Related papers: On the stable Cholesky factorization-based method …
Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition…
This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…
We study state estimation for discrete-time linear stochastic systems under distributional ambiguity in the initial state, process noise, and measurement noise. We propose a noise-centric distributionally robust Kalman filter (DRKF) based…
We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collaborative filtering, the CKF accounts for time evolution by…
This paper addresses two interrelated problems of the nonlinear filtering mechanism and fast attitude filtering with the matrix Fisher distribution (MFD) on the special orthogonal group. By analyzing the distribution evolution along Bayes'…
The Cholesky decomposition is a fundamental tool for solving linear systems with symmetric and positive definite matrices which are ubiquitous in linear algebra, optimization, and machine learning. Its numerical stability can be improved by…
A likelihood analysis of the observables in deeply virtual exclusive meson production off a proton target is presented. We consider the unpolarized process for which the largest amount of data with all the kinematic dependences are…
Control laws derived from Control-Lyapunov Functions (CLFs) offer an efficient way for generating near-optimal many-revolution low-thrust trajectories. A common approach to constructing CLFs is to consider the family of quadratic functions…
Exploiting low-rank structure of the user-item rating matrix has been the crux of many recommendation engines. However, existing recommendation engines force raters with heterogeneous behavior profiles to map their intrinsic rating scales…
We consider estimating the population covariance matrix when the number of available samples is less than the size of the observations. The sample covariance matrix (SCM) being singular, regularization is mandatory in this case. For this…
Contemporary data assimilation often involves millions of prediction variables. The classical Kalman filter is no longer computationally feasible in such a high dimensional context. This problem can often be resolved by exploiting the…
In this paper, we present efficient realization of Kalman Filter (KF) that can achieve up to 65% of the theoretical peak performance of underlying architecture platform. KF is realized using Modified Faddeeva Algorithm (MFA) as a basic…
The Kalman filter combines forecasts and new observations to obtain an estimation which is optimal in the sense of a minimum average quadratic error. The Kalman filter has two main restrictions: (i) the dynamical system is assumed linear…
Non-negative Matrix Factorization(NMF) algorithm can only be used to find low rank approximation of original non-negative data while Concept Factorization(CF) algorithm extends matrix factorization to single non-linear kernel space,…
The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…
State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…
This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…
Designing optimal Bayes filters for nonlinear non-Gaussian systems is a challenging task. The main difficulties are: 1) representing complex beliefs, 2) handling non-Gaussian noise, and 3) marginalizing past states. To address these…
Model Predictive Control (MPC) represents nowadays one of the main methods employed for process control in industry. Its strong suits comprise a simple algorithm based on a straightforward formulation and the flexibility to deal with…
We introduce the $k$-banded Cholesky prior for estimating a high-dimensional bandable precision matrix via the modified Cholesky decomposition. The bandable assumption is imposed on the Cholesky factor of the decomposition. We obtained the…