Related papers: Iterate Averaging, the Kalman Filter, and 3DVAR fo…
In applications, a substantial number of problems can be formulated as non-linear least squares problems over smooth varieties. Unlike the usual least squares problem over a Euclidean space, the non-linear least squares problem over a…
Both constrained and unconstrained optimization problems regularly appear in recursive tracking problems engineers currently address -- however, constraints are rarely exploited for these applications. We define the Kalman Filter and…
In this paper, the standard Kalman filter was implemented to denoise the three dimensional signals affected by additive white Gaussian noise (AWGN), we used fast algorithm based on Laplacian operator to measure the noise variance and a fast…
The classic, two-component, crust-superfluid model of a neutron star can be formulated as a noise-driven, linear dynamical system, in which the angular velocities of the crust and superfluid are tracked using a Kalman filter applied to…
The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point based methods are two well-known strategies to deal with these…
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…
Kaczmarz method is one popular iterative method for solving inverse problems, especially in computed tomography. Recently, it was established that a randomized version of the method enjoys an exponential convergence for well-posed problems,…
Equivariant and invariant machine learning models exploit symmetries and structural patterns in data to improve sample efficiency. While empirical studies suggest that data-driven methods such as regularization and data augmentation can…
The ensemble Kalman inversion is widely used in practice to estimate unknown parameters from noisy measurement data. Its low computational costs, straightforward implementation, and non-intrusive nature makes the method appealing in various…
Linear regression in $\ell_p$-norm is a canonical optimization problem that arises in several applications, including sparse recovery, semi-supervised learning, and signal processing. Generic convex optimization algorithms for solving…
We present a novel quantum tomographic reconstruction method based on Bayesian inference via the Kalman filter update equations. The method not only yields the maximum likelihood/optimal Bayesian reconstruction, but also a covariance matrix…
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…
The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in…
The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…
This paper presents a computationally efficient and robust LiDAR-inertial odometry framework. We fuse LiDAR feature points with IMU data using a tightly-coupled iterated extended Kalman filter to allow robust navigation in fast-motion,…
We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized sparsity promoting functional. The algorithm is based on the…
In this paper, we propose a federated algorithm for solving large linear systems that is inspired by the classic randomized Kaczmarz algorithm. We provide convergence guarantees of the proposed method, and as a corollary of our analysis, we…
Randomized regularized Kaczmarz algorithms have recently been proposed to solve tensor recovery models with {\it consistent} linear measurements. In this work, we propose a novel algorithm based on the randomized extended Kaczmarz algorithm…
A three-point iterative method for solving scalar non-linear equations was selected and then adapted to solve systems of non-linear equations. Subsequently, by applying Taylor's theorem to functions of $\R^{n}$ in $\R^{n}$, it is shown that…
The Kaczmarz method is a popular iterative method for solving consistent, overdetermined linear system such as medical imaging in computerized tomography. The Kaczmarz's iteration repeatedly scans all equations in order, which leads to…