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We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…

Optimization and Control · Mathematics 2018-05-24 Bo Wahlberg , Lennart Ljung

We study Bayesian inverse problems with mixed noise, modeled as a combination of additive and multiplicative Gaussian components. While traditional inference methods often assume fixed or known noise characteristics, real-world…

Machine Learning · Computer Science 2025-10-17 Paul Hagemann , Robert Gruhlke , Bernhard Stankewitz , Claudia Schillings , Gabriele Steidl

Accurately estimating the statistical properties of noise is important in data analysis for space-based gravitational wave detectors. Noise in different time-delay interferometry channels correlates with each other. Many studies often…

Instrumentation and Methods for Astrophysics · Physics 2025-06-18 Ya-Nan Li , Yi-Ming Hu , En-Kun Li

In this paper, sensor selection problems for target tracking in large sensor networks with linear equality or inequality constraints are considered. First, we derive an equivalent Kalman filter for sensor selection, i.e., generalized…

Optimization and Control · Mathematics 2023-07-19 Xiaojing Shen , Pramod K. Varshney

Target motion analysis using only bearing angles is an important study for tracking targets in water. Several methods including Kalman-like filters and evolutionary strategies are used to get a good predictor. Kalman-like filters couldn't…

Neural and Evolutionary Computing · Computer Science 2020-01-16 Erdem Kose

Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Étienne Objois , Kaan Okumuş , Nicolas Bähler

Bayesian filtering approximates the true underlying behavior of a time-varying system by inverting an explicit generative model to convert noisy measurements into state estimates. This process typically requires either storage, inversion,…

Machine Learning · Computer Science 2023-11-20 Gianluca M. Bencomo , Jake C. Snell , Thomas L. Griffiths

Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…

Statistics Theory · Mathematics 2016-07-20 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

In this work, we present a new perspective on the origin and interpretation of adaptive filters. By applying Bayesian principles of recursive inference from the state-space model and using a series of simplifications regarding the structure…

Information Retrieval · Computer Science 2025-07-02 Leszek Szczecinski , Jacob Benesty , Eduardo Vinicius Kuhn

This paper presents research findings on handling faulty measurements (i.e., outliers) of global navigation satellite systems (GNSS) for vehicle localization under adverse signal conditions in field applications, where raw GNSS data are…

Robotics · Computer Science 2025-10-16 Haoming Zhang

Target tracking problem has many practical applications in real life. In submarines, target tracking is done using, preferably, passive sensors. These sensors measure only the bearing angles between the observed target and the ownship.…

Signal Processing · Electrical Eng. & Systems 2020-02-24 Hasan Hüseyin Sönmez , Köksal Hocaoğlu

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

We present parameter learning in a Gaussian variational inference setting using only noisy measurements (i.e., no groundtruth). This is demonstrated in the context of vehicle trajectory estimation, although the method we propose is general.…

Robotics · Computer Science 2020-07-13 Jeremy N. Wong , David J. Yoon , Angela P. Schoellig , Timothy D. Barfoot

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Bayesian estimation is a vital tool in robotics as it allows systems to update the robot state belief using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and…

Robotics · Computer Science 2025-01-13 Miguel Saavedra-Ruiz , Steven A. Parkison , Ria Arora , James Richard Forbes , Liam Paull

Visual anomaly detection targets to detect images that notably differ from normal pattern, and it has found extensive application in identifying defective parts within the manufacturing industry. These anomaly detection paradigms…

Computer Vision and Pattern Recognition · Computer Science 2024-11-15 Anindya Sundar Das , Guansong Pang , Monowar Bhuyan

We present a Bayesian method for estimating instrumental noise parameters and propagating noise uncertainties within the global BeyondPlanck Gibbs sampling framework, and apply this to Planck Low Frequency Instrument (LFI) time-ordered…

We consider the problem of model-based 3D-tracking of objects given dense depth images as input. Two difficulties preclude the application of a standard Gaussian filter to this problem. First of all, depth sensors are characterized by…

We consider the problem of distributed estimation of a Gaussian vector with linear observation model. Each sensor makes a scalar noisy observation of the unknown vector, quantizes its observation, maps it to a digitally modulated symbol,…

Information Theory · Computer Science 2020-05-01 Mojtaba Shirazi , Azadeh Vosoughi