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A rise in popularity of Deep Neural Networks (DNNs), attributed to more powerful GPUs and widely available datasets, has seen them being increasingly used within safety-critical domains. One such domain, self-driving, has benefited from…

Machine Learning · Computer Science 2018-11-19 Rhiannon Michelmore , Marta Kwiatkowska , Yarin Gal

In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications. We first formulate classic Kalman smoothing as a least…

Optimization and Control · Mathematics 2013-03-12 Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto

Autonomous vehicles have gained significant attention due to technological advancements and their potential to transform transportation. A critical challenge in this domain is precise localization, particularly in LiDAR-based map matching,…

Robotics · Computer Science 2025-01-07 Minoo Dolatabadi , Fardin Ayar , Ehsan Javanmardi , Manabu Tsukada , Mahdi Javanmardi

The knowledge of the states of a vehicle is a necessity to perform proper planning and control. These quantities are usually accessible through measurements. Control theory brings extremely useful methods -- observers -- to deal with…

Robotics · Computer Science 2023-04-03 Agapius Bou Ghosn , Philip Polack , Arnaud de La Fortelle

Automatic lane tracking involves estimating the underlying signal from a sequence of noisy signal observations. Many models and methods have been proposed for lane tracking, and dynamic targets tracking in general. The Kalman Filter is a…

Computer Vision and Pattern Recognition · Computer Science 2017-06-29 Jiawei Huang , Zhaowen Wang

We cast Amari's natural gradient in statistical learning as a specific case of Kalman filtering. Namely, applying an extended Kalman filter to estimate a fixed unknown parameter of a probabilistic model from a series of observations, is…

Machine Learning · Statistics 2018-08-29 Yann Ollivier

The landscape of analytics is changing rapidly. Much of online user analytics, however, is based on collection of various user analytics numbers. Understanding these numbers, and then relating them to higher numerical analysis for the…

Human-Computer Interaction · Computer Science 2018-10-02 Joni Salminen , Bernard J. Jansen

Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…

Machine Learning · Statistics 2021-11-12 Sitan Chen , Frederic Koehler , Ankur Moitra , Morris Yau

Studying the reliability of complex systems using machine learning techniques involves facing a series of technical and practical challenges, ranging from the intrinsic nature of the system and data to the difficulties in modeling and…

Machine Learning · Computer Science 2024-10-08 Maria Luz Gamiz , Fernando Navas-Gomez , Rafael Nozal-Cañadas , Rocio Raya-Miranda

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…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

The unscented Kalman filter is an algorithm capable of handling nonlinear scenarios. Uncertainty in process noise covariance may decrease the filter estimation performance or even lead to its divergence. Therefore, it is important to adjust…

Robotics · Computer Science 2026-03-03 Amit Levy , Itzik Klein

A novel approach for vehicle tracking using a hybrid adaptive Kalman filter is proposed. The filter utilizes recurrent neural networks to learn the vehicle's geometrical and kinematic features, which are then used in a supervised learning…

Robotics · Computer Science 2023-04-05 Barak Or , Itzik Klein

Use of cooperative information, distributed by road-side units, offers large potential for intelligent vehicles (IVs). As vehicle automation progresses and cooperative perception is used to fill the blind spots of onboard sensors, the…

Signal Processing · Electrical Eng. & Systems 2019-05-23 Johannes Müller , Michael Gabb , Michael Buchholz

In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

Kalman filters are widely used for object tracking, where process and measurement noise are usually considered accurately known and constant. However, the exact known and constant assumptions do not always hold in practice. For example,…

Computer Vision and Pattern Recognition · Computer Science 2021-12-23 Chao Jiang , Zhiling Wang , Shuhang Tan , Huawei Liang

Safety is a central requirement for automated vehicles. As such, the assessment of risk in automated driving is key in supporting both motion planning technologies and safety evaluation. In automated driving, risk is characterized by two…

Robotics · Computer Science 2026-01-22 Leon Tolksdorf , Arturo Tejada , Jonas Bauernfeind , Christian Birkner , Nathan van de Wouw

This paper presents a novel design methodology for optimal transmission policies at a smart sensor to remotely estimate the state of a stable linear stochastic dynamical system. The sensor makes measurements of the process and forms…

Optimization and Control · Mathematics 2016-11-18 Mojtaba Nourian , Alex S. Leong , Subhrakanti Dey , Daniel E. Quevedo

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

Robustness and safety are crucial properties for the real-world application of autonomous vehicles. One of the most critical components of any autonomous system is localisation. During the last 20 years there has been significant progress…

Robotics · Computer Science 2019-04-19 Siqi Yi , Stewart Worrall , Eduardo Nebot
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