Related papers: A Kalman Filter model for synchronization in music…

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…

We introduce a synergistic approach to double-talk robust acoustic echo cancellation combining adaptive Kalman filtering with a deep neural network-based postfilter. The proposed algorithm overcomes the well-known limitations of Kalman…

The subject of this paper is to study conformance checking for timed models, that is, process models that consider both the sequence of events in a process as well as the timestamps at which each event is recorded. Time-aware process mining…

In this paper, we propose a new model reduction technique for linear stochastic systems that builds upon knowledge filtering and utilizes optimal Kalman filtering techniques. This new technique will reduce the dimension of the noise…

We present a new calibration scheme based on a non-linear version of Kalman filter that aims at estimating the physical terms appearing in the Radio Interferometry Measurement Equation (RIME). We enrich the filter's structure with a tunable…

This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…

We address the problem of combining sequence models of symbolic music with user defined constraints. For typical models this is non-trivial as only the conditional distribution of each symbol given the earlier symbols is available, while…

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state of the system is high dimensional, ensemble Kalman filters are often the method of choice.…

Computational harmony analysis is important for MIR tasks such as automatic segmentation, corpus analysis and automatic chord label estimation. However, recent research into the ambiguous nature of musical harmony, causing limited…

Kalman Filters are one of the most influential models of time-varying phenomena. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption in a variety of disciplines. Motivated by…

We present an analysis of ensemble Kalman inversion, based on the continuous time limit of the algorithm. The analysis of the dynamical behaviour of the ensemble allows us to establish well-posedness and convergence results for a fixed…

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

We consider a general form of the sensor scheduling problem for state estimation of linear dynamical systems, which involves selecting sensors that minimize the trace of the Kalman filter error covariance (weighted by a positive…

In this article, we complement recent results on the convergence of the state estimate obtained by applying the discrete-time Kalman filter on a time-sampled continuous-time system. As the temporal discretization is refined, the estimate…

Several localized versions of the ensemble Kalman filter have been proposed. Although tests applying such schemes have proven them to be extremely promising, a full basic understanding of the rationale and limitations of localization is…

Traditional statements of the celebrated Kalman filter algorithm focus on the estimation of state, but not the output. For any outputs, measured or auxiliary, it is usually assumed that the posterior state estimates and known inputs are…

Synchronization is an important dynamical phenomenon in coupled nonlinear systems, which has been studied extensively in recent years. However, analysis focused on individual orbits seems hard to extend to complex systems while a global…

Music as an emotional intervention medium has important applications in scenarios such as music therapy, games, and movies. However, music needs real-time arrangement according to changing emotions, bringing challenges to balance emotion…

Feedback optimization algorithms compute inputs to a system using real-time output measurements, which helps mitigate the effects of disturbances. However, existing work often models both system dynamics and computations in either discrete…

An important part of system modeling is determining parameter values, particularly for biomolecular systems, where direct measurements of individual parameters are typically hard. While Extended Kalman Filters have been used for this…