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A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…

Quantum Physics · Physics 2017-07-25 Muhammad F. Emzir , Matthew J. Woolley , Ian R. Petersen

Statistical tracking filters depend on accurate target measurements and uncertainty estimates for good tracking performance. In this work, we propose novel machine learning models for target detection and uncertainty estimation in…

Computer Vision and Pattern Recognition · Computer Science 2024-07-04 Elizabeth Hou , Ross Greenwood , Piyush Kumar

Point tracking in video sequences is a foundational capability for real-world computer vision applications, including robotics, autonomous systems, augmented reality, and video analysis. While recent deep learning-based trackers achieve…

Computer Vision and Pattern Recognition · Computer Science 2025-12-12 Bishoy Galoaa , Pau Closas , Sarah Ostadabbas

In the process of tracking multiple point targets in space using radar, since the targets are spatially well separated, the data between them will not be confused. Therefore, the multi-target tracking problem can be transformed into a…

Signal Processing · Electrical Eng. & Systems 2024-09-25 Mushen Lin , Fenggang Yan , Lingda Ren , Xiangtian Meng , Maria Greco , Fulvio Gini , Ming Jin

The completion of a Euclidean distance matrix (EDM) from sparse and noisy observations is a fundamental challenge in signal processing, with applications in sensor network localization, acoustic room reconstruction, molecular conformation,…

Signal Processing · Electrical Eng. & Systems 2026-02-02 Rohit Varma Chiluvuri , Santosh Nannuru

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…

We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…

Methodology · Statistics 2014-09-03 Jie Zhou , Aiping Tang

We study the mathematical properties of the Invariant Extended Kalman Filter (IEKF) when iterating on the measurement update step, following the principles of the well-known Iterated Extended Kalman Filter. This iterative variant of the…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Sven Goffin , Axel Barrau , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

In this paper, we propose two methods for tracking multiple extended targets or unresolved group targets with elliptical extent shape. These two methods are deduced from the famous Probability Hypothesis Density (PHD) filter and the…

Signal Processing · Electrical Eng. & Systems 2025-05-22 Yuanhao Cheng , Yunhe Cao , Tat-Soon Yeo , Fu Jie , Wei Zhang

High fidelity behavior prediction of human drivers is crucial for efficient and safe deployment of autonomous vehicles, which is challenging due to the stochasticity, heterogeneity, and time-varying nature of human behaviors. On one hand,…

Machine Learning · Computer Science 2022-02-15 Letian Wang , Yeping Hu , Changliu Liu

In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the…

Numerical Analysis · Mathematics 2022-10-06 Francesco A. B. Silva , Cecilia Pagliantini , Martin Grepl , Karen Veroy

Safety-critical perception for unmanned aerial vehicles and rotating machinery requires microsecond-latency tracking of fast, periodic motion under egomotion and strong distractors. Frame-based and event-based trackers drift or break on…

Computer Vision and Pattern Recognition · Computer Science 2026-03-11 Radim Spetlik , Michal Pliska , Vojtěch Vrba , Jiri Matas

We propose a new Bayesian tracking and parameter learning algorithm for non-linear non-Gaussian multiple target tracking (MTT) models. We design a Markov chain Monte Carlo (MCMC) algorithm to sample from the posterior distribution of the…

Applications · Statistics 2015-10-28 Lan Jiang , Sumeetpal S. Singh , Sinan Yıldırım

We proposed a new estimation algorithm of extended Kalman filter (EKF) based on improved Thevenin model; Experiments were carried out to verify the validity with seven 4Ah lithium cobalt acid batteries in series. The experimental results…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Peng Li

We present an efficient numerical implementation of the $\delta$-Generalized Labeled Multi-Bernoulli multi-target tracking filter. Each iteration of this filter involves an update operation and a prediction operation, both of which result…

Computation · Statistics 2017-03-01 B. -N. Vo , B. -T. Vo , D. Phung

Expectation propagation (EP) is a family of algorithms for performing approximate inference in probabilistic models. The updates of EP involve the evaluation of moments -- expectations of certain functions -- which can be estimated from…

Machine Learning · Statistics 2024-10-30 Jonathan So , Richard E. Turner

Additive parameter updates, as used in gradient descent and its adaptive extensions, underpin most modern machine-learning optimization. Yet, such additive schemes often demand numerous iterations and intricate learning-rate schedules to…

Machine Learning · Computer Science 2026-03-25 Han Kim , Hyungjoon Soh , Vipul Periwal , Junghyo Jo

Rapid resource model updating with real-time data is important for making timely decisions in resource management and mining operations. This requires optimal merging of models and observations, which can be achieved through data…

Applications · Statistics 2025-06-03 Sultan Abulkhair , Peter Dowd , Chaoshui Xu , Penny Stewart

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

Autonomous mobile robot competitions judge based on a robot's ability to quickly and accurately navigate the game field. This means accurate localization is crucial for creating an autonomous competition robot. Two common localization…

Systems and Control · Electrical Eng. & Systems 2023-10-18 Ethan Kou , Acshi Haggenmiller
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