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Motivated by non-linear, non-Gaussian, distributed multi-sensor/agent navigation and tracking applications, we propose a multi-rate consensus/fusion based framework for distributed implementation of the particle filter (CF/DPF). The CF/DPF…
This paper presents a general solution for computing the multi-object posterior for sets of trajectories from a sequence of multi-object (unlabelled) filtering densities and a multi-object dynamic model. Importantly, the proposed solution…
In this paper, the problem of target localization in the presence of outlying sensors is tackled. This problem is important in practice because in many real-world applications the sensors might report irrelevant data unintentionally or…
Using Bayesian transfer learning, we develop a particle filter approach for tracking a nonlinear dynamical model in a dual-tracking system where intensities of measurement noise for both sensors are asymmetric. The densities for Bayesian…
This paper proposes a novel inertial-aided localization approach by fusing information from multiple inertial measurement units (IMUs) and exteroceptive sensors. IMU is a low-cost motion sensor which provides measurements on angular…
We investigate adaptive mixture methods that linearly combine outputs of $m$ constituent filters running in parallel to model a desired signal. We use "Bregman divergences" and obtain certain multiplicative updates to train the linear…
The Poisson Multi-Bernoulli Mixture (PMBM) density is a conjugate multi-target density for the standard point target model with Poisson point process birth. This means that both the filtering and predicted densities for the set of targets…
In this paper, we consider a general distributed estimation problem in relay-assisted sensor networks by taking into account time-varying asymmetric communications, fading channels and intermittent measurements. Motivated by centralized…
An important step in a multi-sensor surveillance system is to estimate sensor biases from their noisy asynchronous measurements. This estimation problem is computationally challenging due to the highly nonlinear transformation between the…
This paper presents an efficient sensor management approach for multi-target tracking in passive sensor networks. Compared with active sensor networks, passive sensor networks have larger uncertainty due to the nature of passive sensing.…
In order to meet the theoretically achievable imaging performance, calibration of modern radio interferometers is a mandatory challenge, especially at low frequencies. In this perspective, we propose a novel parallel iterative…
Multiple kernel learning algorithms are proposed to combine kernels in order to obtain a better similarity measure or to integrate feature representations coming from different data sources. Most of the previous research on such methods is…
We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…
A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…
Integrating natural language (NL) prompts into robotic mission planning has attracted significant interest in recent years. In the construction domain, Building Information Models (BIM) encapsulate rich NL descriptions of the environment.…
This overview paper describes the particle methods developed for the implementation of the a class of Bayes filters formulated using the random finite set formalism. It is primarily intended for the readership already familiar with the…
In this paper, approximate Linear Minimum Variance (LMV) filters for continuous-discrete state space models are introduced. The filters are obtained by means of a recursive approximation to the predictions for the first two moments of the…
Significant human and observational resources have been dedicated to electromagnetic followup of gravitational-wave events detected by Advanced LIGO and Virgo. As the sensitivity of LIGO and Virgo improves, the rate of sources detected will…
Inference of latent feature models in the Bayesian nonparametric setting is generally difficult, especially in high dimensional settings, because it usually requires proposing features from some prior distribution. In special cases, where…
Assimilation of continuously streamed monitored data is an essential component of a digital twin; the assimilated data are used to ensure the digital twin is a true representation of the monitored system. One way this is achieved is by…