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Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

Applications · Statistics 2021-05-19 Matti Raitoharju , Henri Nurminen , Demet Cilden-Guler , Simo Särkkä

Despite the cheap availability of computing resources enabling faster Monte Carlo simulations, the potential benefits of particle filtering in revealing accurate statistical information on the imprecisely known model parameters or modeling…

Methodology · Statistics 2014-02-07 Saikat Sarkar , Debasish Roy

The Kalman filter is an algorithm for the estimation of hidden variables in dynamical systems under linear Gauss-Markov assumptions with widespread applications across different fields. Recently, its Bayesian interpretation has received a…

Neurons and Cognition · Quantitative Biology 2021-11-23 Manuel Baltieri , Takuya Isomura

Super-resolution ultrasound can image microvascular structure and flow at sub-wave-diffraction resolution based on localising and tracking microbubbles. Currently, tracking microbubbles accurately under limited imaging frame rates and high…

Image and Video Processing · Electrical Eng. & Systems 2023-04-04 Biao Huang , Jipeng Yan , Megan Morris , Victoria Sinnett , Navita Somaiah , Meng-Xing Tang

This paper proposes an Extended-Kalman-Filter-like observer for parameter estimation during synchronization of chaotic systems. The exponential stability of the observer is guaranteed by a persistent excitation condition. This approach is…

Chaotic Dynamics · Physics 2017-06-21 L. Torres

We discuss slowly-rotating, general relativistic, superfluid neutron stars in the Hartle-Thorne formulation. The composition of the stars is described by a simple two-fluid model which accounts for superfluid neutrons and all other…

General Relativity and Quantum Cosmology · Physics 2023-03-21 Eneko Aranguren , José A. Font , Nicolas Sanchis-Gual , Raül Vera

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

This work introduces an on-the-fly (i.e., online) linear unmixing method which is able to sequentially analyze spectral data acquired on a spectrum-by-spectrum basis. After deriving a sequential counterpart of the conventional linear mixing…

A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear…

Methodology · Statistics 2021-03-15 Gregor Robinson , Ian Grooms

A new application of duality relations of stochastic processes is demonstrated. Although conventional usages of the duality relations need analytical solutions for the dual processes, we here employ numerical solutions of the dual processes…

Systems and Control · Computer Science 2015-10-14 Jun Ohkubo

We present the results of the first study of global oscillations of relativistic stars with both elastic crusts and interpenetrating superfluid components. For simplicity, we focus on the axial quasi-normal modes. Our results demonstrate…

Solar and Stellar Astrophysics · Physics 2009-07-24 Lars Samuelsson , Nils Andersson

We develop a general formalism to treat, in general relativity, the linear oscillations of a two-fluid star about static (non-rotating) configurations. Such a formalism is intended for neutron stars, whose matter content can be described,…

General Relativity and Quantum Cosmology · Physics 2009-10-31 G. L. Comer , David Langlois , Lap Ming Lin

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

We give an overview of track fitting using the Kalman filter method in the NOMAD detector at CERN, and emphasize how the wealth of by-product information can be used to analyze track breakpoints (discontinuities in track parameters caused…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Pierre Astier , Alessandro Cardini , Robert D. Cousins , Antoine Letessier-Selvon , Boris A. Popov , Tatiana Vinogradova

The possible presence of amorphous and heterogeneous phases in the inner crust of a neutron star is expected to reduce the electrical conductivity of the crust, with potentially important consequences on the magneto-thermal evolution of the…

High Energy Astrophysical Phenomena · Physics 2021-01-20 T. Carreau , A. F. Fantina , F. Gulminelli

Relating different global neutron-star (NS) properties, such as tidal deformability and radius, or mass and radius, requires an equation of state (EoS). Determining the NS EoS is therefore not only the science goal of a variety of…

High Energy Astrophysical Phenomena · Physics 2024-06-27 P. J. Davis , H. Dinh Thi , A. F. Fantina , F. Gulminelli , M. Oertel , L. Suleiman

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…

Earth and Planetary Astrophysics · Physics 2014-11-20 Joshua A. Carter , Joshua N. Winn

A low-dimensional dynamical system is observed in an experiment as a high-dimensional signal; for example, a video of a chaotic pendulums system. Assuming that we know the dynamical model up to some unknown parameters, can we estimate the…

Machine Learning · Statistics 2021-11-24 Ofir Lindenbaum , Amir Sagiv , Gal Mishne , Ronen Talmon

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

Radio pulsar timing, X-ray pulse profile modeling or gravitational-wave detections of binary mergers involving at least one neutron star offer the opportunity to elucidate the properties of dense and neutron rich matter in thermodynamic…

High Energy Astrophysical Phenomena · Physics 2025-12-08 Lami Suleiman , Anthea F. Fantina , Francesca Gulminelli , Jocelyn Read