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The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

Fluid pressure and fluid velocity carry important information for cancer diagnosis, prognosis and treatment. Recent work has demonstrated that estimation of these parameters is theoretically possible using ultrasound poroelastography.…

Image and Video Processing · Electrical Eng. & Systems 2018-07-23 Md Tauhidul Islam , Raffaella Righetti

A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…

Computation · Statistics 2017-06-28 Arnab Bhattacharya , Simon Wilson

Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on…

Machine Learning · Statistics 2017-04-24 Luca Ambrogioni , Umut Güçlü , Eric Maris , Marcel van Gerven

We study time evolutions of superfluid neutron stars, focussing on the nature of the oscillation spectrum, the effect of mutual friction force on the oscillations and the hydrodynamical spin-up phase of pulsar glitches. We linearise the…

Solar and Stellar Astrophysics · Physics 2015-05-18 A. Passamonti , N. Andersson

Pulsar timing arrays can detect continuous nanohertz gravitational waves emitted by individual supermassive black hole binaries. The data analysis procedure can be formulated within a time-domain, state-space framework, in which the radio…

Standard maximum likelihood or Bayesian approaches to parameter estimation for stochastic differential equations are not robust to perturbations in the continuous-in-time data. In this paper, we give a rather elementary explanation of this…

Numerical Analysis · Mathematics 2023-12-20 Sebastian Reich

This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…

Systems and Control · Electrical Eng. & Systems 2021-10-28 Zhongyao Hu , Bo Chen , Yuchen Zhang , Li Yu

This report provides a brief historical evolution of the concepts in the Kalman filtering theory since ancient times to the present. A brief description of the filter equations its aesthetics, beauty, truth, fascinating perspectives and…

Methodology · Statistics 2015-03-17 Shyam Mohan M , Naren Naik , R. M. O. Gemson , M. R. Ananthasayanam

The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…

Robotics · Computer Science 2025-12-16 Amit Levy , Itzik Klein

Cosmic-ray acceleration processes in astrophysical plasmas are often investigated with fully-kinetic or hybrid kinetic numerical simulations, which enable us to describe a detailed microphysics of particle energization mechanisms. Tracing…

High Energy Astrophysical Phenomena · Physics 2025-02-12 Gabriel Torralba Paz , Artem Bohdan , Jacek Niemiec

Glitches are sudden jumps in the spin frequency of pulsars believed to originate in the superfluid interior of neutron stars. Superfluid flow in a model neutron star is simulated by solving the equations of motion of a two-component…

High Energy Astrophysical Phenomena · Physics 2016-05-25 G. Howitt , B. Haskell , A. Melatos

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…

Systems and Control · Computer Science 2017-11-22 Damian Marelli , Mohsen Zamani , Minyue Fu

We present a general formalism to treat slowly rotating general relativistic superfluid neutron stars. As a first approximation, their matter content can be described in terms of a two-fluid model, where one fluid is the neutron superfluid,…

General Relativity and Quantum Cosmology · Physics 2009-10-31 N. Andersson , G. L. Comer

This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…

Methodology · Statistics 2025-02-18 Rutger-Jan Lange

Ray tracing algorithms that compute pulse profiles from rotating neutron stars are essential tools for constraining neutron-star properties with data from missions such as NICER. However, the high computational cost of these simulations…

High Energy Astrophysical Phenomena · Physics 2025-06-16 Preston G. Waldrop , Dimitrios Psaltis , Tong Zhao

This paper introduces two new algorithms to accurately estimate the process noise covariance of a discrete-time Kalman filter online for robust orbit determination in the presence of dynamics model uncertainties. Common orbit determination…

Signal Processing · Electrical Eng. & Systems 2021-05-17 Nathan Stacey , Simone D'Amico

Nonlinear regression is a useful statistical tool, relating observed data and a nonlinear function of unknown parameters. When the parameter-dependent nonlinear function is computationally intensive, a straightforward regression analysis by…

Applications · Statistics 2009-01-26 Dorin Drignei , Chris E. Forest , Doug Nychka

We study the effects of an elastic crust on the oscillation spectrum of superfluid neutron stars. Within the two fluid formalism, we consider Newtonian stellar models that include the relevant constituents of a mature neutron stars. The…

Solar and Stellar Astrophysics · Physics 2015-05-28 A. Passamonti , N. Andersson

We consider the hydrodynamics of the outer core of a neutron star under conditions when both neutrons and protons are superfluid. Starting from the equation of motion for the phases of the wave functions of the condensates of neutron pairs…

Quantum Gases · Physics 2017-03-02 D. N. Kobyakov , C. J. Pethick