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Accurate estimation and prediction of trajectory is essential for the capture of any high speed target. In this paper, an extended Kalman filter (EKF) is used to track the target in the first loop of the trajectory to collect data points…

We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are proposed that sample from an approximate posterior and prove…

Machine Learning · Statistics 2024-07-02 Diksha Bhandari , Jakiw Pidstrigach , Sebastian Reich

This paper revisits the problem of orientation estimation for rigid bodies through a novel framework based on scalar measurements. Unlike traditional vector-based methods, the proposed approach enables selective utilization of only the…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Hassan Alnahhal , Sifeddine Benahmed , Soulaimane Berkane , Tarel Hamel

The advantage function is a central concept in RL that helps reduce variance in policy gradient estimates. For language modeling, Group Relative Policy Optimization (GRPO) was proposed to use the within-group sample mean as a baseline for…

Machine Learning · Computer Science 2026-04-23 Hu Wang , Congbo Ma , Ian Reid , Mohammad Yaqub

Autonomous platforms require accurate positioning to complete their tasks. To this end, a Kalman filter-based algorithms, such as the extended Kalman filter or invariant Kalman filter, utilizing inertial and external sensor fusion are…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Barak Diker , Itzik Klein

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…

Performance evaluations are critical for quantifying algorithmic advances in reinforcement learning. Recent reproducibility analyses have shown that reported performance results are often inconsistent and difficult to replicate. In this…

Machine Learning · Computer Science 2020-08-14 Scott M. Jordan , Yash Chandak , Daniel Cohen , Mengxue Zhang , Philip S. Thomas

Kalman filtering is a classic state estimation technique used in application areas such as signal processing and autonomous control of vehicles. It is now being used to solve problems in computer systems such as controlling the voltage and…

Systems and Control · Electrical Eng. & Systems 2019-07-01 Yan Pei , Swarnendu Biswas , Donald S. Fussell , Keshav Pingali

This paper investigates the use of extended Kalman filtering to train recurrent neural networks with rather general convex loss functions and regularization terms on the network parameters, including $\ell_1$-regularization. We show that…

Machine Learning · Computer Science 2022-11-03 Alberto Bemporad

This work develops a learning-based contact estimator for legged robots that bypasses the need for physical sensors and takes multi-modal proprioceptive sensory data as input. Unlike vision-based state estimators, proprioceptive state…

Robotics · Computer Science 2021-11-30 Tzu-Yuan Lin , Ray Zhang , Justin Yu , Maani Ghaffari

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…

Machine Learning · Computer Science 2021-05-26 Zhuangwei Shi

We consider word-of-mouth social learning involving $m$ Kalman filter agents that operate sequentially. The first Kalman filter receives the raw observations, while each subsequent Kalman filter receives a noisy measurement of the…

Machine Learning · Computer Science 2024-10-14 Vikram Krishnamurthy , Cristian Rojas

In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we…

Systems and Control · Electrical Eng. & Systems 2024-04-17 Sven Goffin , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

The main goal of this article is to analyze the effect on pose estimation accuracy when using a Kalman filter added to 4-dimensional deformation part model partial solutions. The experiments run with two data sets showing that this method…

Computer Vision and Pattern Recognition · Computer Science 2024-02-08 Enrique Martinez-Berti , Antonio-Jose Sanchez-Salmeron , Carlos Ricolfe-Viala

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

Reinforcement learning for embodied agents is a challenging problem. The accumulated reward to be optimized is often a very rugged function, and gradient methods are impaired by many local optimizers. We demonstrate, in an experimental…

Artificial Intelligence · Computer Science 2016-06-01 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

Estimation of rigid body attitude motion is a long-standing problem of interest in several applications. This problem is challenging primarily because rigid body motion is described by nonlinear dynamics and the state space is nonlinear.…

Optimization and Control · Mathematics 2016-03-16 Maziar Izadi , Sasi Prabhakaran Viswanathan , Amit Kumar Sanyal , Carlos Silvestre , Paulo Oliveira

Weighting strategy prevails in machine learning. For example, a common approach in robust machine learning is to exert lower weights on samples which are likely to be noisy or quite hard. This study reveals another undiscovered strategy,…

Machine Learning · Computer Science 2022-01-05 Rujing Yao , Ou Wu

This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and…

Systems and Control · Electrical Eng. & Systems 2021-12-10 Nikolaos Koumpis , Panagiotis Panagiotou , Ioannis Arvanitakis

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova