Related papers: Global RTK Positioning in Graphical State Space
In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…
This paper illustrates the way for estimating position and orientation of a vehicle with an Extended Kalman Filter (EKF). For this purpose a non-linear model is designed and an adaptive calculation of measurement noise covariance matrix is…
This paper presents a neural-enhanced probabilistic model and corresponding factor graph-based sum-product algorithm for robust localization and tracking in multipath-prone environments. The introduced hybrid probabilistic model consists of…
State estimation is critical to control systems, especially when the states cannot be directly measured. This paper presents an approximate optimal filter, which enables to use policy iteration technique to obtain the steady-state gain in…
Predicting the behavior of a dynamical system from noisy observations of its past outputs is a classical problem encountered across engineering and science. For linear systems with Gaussian inputs, the Kalman filter -- the best linear…
Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters - show performance degradation when applied to nonlinear systems whose uncertainty follows…
Kullback Leibler (KL) control problems allow for efficient computation of optimal control by solving a principal eigenvector problem. However, direct applicability of such framework to continuous state-action systems is limited. In this…
In this paper, we propose a novel definition of stationary graph signals, formulated with respect to a symmetric graph shift, such as the graph Laplacian. We show that stationary graph signals can be generated by transmitting white noise…
We consider the problem of learning time-varying functions in a distributed fashion, where agents collect local information to collaboratively achieve a shared estimate. This task is particularly relevant in control applications, whenever…
In real-world applications the Perspective-n-Point (PnP) problem should generally be applied in a sequence of images which a set of drift-prone features are tracked over time. In this paper, we consider both the temporal dependency of…
Modern intelligent transportation systems provide data that allow real-time dynamic demand prediction, which is essential for planning and operations. The main challenge of prediction of dynamic Origin-Destination (O-D) demand matrices is…
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…
Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…
The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…
This paper considers the localization problem in a 5G-aided global navigation satellite system (GNSS) based on real-time kinematic (RTK) technique. Specifically, the user's position is estimated based on the hybrid measurements, including…
This paper addresses distributed state estimation for multi-agent systems with local and relative measurements, motivated by cooperative localization problems in which the global state dimension scales with the size of the network. We…
This paper addresses the synthesis of an optimal fixed-gain distributed observer for discrete-time linear systems over wireless sensor networks. The proposed approach targets the steady-state estimation regime and computes fixed observer…
We consider the Kalman-filtering problem with multiple sensors which are connected through a communication network. If all measurements are delivered to one place called fusion center and processed together, we call the process centralized…
We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et…
Minimal parametrization of 3D lines plays a critical role in camera localization and structural mapping. Existing representations in robotics and computer vision predominantly handle independent lines, overlooking structural regularities…