Related papers: Ensemble Kalman Inversion for Image Guided Guide W…

This paper uses a probabilistic approach to analyze the converge of an ensemble Kalman filter solution to an exact Kalman filter solution in the simplest possible setting, the scalar case, as it allows us to build upon a rich literature of…

Filtering - the task of estimating the conditional distribution for states of a dynamical system given partial and noisy observations - is important in many areas of science and engineering, including weather and climate prediction.…

This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of…

Full Waveform Inversion (FWI) is a promising technique for achieving high-resolution imaging in medical ultrasound. However, conventional FWI methods suffer from issues related to computational efficiency, dependence on initial models, and…

Navigation plays a vital role in the ability of autonomous surface and underwater platforms to complete their tasks. Most navigation systems apply a fusion between inertial sensors and other external sensors, such as global navigation…

Cardiovascular diseases remain the leading cause of global mortality, with minimally invasive treatment options offered through endovascular interventions. However, the precision and adaptability of current robotic systems for endovascular…

Accelerating the acquisition of magnetic resonance imaging (MRI) is a challenging problem, and many works have been proposed to reconstruct images from undersampled k-space data. However, if the main purpose is to extract certain…

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

We present a novel quantum tomographic reconstruction method based on Bayesian inference via the Kalman filter update equations. The method not only yields the maximum likelihood/optimal Bayesian reconstruction, but also a covariance matrix…

Subject-specific cardiovascular models rely on parameter estimation using measurements such as 4D Flow MRI data. However, acquiring high-resolution, high-fidelity functional flow data is costly and taxing for the patient. As a result, there…

The minimum error entropy (MEE) has been extensively used in unscented Kalman filter (UKF) to handle impulsive noises or abnormal measurement data in non-Gaussian systems. However, the MEE-UKF has poor numerical stability due to the inverse…

Prediction of physiologic states are important in medical practice because interventions are guided by predicted impacts of interventions. But prediction is difficult in medicine because the generating system is complex and difficult to…

This paper proposes an $SE_2(3)$ based extended Kalman filtering (EKF) framework for the inertial-integrated state estimation problem. The error representation using the straight difference of two vectors in the inertial navigation system…

We investigate the application of ensemble transform approaches to Bayesian inference of logistic regression problems. Our approach relies on appropriate extensions of the popular ensemble Kalman filter and the feedback particle filter to…

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Due to the state trajectory-independent features of invariant Kalman filtering (InEKF), it has attracted widespread attention in the research community for its significantly improved state estimation accuracy and convergence under…

We propose a regularization method for ensemble Kalman filtering (EnKF) with elliptic observation operators. Commonly used EnKF regularization methods suppress state correlations at long distances. For observations described by elliptic…

The ensemble Gaussian mixture filter (EnGMF) is a non-linear filter suited to data assimilation of highly non-Gaussian and non-linear models that has practical utility in the case of a small number of samples, and theoretical convergence to…

Combining electroencephalogram (EEG) datasets for supervised machine learning (ML) is challenging due to session, subject, and device variability. ML algorithms typically require identical features at train and test time, complicating…