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The iterated posterior linearization filter (IPLF) is an algorithm for Bayesian state estimation that performs the measurement update using iterative statistical regression. The main result behind IPLF is that the posterior approximation is…

Optimization and Control · Mathematics 2018-02-19 Matti Raitoharju , Lennart Svensson , Ángel F. García-Fernández , Robert Piché

The estimation of phase errors from digital-holography data is critical for applications such as imaging or wave-front sensing. Conventional techniques require multiple i.i.d. data and perform poorly in the presence of high noise or large…

Data Analysis, Statistics and Probability · Physics 2017-10-11 Casey J. Pellizzari , Mark F. Spencer , Charles A. Bouman

In this paper, a hybrid measurement and model-based method is proposed which can estimate the dynamic state Jacobian matrix in near real-time. The proposed method is computationally efficient and robust to the variation of network topology.…

Systems and Control · Computer Science 2015-10-27 Xiaozhe Wang , Konstantin Turitsyn

Quantum Phase Estimation is a crucial component of several front-running quantum algorithms. Improving the efficiency and accuracy of QPE is currently a very active field of research. In this work, we present a hybrid quantum-classical…

Quantum Physics · Physics 2024-09-25 S. M. Lim , C. E. Susa , R. Cohen

This letter introduces two multi-sensor state estimation frameworks for quadruped robots, built on the Invariant Extended Kalman Filter (InEKF) and Invariant Smoother (IS). The proposed methods, named E-InEKF and E-IS, fuse kinematics, IMU,…

Subspace diagonalisation methods have appeared recently as promising means to access the ground state and some excited states of molecular Hamiltonians by classically diagonalising small matrices, whose elements can be efficiently obtained…

Quantum Physics · Physics 2024-03-13 Maria-Andreea Filip , David Muñoz Ramo , Nathan Fitzpatrick

Online estimation of electromechanical oscillation parameters provides essential information to prevent system instability and blackout and helps to identify event categories and locations. We formulate the problem as a state space model…

Optimization and Control · Mathematics 2017-06-19 Zhe Yu , Di Shi , Zhiwei Wang , Qibing Zhang , Junhui Huang , Sen Pan

Since the innovation of the ubiquitous Kalman filter more than five decades back it is well known that to obtain the best possible estimates the tuning of its statistics $X_0$, $P_0$, $\Theta$, $R$ and $Q$ namely initial state and…

Methodology · Statistics 2015-05-28 M. R. Ananthasayanam , Shyam Mohan M , Naren Naik , R. M. O. Gemson

We investigate nonlinear prediction/regression in an online setting and introduce a hybrid model that effectively mitigates, via a joint mechanism through a state space formulation, the need for domain-specific feature engineering issues of…

Machine Learning · Statistics 2023-09-20 Mustafa E. Aydın , Arda Fazla , Suleyman S. Kozat

The accurate prediction of smooth steering inputs is crucial for automotive applications because control actions with jitter might cause the vehicle system to become unstable. To address this problem in automobile lane-keeping control…

Computer Vision and Pattern Recognition · Computer Science 2024-12-18 Der-Hau Lee

In computational engineering, enhancing the simulation speed and efficiency is a perpetual goal. To fully take advantage of neural network techniques and hardware, we present the SLiding-window Initially-truncated Dynamic-response Estimator…

Machine Learning · Computer Science 2026-05-21 Peter Manzl , Alexander Humer , Qasim Khadim , Johannes Gerstmayr

Iterative Hessian sketch (IHS) is an effective sketching method for modeling large-scale data. It was originally proposed by Pilanci and Wainwright (2016; JMLR) based on randomized sketching matrices. However, it is computationally…

Machine Learning · Statistics 2020-03-10 Aijun Zhang , Hengtao Zhang , Guosheng Yin

Various neural network architectures are used in many of the state-of-the-art approaches for real-time nonlinear state estimation in dynamical systems. With the ever-increasing incorporation of these data-driven models into the estimation…

Systems and Control · Electrical Eng. & Systems 2025-09-17 Devin Hunter , Chinwendu Enyioha

In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…

Optimization and Control · Mathematics 2019-09-17 Bojana Rosic

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…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Hassan Mortada , Cyril Falcon , Yanis Kahil , Mathéo Clavaud , Jean-Philippe Michel

The process algebra HYPE was recently proposed as a fine-grained modelling approach for capturing the behaviour of hybrid systems. In the original proposal, each flow or influence affecting a variable is modelled separately and the overall…

Logic in Computer Science · Computer Science 2011-07-08 Luca Bortolussi , Vashti Galpin , Jane Hillston

Power system dynamic state estimation is essential to monitoring and controlling power system stability. Kalman filtering approaches are predominant in estimation of synchronous machine dynamic states (i.e. rotor angle and rotor speed).…

Systems and Control · Computer Science 2017-02-03 Shahrokh Akhlaghi , Ning Zhou

The number of measurements demanded by hybrid quantum-classical algorithms such as the variational quantum eigensolver (VQE) is prohibitively high for many problems of practical value. For such problems, realizing quantum advantage will…

Quantum Physics · Physics 2021-03-24 Guoming Wang , Dax Enshan Koh , Peter D. Johnson , Yudong Cao

Large-scale recommendation systems often adopt cascading architecture consisting of retrieval, pre-ranking, ranking, and re-ranking stages. With strict latency requirements, pre-ranking utilizes lightweight models to perform a preliminary…

Information Retrieval · Computer Science 2025-02-17 Binglei Zhao , Houying Qi , Guang Xu , Mian Ma , Xiwei Zhao , Feng Mei , Sulong Xu , Jinghe Hu

In the last decades, due to the huge technological growth observed, it has become increasingly common that a collection of temporal data rapidly accumulates in vast amounts. This provides an opportunity for extracting valuable information…

Machine Learning · Computer Science 2023-02-22 Felipe Elorrieta , Lucas Osses , Matias Cáceres , Susana Eyheramendy , Wilfredo Palma
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