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We design and analyse the performance of a multilevel ensemble Kalman filter method (MLEnKF) for filtering settings where the underlying state-space model is an infinite-dimensional spatio-temporal process. We consider underlying models…

Numerical Analysis · Mathematics 2020-03-11 Alexey Chernov , Håkon Hoel , Kody J. H. Law , Fabio Nobile , Raul Tempone

Audiovisual scenes are pervasive in our daily life. It is commonplace for humans to discriminatively localize different sounding objects but quite challenging for machines to achieve class-aware sounding objects localization without…

Computer Vision and Pattern Recognition · Computer Science 2021-12-23 Di Hu , Yake Wei , Rui Qian , Weiyao Lin , Ruihua Song , Ji-Rong Wen

We demonstrate optimal state estimation for a cavity optomechanical system through Kalman filtering. By taking into account nontrivial experimental noise sources, such as colored laser noise and spurious mechanical modes, we implement a…

This paper describes a method to filter oscillatory transients from measurements of a time series which were at least an order of magnitude larger than the signal to be measured. Based on a Kalman filter, it has an optimality property and a…

Optimization and Control · Mathematics 2008-09-29 Andreas Mueller

The majority of everyday tasks involve interacting with unstructured environments. This implies that, in order for robots to be truly useful they must be able to handle contacts. This paper explores how a particle filter can be used to…

Robotics · Computer Science 2018-02-05 Elena Galbally , Mikael Jorda

This paper compares the performance of adaptive and robust Kalman filter algorithms in improving wheel-inertial odometry on low featured rough terrain. Approaches include classical adaptive and robust methods as well as variational methods,…

Robotics · Computer Science 2021-12-16 Shounak Das , Cagri Kilic , Ryan Watson , Jason Gross

In this paper, stochastic optimal control problems in continuous time and space are considered. In recent years, such problems have received renewed attention from the lens of reinforcement learning (RL) which is also one of our motivation.…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Anant A. Joshi , Amirhossein Taghvaei , Prashant G. Mehta , Sean P. Meyn

In this paper, we present a novel optimization algorithm designed specifically for estimating state-space models to deal with heavy-tailed measurement noise and constraints. Our algorithm addresses two significant limitations found in…

Signal Processing · Electrical Eng. & Systems 2024-11-19 Yifan Yu , Shengjie Xiu , Daniel P. Palomar

Recently, neural fields, also known as coordinate-based MLPs, have achieved impressive results in representing low-dimensional data. Unlike CNN, MLPs are globally connected and lack local control; adjusting a local region leads to global…

Computer Vision and Pattern Recognition · Computer Science 2023-09-12 Yixin Zhuang

The unscented Kalman filter is an algorithm capable of handling nonlinear scenarios. Uncertainty in process noise covariance may decrease the filter estimation performance or even lead to its divergence. Therefore, it is important to adjust…

Robotics · Computer Science 2026-03-03 Amit Levy , Itzik Klein

We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…

Optimization and Control · Mathematics 2017-11-22 San Gultekin , John Paisley

Imaging, detection and ranging of objects in the presence of significant background noise is a fundamental challenge in optical sensing. Overcoming the limitations imposed in conventional methods, quantum light sources show higher…

Quantum Physics · Physics 2022-10-11 Hashir Kuniyil , Helin Ozel , Hasan Yılmaz , Kadir Durak

Particle filtering is a popular method for inferring latent states in stochastic dynamical systems, whose theoretical properties have been well studied in machine learning and statistics communities. In many control problems, e.g.,…

Machine Learning · Computer Science 2021-07-12 Simon S. Du , Wei Hu , Zhiyuan Li , Ruoqi Shen , Zhao Song , Jiajun Wu

Object category localization is a challenging problem in computer vision. Standard supervised training requires bounding box annotations of object instances. This time-consuming annotation process is sidestepped in weakly supervised…

Computer Vision and Pattern Recognition · Computer Science 2016-05-30 Ramazan Gokberk Cinbis , Jakob Verbeek , Cordelia Schmid

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…

Optimization and Control · Mathematics 2019-03-29 Kunhee Ryu , Juhoon Back

This paper addresses the challenging problem of parameter estimation in bilinear systems under colored noise. A novel approach, termed B-PF-RLS, is proposed, combining a particle filter (PF) with a recursive least squares (RLS) estimator.…

Systems and Control · Electrical Eng. & Systems 2025-05-20 Khalid Abd El Mageed Hag Elamin

Future cellular networks that utilize millimeter wave signals provide new opportunities in positioning and situational awareness. Large bandwidths combined with large antenna arrays provide unparalleled delay and angle resolution, allowing…

Signal Processing · Electrical Eng. & Systems 2021-08-04 Ossi Kaltiokallio , Yu Ge , Jukka Talvitie , Henk Wymeersch , Mikko Valkama

The contribution of this paper is two-fold. First, we introduce a generalized myriad filter, which is a method to compute the joint maximum likelihood estimator of the location and the scale parameter of the Cauchy distribution. Estimating…

Numerical Analysis · Mathematics 2018-04-20 Friederike Laus , Fabien Pierre , Gabriele Steidl

Object counting and localization are key steps for quantitative analysis in large-scale microscopy applications. This procedure becomes challenging when target objects are overlapping, are densely clustered, and/or present fuzzy boundaries.…

Computer Vision and Pattern Recognition · Computer Science 2022-03-30 Shijie Li , Thomas Ach , Guido Gerig

Kalman filter is presumably one of the most important and extensively used filtering techniques in modern control systems. Yet, nearly all current variants of Kalman filters are formulated in the Euclidean space $\mathbb{R}^n$, while many…

Robotics · Computer Science 2021-06-29 Dongjiao He , Wei Xu , Fu Zhang