which the delayed update has been usually adopted since its proposal. This work investigates the immediate update strategy of MSCKF…
One of the main obstacles to broad application of reinforcement learning methods is the parameter sensitivity of our core learning algorithms. In many large-scale applications, online computation and function approximation represent key…
The Ensemble Kalman Filter (EnKF) is a widely used method for data assimilation in high-dimensional systems, with an ensemble update step equivalent to an empirical version of the Matheron update popular in Gaussian process regression -- a…
Dynamic linear regression models forecast the values of a time series based on a linear combination of a set of exogenous time series while incorporating a time series process for the error term. This error process is often assumed to…
The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike reweighting methods such as sequential Monte Carlo (SMC, i.e.…
With the recent advance of deep learning based object recognition and estimation, it is possible to consider object level SLAM where the pose of each object is estimated in the SLAM process. In this paper, based on a novel Lie group…
Data assimilation plays a key role in large-scale atmospheric weather forecasting, where the state of the physical system is estimated from model outputs and observations, and is then used as initial condition to produce accurate future…
The robustness of the Kalman filter to double talk and its rapid convergence make it a popular approach for addressing acoustic echo cancellation (AEC) challenges. However, the inability to model nonlinearity and the need to tune control…
The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that…
In order to integrate uncertainty estimates into deep time-series modelling, Kalman Filters (KFs) (Kalman et al., 1960) have been integrated with deep learning models, however, such approaches typically rely on approximate inference…
Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the Koopman operator for deterministic and stochastic (control) systems. This operator is linear and encompasses full information on the (expected…
The ensemble Kalman filter (EnKF) (Evensen, 2009) has proven effective in quantifying uncertainty in a number of challenging dynamic, state estimation, or data assimilation, problems such as weather forecasting and ocean modeling. In these…
This paper presents the implementation of a perceptual system for a mobile robot. The system is designed and installed with modern sensors and multi-point communication channels. The goal is to equip the robot with a high level of…
Rehabilitation robotics continues to confront substantial challenges, particularly in achieving smooth, safe, and intuitive human-robot interactions for upper limb motor training. Many current systems depend on complex mechanical designs,…
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)…