Related papers: An Extended Kalman Filter Integrated Latent Featur…

This paper explores a time-varying version of weak-form market efficiency that is a key component of the so-called Adaptive Market Hypothesis (AMH). One of the most common methodologies used for modeling and estimating a degree of market…

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…

Time-dependent density functional theory (TDDFT) is a widely used method to investigate electron dynamics under various external perturbations such as laser fields. In this work, we present a novel approach to accelerate real time TDDFT…

An extended Kalman filter (EKF) is developed on the special Euclidean group, SE(3) for geometric control of a quadrotor UAV. It is obtained by performing an extensive linearization on SE(3) to estimate the state of the quadrotor from noisy…

Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…

Extended persistence is a technique from topological data analysis to obtain global multiscale topological information from a graph. This includes information about connected components and cycles that are captured by the so-called…

Accurate relative positioning is crucial for swarm aerial robotics, enabling coordinated flight and collision avoidance. Although vision-based tracking has been extensively studied, 3D LiDAR-based methods remain underutilized despite their…

Researchers collecting intensive longitudinal data (ILD) are increasingly looking to model psychological processes, such as emotional dynamics, that organize and adapt across time in complex and meaningful ways. This is also the case for…

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

An undirected weighted graph (UWG) is frequently adopted to describe the interactions among a solo set of nodes from real applications, such as the user contact frequency from a social network services system. A graph convolutional network…

This paper studies an output feedback stabilization control framework for discrete-time linear systems with stochastic dynamics determined by an independent and identically distributed (i.i.d.) process. The controller is constructed with an…

Deep reinforcement learning (DRL) methods have demonstrated potential for autonomous navigation and obstacle avoidance of unmanned ground vehicles (UGVs) in crowded environments. Most existing approaches rely on single-frame observation and…

A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the aproximation of the covariance when…

We propose a new algorithm for an adaptive optics system control law which allows to reduce the computational burden in the case of an Extremely Large Telescope (ELT) and to deal with non-stationary behaviors of the turbulence. This…

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…

Many Inertial Navigation Systems (INS) use Global Navigation Satellite System (GNSS) position as the primary measurement to drive filter performance and bound error growth. However, commercial-grade GNSS receivers introduce unknown…

The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While…

As 6G networks are developed and defined, offloading of XR applications is emerging as one of the strong new use cases. The reduced 6G latency coupled with edge processing infrastructure will for the first time provide a realistic…

For an improper complex signal x, its complementary covariance ExxT is not zero and thus it carries useful statistical information about x. Widely linear processing exploits Hermitian and complementary covariance to improve performance. In…

There has been an increasing surge of interest on development of advanced Reinforcement Learning (RL) systems as intelligent approaches to learn optimal control policies directly from smart agents' interactions with the environment.…