Related papers: A Gaussian Integral Filter with Multivariate Lapla…
Guided image filtering (GIF) is a popular smoothing technique, in which an additional image is used as a structure guidance for noise removal with edge preservation. The original GIF and some of its subsequent improvements are derived from…
In this work we propose an approximate Minimum Mean-Square Error (MMSE) filter for linear dynamic systems with Gaussian Mixture noise. The proposed estimator tracks each component of the Gaussian Mixture (GM) posterior with an individual…
The process of using one image to guide the filtering process of another one is called Guided Image Filtering (GIF). The main challenge of GIF is the structure inconsistency between the guidance image and the target image. Besides, noise in…
In this manuscript we introduce numerical Gaussian process Kalman filtering (GPKF). Numerical Gaussian processes have recently been developed to simulate spatiotemporal models. The contribution of this paper is to embed numerical Gaussian…
Multi-robot systems must have the ability to accurately estimate relative states between robots in order to perform collaborative tasks, possibly with no external aiding. Three-dimensional relative pose estimation using range measurements…
Real-world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. Gaussian noise for filtering. We propose general Gaussian Processes as a non-parametric model for correlated measurement…
In many signal processing applications it is required to estimate the unobservable state of a dynamic system from its noisy measurements. For linear dynamic systems with Gaussian Mixture (GM) noise distributions, Gaussian Sum Filters (GSF)…
The Gaussian Filter (GF) is one of the most widely used filtering algorithms; instances are the Extended Kalman Filter, the Unscented Kalman Filter and the Divided Difference Filter. GFs represent the belief of the current state by a…
We study the problem of searching for and tracking a collection of moving targets using a robot with a limited Field-Of-View (FOV) sensor. The actual number of targets present in the environment is not known a priori. We propose a search…
Particle flow Gaussian particle flow (PFGPF) uses an invertible particle flow to generate a proposal density. It approximates the predictive and posterior distributions as Gaussian densities. In this paper, we use bank of PFGPF filters to…
A common assumption in signal processing is that underlying data numerically conforms to a Gaussian distribution. It is commonly utilized in signal processing to describe unknown additive noise in a system and is often justified by citing…
State-space models (SSMs) are a broad class of probabilistic models for dynamical systems with many applications in engineering and science. Bayesian filtering is analytically tractable only in the linear-Gaussian setting, where the Kalman…
In multi-target tracking (MTT), non-Gaussian measurement noise from sensors can diminish the performance of the Gaussian-assumed Gaussian mixture probability hypothesis density (GM-PHD) filter. In this paper, an approach that transforms the…
This study proposes a new Gaussian Mixture Filter (GMF) to improve the estimation performance for the autonomous robotic radio signal source search and localization problem in unknown environments. The proposed filter is first tested with a…
Hybrid variational quantum algorithms, which combine a classical optimizer with evaluations on a quantum chip, are the most promising candidates to show quantum advantage on current noisy, intermediate-scale quantum (NISQ) devices. The…
In a variety of problems, the number and state of multiple moving targets are unknown and are subject to be inferred from their measurements obtained by a sensor with limited sensing ability. This type of problems is raised in a variety of…
The Geometrically Intrinsic Nonlinear Recursive Filter, or GI Filter, is designed to estimate an arbitrary continuous-time Markov diffusion process X subject to nonlinear discrete-time observations. The GI Filter is fundamentally different…
Many filters have been proposed in recent decades for the nonlinear state estimation problem. The linearization-based extended Kalman filter (EKF) is widely applied to nonlinear industrial systems. As EKF is limited in accuracy and…
We present a novel Kalman filter for spatiotemporal systems called the numerical Gaussian process Kalman filter (GPKF). Numerical Gaussian processes have recently been introduced as a physics informed machine learning method for simulating…
The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…