Related papers: Transformers as Implicit State Estimators: In-Cont…

In-context learning (ICL) is a type of prompting where a transformer model operates on a sequence of (input, output) examples and performs inference on-the-fly. In this work, we formalize in-context learning as an algorithm learning problem…

Learning in a non-stationary environment is an inevitable problem when applying machine learning algorithm to real world environment. Learning new tasks without forgetting the previous knowledge is a challenge issue in machine learning. We…

Kalman filter is a key tool for time-series forecasting and analysis. We show that the dependence of a prediction of Kalman filter on the past is decaying exponentially, whenever the process noise is non-degenerate. Therefore, Kalman filter…

Accurate speed estimation in sensorless brushless DC motors is essential for high-performance control and monitoring, yet conventional model-based approaches struggle with system nonlinearities and parameter uncertainties. In this work, we…

Synchrophasor data provide unprecedented opportunities for inferring power system dynamics, such as estimating voltage angles, frequencies, and accelerations along with power injection at all buses. Aligned to this goal, this work puts…

Long-horizon dynamical prediction is fundamental in robotics and control, underpinning canonical methods like model predictive control. Yet, many systems and disturbance phenomena are difficult to model due to effects like nonlinearity,…

This paper introduces a Gaussian Bayesian Network-based Extended Kalman Filter (GBN-EKF) for non-linear state estimators on stiff and ill-conditioned continuous-discrete stochastic systems, with a further analysis on systems with…

In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…

In this paper, we propose a filtering algorithm for simultaneously estimating the mode, input and state of hidden mode switched linear stochastic systems with unknown inputs. Using a multiple-model approach with a bank of linear input and…

This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…

Large autoregressive models like Transformers can solve tasks through in-context learning (ICL) without learning new weights, suggesting avenues for efficiently solving new tasks. For many tasks, e.g., linear regression, the data…

Humanoid robots have great potential for a wide range of applications, including industrial and domestic use, healthcare, and search and rescue missions. However, bipedal locomotion in different environments is still a challenge when it…

Large language models are capable of in-context learning, the ability to perform new tasks at test time using a handful of input-output examples, without parameter updates. We develop a universal approximation theory to elucidate how…

The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…

This paper presents a generic motion model to capture mobile robots' dynamic behaviors (translation and rotation). The model is based on statistical models driven by white random processes and is formulated into a full state estimation…

Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and…

Transformers have demonstrated remarkable in-context learning (ICL) capabilities, adapting to new tasks by simply conditioning on demonstrations without parameter updates. Compelling empirical and theoretical evidence suggests that ICL, as…