Related papers: RKFNet: A Novel Neural Network Aided Robust Kalman…

Learning-based filtering has demonstrated strong performance in non-linear dynamical systems, particularly when the statistics of noise are unknown. However, in real-world deployments, environmental factors, such as changing wind conditions…

Unmanned Aerial Vehicles in dynamic environments face telemetry outages, structural vibrations, and regime-dependent noise that invalidate the stationary covariance assumptions of classical Kalman filters. The Sage-Husa Kalman Filter (SHKF)…

In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed noise, which allows an unbounded variance, is closer to…

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…

Channel prediction has emerged as an effective solution for acquiring accurate channel state information (CSI) in the presense of channel aging. Existing methods have inherent limitations, with conventional Kalman filter (KF)-based approach…

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…

This technical note addresses the UD factorization based Kalman filtering (KF) algorithms. Using this important class of numerically stable KF schemes, we extend its functionality and develop an elegant and simple method for computation of…

We introduce a new regularization method for Artificial Neural Networks (ANNs) based on Kernel Flows (KFs). KFs were introduced as a method for kernel selection in regression/kriging based on the minimization of the loss of accuracy…

Reliable multi-source fusion is crucial for robust perception in autonomous systems. However, evaluating fusion performance independently of detection errors remains challenging. This work introduces a systematic evaluation framework that…

This article investigates the problem of data-driven state estimation for linear systems with both unknown system dynamics and noise covariances. We propose an Autocovariance Least-squares-based Data-driven Kalman Filter (ADKF), which…

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

This paper develops a new filtering approach for state estimation in polynomial systems corrupted by arbitrary noise, which commonly arise in robotics. We first consider a batch setup where we perform state estimation using all data…

We investigate robust nonparametric regression in the presence of heavy-tailed noise, where the hypothesis class may contain unbounded functions and robustness is ensured via a robust loss function $\ell_\sigma$. Using Huber regression as a…

This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…

In this paper, a new robust Student's t based stochastic cubature filter (RSTSCF) is proposed for nonlinear state-space model with heavy-tailed process and measurement noises. The heart of the RSTSCF is a stochastic Student's t spherical…

The estimation of relative motion between spacecraft increasingly relies on feature-matching computer vision, which feeds data into a recursive filtering algorithm. Kalman filters, although efficient in noise compensation, demand extensive…

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…

Long-tailed classification is challenging due to its heavy imbalance in class probabilities. While existing methods often focus on overall accuracy or accuracy for tail classes, they overlook a critical aspect: certain types of errors can…

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…