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Kalman filters are widely used for object tracking, where process and measurement noise are usually considered accurately known and constant. However, the exact known and constant assumptions do not always hold in practice. For example,…

Computer Vision and Pattern Recognition · Computer Science 2021-12-23 Chao Jiang , Zhiling Wang , Shuhang Tan , Huawei Liang

A new watt balance is being constructed at the National Institute of Standards and Technology (NIST) in preparation for the redefinition of the International System of Units and the realization of mass through an exact value of the Planck…

Instrumentation and Detectors · Physics 2016-11-15 E. J. Leaman , D. Haddad , F. Seifert , L. S. Chao , A. Cao , J. R. Pratt , S. Schlamminger , D. B. Newell

In this paper, we explore an efficient online algorithm for quantum state estimation based on a matrix-exponentiated gradient method previously used in the context of machine learning. The state update is governed by a learning rate that…

Quantum Physics · Physics 2019-03-28 Akram Youssry , Christopher Ferrie , Marco Tomamichel

We investigate the sensitivity of gravitational acceleration estimation using squeezed probe states in a quantum metrology framework. In particular, we analyze how the squeezing phase, beyond its amplitude, affects the attainable precision.…

Quantum Physics · Physics 2026-05-28 Oziel R. de Araujo , Lucas S. Marinho , Jonas F. G. Santos , Carlos H. S. Vieira

Estimating the parameters of gravitational wave signals detected by ground-based detectors requires an understanding of the properties of the detectors' noise. In particular, the most commonly used likelihood function for gravitational wave…

We introduce a novel nonlinear Kalman filter that utilizes reparametrization gradients. The widely used parametric approximation is based on a jointly Gaussian assumption of the state-space model, which is in turn equivalent to minimizing…

Machine Learning · Computer Science 2023-03-09 San Gultekin , Brendan Kitts , Aaron Flores , John Paisley

The reliability and precision of dynamic database are vital for the optimal operating and global control of integrated energy systems. One of the effective ways to obtain the accurate states is state estimations. A novel robust dynamic…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Liang Chen , Yang Li , Manyun Huang , Xinxin Hui , Songlin Gu

Matter wave interferometers with large momentum transfers, irrespective of specific implementations, will face a universal dephasing due to relative accelerations between the interferometric mass and the associated apparatus. Here we…

General Relativity and Quantum Cosmology · Physics 2021-06-08 Marko Toroš , Thomas W. van de Kamp , Ryan J. Marshman , M. S. Kim , Anupam Mazumdar , Sougato Bose

The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-01 Dong Yang , Fei Jiang , Wei Wu , Xuefei Fang , Muyong Cao

In this article, the state estimation problems with unknown process noise and measurement noise covariances for both linear and nonlinear systems are considered. By formulating the joint estimation of system state and noise parameters into…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Hua Lan , Shijie Zhao , Jinjie Hu , Zengfu Wang , Jing Fu

In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…

Optimization and Control · Mathematics 2019-09-17 Bojana Rosic

We consider the problem of robust estimation involving filtering and smoothing for nonlinear state space models which are disturbed by heavy-tailed impulsive noises. To deal with heavy-tailed noises and improve the robustness of the…

Applications · Statistics 2020-12-01 Hongwei Wang , Hongbin Li , Junyi Zuo , Wei Zhang , Heping Wang

Atom interferometers have been developed in the last three decades as new powerful tools to investigate gravity. They were used for measuring the gravity acceleration, the gravity gradient, and the gravity-field curvature, for the…

General Relativity and Quantum Cosmology · Physics 2021-01-06 Guglielmo M. Tino

The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing,…

Information Theory · Computer Science 2013-01-22 Lukas Bolliger , Hans-Andrea Loeliger , Christian Vogel

In this work, we derive a $\gamma$-robust a posteriori error estimator for finite element approximations of the Allen-Cahn equation with variable non-degenerate mobility. The estimator utilizes spectral estimates for the linearized steady…

Numerical Analysis · Mathematics 2024-03-15 Aaron Brunk , Jan Giesselmann , Maria Lukacova-Medvidova

Atomic interferometry methods used to measure the Newtonian gravitational constant. To improve the accuracy, one should measure the phase of an atomic interferometer at extreme values of atomic vertical velocities and coordinates. Owing to…

Atomic Physics · Physics 2021-02-10 B. Dubetsky

The precise estimation of the gravitational acceleration is important for various disciplines. We consider making such an estimation using quantum optics. A Mach-Zehnder interferometer in an "optical fountain" type arrangement is considered…

Quantum Physics · Physics 2019-02-06 S. Y. Chen , T. C. Ralph

Does gravity influence local measurements? We use a dual-species atom interferometer with $2\,\text{s}$ of free-fall time to measure the relative acceleration between $^{85}$Rb and $^{87}$Rb wave packets in the Earth's gravitational field.…

Atomic Physics · Physics 2020-11-06 Peter Asenbaum , Chris Overstreet , Minjeong Kim , Joseph Curti , Mark A. Kasevich

We present a single-source dual atom interferometer and utilize it as a gradiometer for precise gravitational measurements. The macroscopic separation between interfering atomic wave packets (as large as 16 cm) reveals the interplay of…

Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting and prediction of epidemics. Particle filters are a widely…

Statistics Theory · Mathematics 2025-03-21 E. Calvello , J. A. Carrillo , F. Hoffmann , P. Monmarché , A. M. Stuart , U. Vaes