Related papers: Invariant Smoothing with low process noise

This paper investigates a subgradient-based algorithm to solve the system identification problem for linear time-invariant systems with non-smooth objectives. This is essential for robust system identification in safety-critical…

Averaging, or smoothing, is a fundamental approach to obtain stable, de-noised estimates from noisy observations. In certain scenarios, observations made along trajectories of random dynamical systems are of particular interest. One popular…

A smoothing algorithm is presented for solving the soft-margin Support Vector Machine (SVM) optimization problem with an $\ell^{1}$ penalty. This algorithm is designed to require a modest number of passes over the data, which is an…

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…

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

In this paper, we argue that modern pre-integration methods for inertial measurement units (IMUs) are accurate enough to ignore the drift for short time intervals. This allows us to consider a simplified camera model, which in turn admits…

We propose a proximal variable smoothing algorithm for nonsmooth optimization problem with sum of three functions involving weakly convex composite function. The proposed algorithm is designed as a time-varying forward-backward splitting…

We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the underlying function at different locations and receives noisy…

In this paper, we consider a broad class of nonconvex and nonsmooth optimization problems, where one objective component is a nonsmooth weakly convex function composed with a linear operator. By integrating variable smoothing techniques…

Employing an inertial measurement unit (IMU) as an additional sensor can dramatically improve both reliability and accuracy of visual/Lidar odometry (VO/LO). Different IMU integration models are introduced using different assumptions on the…

We consider non-smooth saddle point optimization problems. To solve these problems, we propose a zeroth-order method under bounded or Lipschitz continuous noise, possible adversarial. In contrast to the state-of-the-art algorithms, our…

Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…

Randomized smoothing is the dominant standard for provable defenses against adversarial examples. Nevertheless, this method has recently been proven to suffer from important information theoretic limitations. In this paper, we argue that…

We consider variational inequalities coming from monotone operators, a setting that includes convex minimization and convex-concave saddle-point problems. We assume an access to potentially noisy unbiased values of the monotone operators…

Smoothing methods have become part of the standard tool set for the study and solution of nondifferentiable and constrained optimization problems as well as a range of other variational and equilibrium problems. In this note we synthesize…

In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

In this paper, we consider the problem of sensor selection for parameter estimation with correlated measurement noise. We seek optimal sensor activations by formulating an optimization problem, in which the estimation error, given by the…

Non-smooth optimization is a core ingredient of many imaging or machine learning pipelines. Non-smoothness encodes structural constraints on the solutions, such as sparsity, group sparsity, low-rank and sharp edges. It is also the basis for…

Accurate odometry is a critical component in a robotic navigation stack, and subsequent modules such as planning and control often rely on an estimate of the robot's motion. Sensor-based odometry approaches should be robust across sensor…