Related papers: Autonomous Tracking and State Estimation with Gene…

Many problems in machine learning and other fields can be (re)for-mulated as linearly constrained separable convex programs. In most of the cases, there are multiple blocks of variables. However, the traditional alternating direction method…

We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…

We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block linear constraints has been intensively studied both…

We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…

Multichannel frequency estimation with incomplete data and miscellaneous noises arises in array signal processing, modal analysis, wireless communications, and so on. In this paper, we consider maximum-likelihood(-like) optimization methods…

Autonomous surface vehicles (ASVs) are influenced by environmental disturbances such as wind and waves, making accurate trajectory tracking a persistent challenge in dynamic marine conditions. In this paper, we propose an efficient…

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…

In this paper we propose an iterative method using alternating direction method of multipliers (ADMM) strategy to solve linear inverse problems in Hilbert spaces with general convex penalty term. When the data is given exactly, we give a…

State estimation is a fundamental problem for multi-sensor information fusion, essential in applications such as target tracking, power systems, and control automation. Previous research mostly ignores the correlation between sensors and…

We introduce a derivative-free computational framework for approximating solutions to nonlinear PDE-constrained inverse problems. The aim is to merge ideas from iterative regularization with ensemble Kalman methods from Bayesian inference…

We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…

In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg--Marquardt method for its solution which, in contrast to the existing literature, does…

This paper introduces an approach that enhances the state estimator for high-speed autonomous race cars, addressing challenges from unreliable measurements, localization failures, and computing resource management. The proposed robust…

In this paper, we study a general optimization model, which covers a large class of existing models for many applications in imaging sciences. To solve the resulting possibly nonconvex, nonsmooth and non-Lipschitz optimization problem, we…

This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…

Drift-free localization is essential for autonomous vehicles. In this paper, we address the problem by proposing a filter-based framework, which integrates the visual-inertial odometry and the measurements of the features in the pre-built…

This paper introduces the Bi-linear consensus Alternating Direction Method of Multipliers (Bi-cADMM), aimed at solving large-scale regularized Sparse Machine Learning (SML) problems defined over a network of computational nodes.…

Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…

Accurate estimation of the Underwater acoustic (UWA) is a key part of underwater communications, especially for coherent systems. The severe multipath effects and large delay spreads make the estimation problem large-scale. The…

Applications from manipulation to autonomous vehicles rely on robust and general object tracking to safely perform tasks in dynamic environments. We propose the first certifiably optimal category-level approach for simultaneous shape…