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This letter shows that the following three classes of recursive state estimation filters: standard filters, such as the extended Kalman filter; iterated filters, such as the iterated unscented Kalman filter; and dynamically iterated…

Signal Processing · Electrical Eng. & Systems 2023-09-15 Anton Kullberg , Isaac Skog , Gustaf Hendeby

Simultaneous Localization and Mapping (SLAM) algorithms perform visual-inertial estimation via filtering or batch optimization methods. Empirical evidence suggests that filtering algorithms are computationally faster, while optimization…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Amay Saxena , Chih-Yuan Chiu , Joseph Menke , Ritika Shrivastava , Shankar Sastry

In this paper, we propose a new approach for recommender systems based on target tracking by Kalman filtering. We assume that users and their seen resources are vectors in the multidimensional space of the categories of the resources.…

Artificial Intelligence · Computer Science 2010-12-16 Samuel Nowakowski , Cédric Bernier , Anne Boyer

An appearance-based robot self-localization problem is considered in the machine learning framework. The appearance space is composed of all possible images, which can be captured by a robot's visual system under all robot localizations.…

Computer Vision and Pattern Recognition · Computer Science 2017-10-06 Alexander Kuleshov , Alexander Bernstein , Evgeny Burnaev , Yury Yanovich

In this paper, we propose a robust Kalman filtering framework for systems with probabilistic uncertainty in system parameters. We consider two cases, namely discrete time systems, and continuous time systems with discrete measurements. The…

Systems and Control · Electrical Eng. & Systems 2020-07-09 Sunsoo Kim , Vedang M. Deshpande , Raktim Bhattacharya

Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in numerous science areas, but their application to the geosciences has been limited due to their inefficiency in high-dimensional systems in…

Applications · Statistics 2019-04-16 Peter Jan van Leeuwen , Hans R. Künsch , Lars Nerger , Roland Potthast , Sebastian Reich

Tracking objects in Computer Vision is a hard problem. Privacy and utility concerns adds an extra layer of complexity over this problem. In this work we consider the problem of maintaining privacy and utility while tracking an object in a…

Optimization and Control · Mathematics 2020-06-16 Niladri Das , Raktim Bhattacharya

This work addresses the critical lack of precision in state estimation in the Kalman filter for 3D multi-object tracking (MOT) and the ongoing challenge of selecting the appropriate motion model. Existing literature commonly relies on…

Computer Vision and Pattern Recognition · Computer Science 2025-05-13 Mohamed Nagy , Naoufel Werghi , Bilal Hassan , Jorge Dias , Majid Khonji

A commonly encountered problem is the tracking of a physical object, like a maneuvering ship, aircraft, land vehicle, spacecraft or animate creature carrying a wireless device. The sensor data is often limited and inaccurate observations of…

Systems and Control · Computer Science 2015-03-02 Kevin Judd

Particle tracking is common in many biophysical, ecological, and micro-fluidic applications. Reliable tracking information is heavily dependent on of the system under study and algorithms that correctly determines particle position between…

Computer Vision and Pattern Recognition · Computer Science 2016-05-12 Alvaro Rodriguez , Hanqing Zhang , Krister Wiklund , Tomas Brodin , Jonatan Klaminder , Patrik Andersson , Magnus Andersson

A filtering problem for a class of quantum systems disturbed by a classical stochastic process is investigated in this paper. The classical disturbance process, which is assumed to be described by a linear stochastic differential equation,…

Quantum Physics · Physics 2017-03-28 Qi Yu , Daoyi Dong , Ian R. Petersen , Qing Gao

This paper deals with the development of a localization methodology for autonomous vehicles using only a $3\Dim$ LIDAR sensor. In the context of this paper, localizing a vehicle in a known 3D global map of the environment is essentially to…

Robotics · Computer Science 2023-02-15 Naga Venkat Adurthi

This paper introduces a new perspective on multi-class ensemble classification that considers training an ensemble as a state estimation problem. The new perspective considers the final ensemble classifier model as a static state, which can…

Machine Learning · Computer Science 2019-02-25 Arjun Pakrashi , Brian Mac Namee

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

In this paper, we propose a new approach for recommender systems based on target tracking by Kalman filtering. We assume that users and their seen resources are vectors in the multidimensional space of the categories of the resources.…

Artificial Intelligence · Computer Science 2010-11-11 Samuel Nowakowski , Cédric Bernier , Anne Boyer

In this paper, we propose an approach to address the problems with ambiguity in tuning the process and observation noises for a discrete-time linear Kalman filter. Conventional approaches to tuning (e.g. using normalized estimation error…

Systems and Control · Electrical Eng. & Systems 2021-08-25 Zhaozhong Chen , Christoffer Heckman , Simon Julier , Nisar Ahmed

The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…

Statistics Theory · Mathematics 2025-02-10 Edoardo Calvello , Pierre Monmarché , Andrew M. Stuart , Urbain Vaes

A standard approach to approximate inference in state-space models isto apply a particle filter, e.g., the Condensation Algorithm.However, the performance of particle filters often varies significantlydue to their stochastic nature.We…

Artificial Intelligence · Computer Science 2013-01-14 Dirk Ormoneit , Christiane Lemieux , David J. Fleet

Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…

Systems and Control · Electrical Eng. & Systems 2025-04-18 Xun Xiao , Junbo Tie , Jinyue Zhao , Ziqi Wang , Yuan Li , Qiang Dou , Lei Wang

We present an efficient particle filtering algorithm for multiscale systems, that is adapted for simple atmospheric dynamics models which are inherently chaotic. Particle filters represent the posterior conditional distribution of the state…

Data Analysis, Statistics and Probability · Physics 2015-06-04 Nishanth Lingala , N. Sri Namachchivaya , Nicolas Perkowski , Hoong C. Yeong