Related papers: Bayesian Non-parametric Hidden Markov Model for Ag…

Ensuring secure and reliable operations of the power grid is a primary concern of system operators. Phasor measurement units (PMUs) are rapidly being deployed in the grid to provide fast-sampled operational data that should enable quicker…

In this paper, we propose an algorithm for estimating the parameters of a time-homogeneous hidden Markov model from aggregate observations. This problem arises when only the population level counts of the number of individuals at each time…

Passive Wi-Fi-based radars (PWRs) are devices that enable the localization of targets using Wi-Fi signals of opportunity transmitted by an access point. Unlike active radars that optimize their transmitted waveform for localization, PWRs…

This paper presents a novel deep learning framework for robotic arm manipulation that integrates multimodal inputs using a late-fusion strategy. Unlike traditional end-to-end or reinforcement learning approaches, our method processes image…

This paper proposes an algorithm that combines Fast Moving Horizon Parameter Estimation and Model Predictive Control subject to an observability constraint designed to ensure a lower bound on the performance of the parameter estimator.…

Motivated by future automotive applications, we study some joint radar target detection and parameter estimation problems where the transmitter, equipped with a mono-static MIMO radar, wishes to detect multiple targets and then estimate…

Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is…

In this paper we introduce a novel online time series forecasting model we refer to as the pM-GP filter. We show that our model is equivalent to Gaussian process regression, with the advantage that both online forecasting and online…

This paper proposes a novel adaptive sample space-based Viterbi algorithm for target localization in an online manner. The method relies on discretizing the target's motion space into cells representing a finite number of hidden states.…

In this work we propose a Bayesian framework for fully automated image fusion and their joint segmentation. More specifically, we consider the case where we have observed images of the same object through different image processes or…

In this paper, a new model-free anomaly detection framework is proposed for time-series induced by industrial dynamical systems.The framework lies in the category of conventional approaches which enable appealing features such as a learning…

Non-linear state space models are a widely-used class of models for biological, economic, and physical processes. Fitting these models to observed data is a difficult inference problem that has no straightforward solution. We take a…

Millimeter-wave Frequency Modulated Continuous Wave (FMCW) radar enables contactless cardiac monitoring, but heartbeat estimation becomes challenging when respiration and random body motion (RBM) distort the radar signal. In this paper, we…

We propose a Neural Hidden Markov Model (HMM) with Adaptive Granularity Attention (AGA) for high-frequency order flow modeling. The model addresses the challenge of capturing multi-scale temporal dynamics in financial markets, where…

Displaced automotive sensor imaging exploits joint processing of the data acquired from multiple radar units, each of which may have limited individual resources, to enhance the localization accuracy. Prior works either consider perfect…

Accurate and real-time position estimation of the robotic arm on the patient's side is crucial for the success of remote robotic surgery in Tactile Internet environments. This paper proposes a predictive approach using the computationally…

Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…

Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

This paper presents a novel algorithm, the particle-based, rapid incremental smoother (PaRIS), for efficient online approximation of smoothed expectations of additive state functionals in general hidden Markov models. The algorithm, which…

Estimating hidden processes from non-linear noisy observations is particularly difficult when the parameters of these processes are not known. This paper adopts a machine learning approach to devise variational Bayesian inference for such…