Related papers: Kalman Filtering and Expectation Maximization for …

The development of signal unmixing algorithms is essential for leveraging multimodal datasets acquired through a wide array of scientific imaging technologies, including hyperspectral or time-resolved acquisitions. In experimental physics,…

This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the data by explicitly modelling the time evolution of the factors. We study estimation of the model parameters based on the…

Expectation Maximization (EM) algorithm is a parameter estimation method from incomplete observations. In this paper, an implementation of this method to the calibration of HKS spectrometer at Jefferson Lab is described. We show that the…

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…

In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Most nonlinear filters used in spacecraft navigation are based on a linear approximation of the optimal minimum mean square error estimator. The Unscented Kalman Filter (UKF) handles nonlinear dynamics through a sigma-point transform, but…

In the remote sensing context spectral unmixing is a technique to decompose a mixed pixel into two fundamental representatives: endmembers and abundances. In this paper, a novel architecture is proposed to perform blind unmixing on…

We consider the problem of selecting an optimal set of sensor precisions to estimate the states of a non-linear dynamical system using an Ensemble Kalman filter and an Unscented Kalman filter, which uses random and deterministic ensembles…

This study proposes a novel framework for spectral unmixing by using 1D convolution kernels and spectral uncertainty. High-level representations are computed from data, and they are further modeled with the Multinomial Mixture Model to…

This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…

So far, the problem of unmixing large or multitemporal hyperspectral datasets has been specifically addressed in the remote sensing literature only by a few dedicated strategies. Among them, some attempts have been made within a distributed…

Traditional hyperspectral unmixing methods neglect the underlying variability of spectral signatures often observed in typical hyperspectral images (HI), propagating these missmodeling errors throughout the whole unmixing process. Attempts…

Hyperspectral unmixing (HU) plays a fundamental role in a wide range of hyperspectral applications. It is still challenging due to the common presence of outlier channels and the large solution space. To address the above two issues, we…

This paper studies a fully Bayesian algorithm for endmember extraction and abundance estimation for hyperspectral imagery. Each pixel of the hyperspectral image is decomposed as a linear combination of pure endmember spectra following the…

This paper presents two novel hyperspectral mixture models and associated unmixing algorithms. The two models assume a linear mixing model corrupted by an additive term whose expression can be adapted to account for multiple scattering…

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

We consider the problem of fusing an arbitrary number of multiband, i.e., panchromatic, multispectral, or hyperspectral, images belonging to the same scene. We use the well-known forward observation and linear mixture models with Gaussian…