Related papers: mmWave Simultaneous Localization and Mapping Using…
Convergence of the Kalman filter is best analyzed by studying the contraction of the Riccati map in the space of positive definite (covariance) matrices. In this paper, we explore how this contraction property relates to a more fundamental…
Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…
Accurate precise positioning at millimeter wave frequencies is possible due to the large available bandwidth that permits precise on-the-fly time of flight measurements using conventional air interface standards. In addition, narrow antenna…
This paper develops a general trajectory probability hypothesis density (TPHD) filter, which uses a general density for target-generated measurements and is able to estimate trajectories of coexisting point and extended targets. First, we…
We present a new type of the EnKF for data assimilation in spatial models that uses diagonal approximation of the state covariance in the wavelet space to achieve adaptive localization. The efficiency of the new method is demonstrated on an…
The Earth Mover's Distance (EMD) is a state-of-the art metric for comparing discrete probability distributions, but its high distinguishability comes at a high cost in computational complexity. Even though linear-complexity approximation…
Tracking algorithms such as the Kalman filter aim to improve inference performance by leveraging the temporal dynamics in streaming observations. However, the tracking regularizers are often based on the $\ell_p$-norm which cannot account…
5G mmWave communication is useful for positioning due to the geometric connection between the propagation channel and the propagation environment. Channel estimation methods can exploit the resulting sparsity to estimate parameters(delay…
This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…
Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data is acquired sequentially. The Kalman filter plays a…
This paper proposes a novel approach to improve the performance of the extended Kalman filter (EKF) for the problem of mobile robot localization. A fuzzy logic system is employed to continuous-ly adjust the noise covariance matrices of the…
This paper demonstrates the efficacy of data-driven localization mappings for assimilating satellite-like observations in a dynamical system of intermediate complexity. In particular, a sparse network of synthetic brightness temperature…
Millimeter-wave (mmWave) communications plays an important role for future cellular networks because of the vast amount of spectrum available in the underutilized mmWave frequency bands. To overcome the huge free space omnidirectional path…
Fifth-generation (5G) networks are expected to provide high-precision positioning estimation utilizing mmWave signals in urban and downtown areas. In such areas, 5G base stations (BSs) will be densely deployed, allowing for line-of-sight…
The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…
We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor…
Nanomechanical resonant sensors are used in mass spectrometry via detection of resonance frequency jumps. There is a fundamental trade-off between detection speed and accuracy. Temporal and size resolution are limited by the resonator…
A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the aproximation of the covariance when…
The acute disparity between increasing bandwidth demand and available spectrum, has brought millimeter wave (mmW) bands to the forefront of candidate solutions for the next-generation cellular networks. Highly directional transmissions are…
In this paper, we describe a hybrid-extended Kalman filter algorithm to synchronize the clocks and to precisely determine the inter-spacecraft distances for space-based gravitational wave detectors, such as (e)LISA. According to the…