Related papers: Bayesian KalmanNet: Quantifying Uncertainty in Dee…

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

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…

Deep neural networks (DNNs) are often coupled with physics-based models or data-driven surrogate models to perform fault detection and health monitoring of systems in the low data regime. These models serve as digital twins to generate…

Advances in deep neural network (DNN) based molecular property prediction have recently led to the development of models of remarkable accuracy and generalization ability, with graph convolution neural networks (GCNNs) reporting…

This paper proposes a Koopman-based framework for modeling, prediction, and control of unknown nonlinear time-varying systems. We present a novel Koopman-based learning method for predicting the state of unknown nonlinear time-varying…

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…

Bayesian Neural Networks (BNNs) often result uncalibrated after training, usually tending towards overconfidence. Devising effective calibration methods with low impact in terms of computational complexity is thus of central interest. In…

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…

Kalman filtering is a powerful approach to adaptive filtering for various problems in signal processing. The frequency-domain adaptive Kalman filter (FDKF), based on the concept of the acoustic state space, provides a unifying solution to…

The possible methodologies to handle the uncertain parameter are reviewed. The core idea of the desensitized Kalman filter is introduced. A new cost function consisting of a posterior covariance trace and trace of a weighted norm of the…

Counter-adversarial system design problems have lately motivated the development of inverse Bayesian filters. For example, inverse Kalman filter (I-KF) has been recently formulated to estimate the adversary's Kalman-filter-tracked estimates…

Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainty by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have focused…

Advanced Aerial Mobility (AAM) operations require strategic flight planning services that predict both spatial and temporal uncertainties to safely validate flight plans against hazards such as weather cells, restricted airspaces, and CNS…

The Recursive KalmanNet, recently introduced by the authors, is a recurrent neural network guided by a Kalman filter, capable of estimating the state variables and error covariance of stochastic dynamic systems from noisy measurements,…

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

With the wide development of black-box machine learning algorithms, particularly deep neural network (DNN), the practical demand for the reliability assessment is rapidly rising. On the basis of the concept that `Bayesian deep learning…

A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Hybrid state estimators that combine model-based Kalman filtering with learned components have shown promise on simulated data, yet their performance on real-world automotive data remains insufficient. In this work we present Adaptive…

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…