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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

A key challenge when designing particle filters in high-dimensional state spaces is the construction of a proposal distribution that is close to the posterior distribution. Recent advances in particle flow filters provide a promising avenue…

Methodology · Statistics 2017-06-30 Yunpeng Li , Mark Coates

Due to the limitations of the robotic sensors, during a robotic manipulation task, the acquisition of the object's state can be unreliable and noisy. Combining an accurate model of multi-body dynamic system with Bayesian filtering methods…

Robotics · Computer Science 2023-10-10 Shuai Li , Siwei Lyu , Jeff Trinkle

In this paper, we propose a novel structural correlation filter combined with a multi-task Gaussian particle filter (KCF-GPF) model for robust visual tracking. We first present an assemble structure where several KCF trackers as weak…

Computer Vision and Pattern Recognition · Computer Science 2018-03-18 Manna Dai , Shuying Cheng , Xiangjian He , Dadong Wang

The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…

Numerical Analysis · Mathematics 2016-09-21 Claudia Schillings , Andrew M. Stuart

This work studies the state estimation problem of a stochastic nonlinear system with unknown sensor measurement losses. If the estimator knows the sensor measurement losses of a linear Gaussian system, the minimum variance estimate is…

Systems and Control · Computer Science 2020-05-11 Jiaqi Zhang , Keyou You , Lihua Xie

We start with the history of cognitive radar, where origins of the PAC, Fuster research on cognition and principals of cognition are provided. Fuster describes five cognitive functions: perception, memory, attention, language, and…

Artificial Intelligence · Computer Science 2016-05-27 Krishanth Krishnan , Taralyn Schwering , Saman Sarraf

This monograph, spanning three chapters, explores Inverse Reinforcement Learning (IRL). The first two chapters view inverse reinforcement learning (IRL) through the lens of revealed preferences from microeconomics while the third chapter…

Machine Learning · Computer Science 2025-07-08 Vikram Krishnamurthy

Although current deep learning techniques have yielded superior performance on various computer vision tasks, yet they are still vulnerable to adversarial examples. Adversarial training and its variants have been shown to be the most…

Computer Vision and Pattern Recognition · Computer Science 2022-11-02 Junhao Dong , Seyed-Mohsen Moosavi-Dezfooli , Jianhuang Lai , Xiaohua Xie

Particle filters (PFs) are powerful sampling-based inference/learning algorithms for dynamic Bayesian networks (DBNs). They allow us to treat, in a principled way, any type of probability distribution, nonlinearity and non-stationarity.…

Machine Learning · Computer Science 2013-01-18 Arnaud Doucet , Nando de Freitas , Kevin Murphy , Stuart Russell

During the last two decades there has been a growing interest in Particle Filtering (PF). However, PF suffers from two long-standing problems that are referred to as sample degeneracy and impoverishment. We are investigating methods that…

Artificial Intelligence · Computer Science 2017-07-31 Tiancheng Li , Shudong Sun , Tariq P. Sattar , Juan M. Corchado

Sequential Bayesian filters in non-linear dynamic systems require the recursive estimation of the predictive and posterior distributions. This paper introduces a Bayesian filter called the adaptive kernel Kalman filter (AKKF). With this…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Mengwei Sun , Mike E. Davies , Ian K. Proudler , James R. Hopgood

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'…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Shijie Wang , Haichao Gui , Rui Zhong

This paper is concerned with the problem of tracking single or multiple targets with multiple non-target specific observations (measurements). For such filtering problems with data association uncertainty, a novel feedback control-based…

Probability · Mathematics 2014-04-18 Tao Yang , Prashant G. Mehta

Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…

Machine Learning · Statistics 2024-04-03 Chaitra Agrahar , William Poole , Simone Bianco , Hana El-Samad

In recent years, radar systems have advanced significantly, offering environmental adaptation and multi-task capabilities. These developments pose new challenges for electronic intelligence (Elint) and electronic support measures (ESM),…

Signal Processing · Electrical Eng. & Systems 2024-08-29 Hancong Feng , KaiLI Jiang , Bin tang

A priori dimension reduction is a widely adopted technique for reducing the computational complexity of stationary inverse problems. In this setting, the solution of an inverse problem is parameterized by a low-dimensional basis that is…

Computation · Statistics 2016-03-23 Antti Solonen , Tiangang Cui , Janne Hakkarainen , Youssef Marzouk

In this paper, a novel feedback control-based particle filter algorithm for the continuous-time stochastic hybrid system estimation problem is presented. This particle filter is referred to as the interacting multiple model-feedback…

Numerical Analysis · Mathematics 2013-05-28 Tao Yang , Henk A. P. Blom , Prashant G. Mehta

Recent advances in Generative Adversarial Networks (GANs) have resulted in its widespread applications to multiple domains. A recent model, IRGAN, applies this framework to Information Retrieval (IR) and has gained significant attention…

Machine Learning · Computer Science 2020-10-05 Ameet Deshpande , Mitesh M. Khapra

Inferring the eventual goal of a mobile agent from noisy observations of its trajectory is a fundamental estimation problem. We initiate the study of such intent inference using a variant of a Rao-Blackwellized Particle Filter (RBPF),…

Machine Learning · Computer Science 2026-05-19 Yixuan Wang , Dan P. Guralnik , Warren E. Dixon