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The proof of convergence of the standard ensemble Kalman filter (EnKF) from Legland etal. (2011) is extended to non-Gaussian state space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed,…

Probability · Mathematics 2016-06-30 Kody J. H. Law , Hamidou Tembine , Raul Tempone

The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…

Optimization and Control · Mathematics 2013-04-08 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

An online Data Assimilation strategy based on the Ensemble Kalman Filter (EnKF) is used to improve the predictive capabilities of Large Eddy Simulation (LES) for the analysis of the turbulent flow in a plane channel, $Re_\tau \approx 550$.…

Fluid Dynamics · Physics 2023-10-30 Lucas Villanueva , Karine Truffin , Marcello Meldi

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

Robotics · Computer Science 2023-08-22 Xiao Liu , Geoffrey Clark , Joseph Campbell , Yifan Zhou , Heni Ben Amor

Kalman Filters (KF) are fundamental to real-time state estimation applications, including radar-based tracking systems used in modern driver assistance and safety technologies. In a linear dynamical system with Gaussian noise distributions…

Robotics · Computer Science 2024-11-27 Arian Mehrfard , Bharanidhar Duraisamy , Stefan Haag , Florian Geiss

We study adaptive (or online) nonlinear regression with Long-Short-Term-Memory (LSTM) based networks, i.e., LSTM-based adaptive learning. In this context, we introduce an efficient Extended Kalman filter (EKF) based second-order training…

Machine Learning · Computer Science 2021-06-01 N. Mert Vural , Salih Ergüt , Suleyman S. Kozat

The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in GPSSM incurs unresolved issues for existing variational…

Machine Learning · Computer Science 2024-07-23 Zhidi Lin , Yiyong Sun , Feng Yin , Alexandre Hoang Thiéry

There has been an increasing surge of interest on development of advanced Reinforcement Learning (RL) systems as intelligent approaches to learn optimal control policies directly from smart agents' interactions with the environment.…

Machine Learning · Computer Science 2020-06-02 Parvin Malekzadeh , Mohammad Salimibeni , Arash Mohammadi , Akbar Assa , Konstantinos N. Plataniotis

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

Approximate matching (AM) is a concept in digital forensics to determine the similarity between digital artifacts. An important use case of AM is the reliable and efficient detection of case-relevant data structures on a blacklist, if only…

Cryptography and Security · Computer Science 2023-04-28 Frieder Uhlig , Lukas Struppek , Dominik Hintersdorf , Thomas Göbel , Harald Baier , Kristian Kersting

Deep reinforcement learning has led to numerous notable results in robotics. However, deep neural networks (DNNs) are unintuitive, which makes it difficult to understand their predictions and strongly limits their potential for real-world…

Robotics · Computer Science 2022-03-02 Vilde B. Gjærum , Ella-Lovise H. Rørvik , Anastasios M. Lekkas

Data assimilation plays a key role in large-scale atmospheric weather forecasting, where the state of the physical system is estimated from model outputs and observations, and is then used as initial condition to produce accurate future…

Methodology · Statistics 2018-02-13 Azam Moosavi , Ahmed Attia , Adrian Sandu

Advanced driver assistance systems are critically dependent on reliable and accurate information regarding a vehicles' driving state. For estimation of unknown quantities, model-based and learning-based methods exist, but both suffer from…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Jan-Hendrik Ewering , Zygimantas Ziaukas , Simon F. G. Ehlers , Thomas Seel

Deep neural networks (DNNs) typically employ an end-to-end (E2E) training paradigm which presents several challenges, including high GPU memory consumption, inefficiency, and difficulties in model parallelization during training. Recent…

Computer Vision and Pattern Recognition · Computer Science 2024-12-23 Yuming Zhang , Shouxin Zhang , Peizhe Wang , Feiyu Zhu , Dongzhi Guan , Junhao Su , Jiabin Liu , Changpeng Cai

KNN is one of the most popular classification methods, but it often fails to work well with inappropriate choice of distance metric or due to the presence of numerous class-irrelevant features. Linear feature transformation methods have…

Machine Learning · Computer Science 2009-06-11 Martin Renqiang Min , David A. Stanley , Zineng Yuan , Anthony Bonner , Zhaolei Zhang

Building upon the theory of Kalman Filtering on Lie Groups, this paper describes an Extended Kalman Filter and Smoother for Loosely Coupled Integration of GNSS/INS tailored for post-processing applications. The approach employs a dynamic…

Robotics · Computer Science 2022-10-07 Marcos R. Fernandes , Giorgio M. Magalhães , Yusef Cáceres , João B. R. do Val

In this paper, we propose a multi-layer artificial neural network (ANN) that is trained with the Levenberg-Marquardt algorithm for use in signal detection over multiple-input multiple-output orthogonal frequency-division multiplexing…

Signal Processing · Electrical Eng. & Systems 2020-02-03 Shabnam Rezaei , Sofiene Affes

Performing Data Assimilation (DA) at a low cost is of prime concern in Earth system modeling, particularly at the time of big data where huge quantities of observations are available. Capitalizing on the ability of Neural Networks…

Machine Learning · Computer Science 2021-11-24 Mathis Peyron , Anthony Fillion , Selime Gürol , Victor Marchais , Serge Gratton , Pierre Boudier , Gael Goret

Artificial neural networks (ANNs) are widely used in modeling sentence processing but often exhibit deterministic behavior, contrasting with human sentence comprehension, which manages uncertainty during ambiguous or unexpected inputs. This…

Computation and Language · Computer Science 2025-05-06 Diksha Bhandari , Alessandro Lopopolo , Milena Rabovsky , Sebastian Reich

In previous works, we proposed to estimate cosmological parameters with the artificial neural network (ANN) and the mixture density network (MDN). In this work, we propose an improved method called the mixture neural network (MNN) to…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-23 Guo-Jian Wang , Cheng Cheng , Yin-Zhe Ma , Jun-Qing Xia , Amare Abebe , Aroonkumar Beesham