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We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions…

In this work, we develop tracking and estimation techniques relevant to underwater targets. Particularly, we explore particle filtering techniques for target tracking. It is a numerical approximation method for implementing a recursive…

Traditional radar and integrated sensing and communication (ISAC) systems often approximate targets as point sources, a simplification that fails to capture the essential scattering characteristics for many applications. This paper presents…

In this paper we derive a multi-sensor multi-Bernoulli (MS-MeMBer) filter for multi-target tracking. Measurements from multiple sensors are employed by the proposed filter to update a set of tracks modeled as a multi-Bernoulli random finite…

Single Particle Tracking (SPT) is a powerful class of tools for analyzing the dynamics of individual biological macromolecules moving inside living cells. The acquired data is typically in the form of a sequence of camera images that are…

The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in…

Data-driven models of dynamical systems require extensive amounts of training data. For many practical applications, gathering sufficient data is not feasible due to cost or safety concerns. This work uses the Subset Extended Kalman Filter…

Facial landmark tracking plays a vital role in applications such as facial recognition, expression analysis, and medical diagnostics. In this paper, we consider the performance of the Extended Kalman Filter (EKF) and Unscented Kalman Filter…

We investigate the applicability of the data assimilation (DA) to large eddy simulations (LESs) based on the lattice Boltzmann method (LBM). We carry out the observing system simulation experiment of a two-dimensional (2D) forced isotropic…

Many Multi-Object Tracking (MOT) approaches exploit motion information to associate all the detected objects across frames. However, many methods that rely on filtering-based algorithms, such as the Kalman Filter, often work well in linear…

The lightweight Multi-state Constraint Kalman Filter (MSCKF) has been well-known for its high efficiency, in which the delayed update has been usually adopted since its proposal. This work investigates the immediate update strategy of MSCKF…

Physico-chemical continuum battery models are typically parameterized by manual fits, relying on the individual expertise of researchers. In this article, we introduce a computer algorithm that directly utilizes the experience of battery…

We propose an efficient online approximate Bayesian inference algorithm for estimating the parameters of a nonlinear function from a potentially non-stationary data stream. The method is based on the extended Kalman filter (EKF), but uses a…

This paper introduces the ensemble directional Kalman filter (EnDKF), an ensemble-based Kalman filtering approach for pose tracking that jointly estimates an object's position and attitude using ideas from directional statistics. The EnDKF…

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…

We introduce Entropy-Guided Multiplicative Updates (EGMU), a convex optimization framework for constructing multi-factor target-exposure portfolios by minimizing Kullback-Leibler divergence from a benchmark under linear factor constraints.…

In the study "Spatio-temporal Gaussian process models for extended and group object tracking with irregular shapes" (IEEE Trans. Veh. Tech., vol. 68, no. 3, pp. 2137-2151, Mar. 2019), the extended object tracking problem was tackled by an…

Kalman filters are widely used for object tracking, where process and measurement noise are usually considered accurately known and constant. However, the exact known and constant assumptions do not always hold in practice. For example,…

Stochastic hybrid systems combine continuous-time stochastic dynamics with discrete reset events, producing intrinsically non-Gaussian and often multimodal uncertainty. A consistent propagation law must also account for boundary-induced…

In this paper, optical target tracking, by regular target bearing measurements and target range in a lower and scheduled measurement rate is considered. Variance of the target range estimation error is used as scheduling criterion. For this…