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The estimation of non-Gaussian measurement noise models is a significant challenge across various fields. In practical applications, it often faces challenges due to the large number of parameters and high computational complexity. This…

Systems and Control · Electrical Eng. & Systems 2023-09-25 Zuxuan Zhang , Gang Wang , Jiacheng He , Shan Zhong

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

This paper presents the machine learning-based ensemble conditional mean filter (ML-EnCMF) -- a filtering method based on the conditional mean filter (CMF) previously introduced in the literature. The updated mean of the CMF matches that of…

Machine Learning · Computer Science 2022-08-02 Truong-Vinh Hoang , Sebastian Krumscheid , Hermann G. Matthies , Raúl Tempone

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…

Information Theory · Computer Science 2020-09-08 Yaron Shulami , Daniel Sigalov

In this work, we explore the recent advances in equivariant filtering for inertial navigation systems to improve state estimation for uncrewed aerial vehicles (UAVs). Traditional state-of-the-art estimation methods, e.g., the multiplicative…

Robotics · Computer Science 2023-10-17 Martin Scheiber , Alessandro Fornasier , Christian Brommer , Stephan Weiss

Accurate state estimation of large-scale lithium-ion battery packs is necessary for the advanced control of batteries, which could potentially increase their lifetime through e.g. reconfiguration. To tackle this problem, an enhanced…

Systems and Control · Computer Science 2017-09-25 Luis D. Couto , Michel Kinnaert

The ensemble Kalman filter (EnKF) is a Monte Carlo approximation of the Kalman filter for high dimensional linear Gaussian state space models. EnKF methods have also been developed for parameter inference of static Bayesian models with a…

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…

Robotics · Computer Science 2022-02-10 Fahira Afzal Maken , Fabio Ramos , Lionel Ott

In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…

Systems and Control · Electrical Eng. & Systems 2023-03-15 Christopher I. Calle , Shaunak D. Bopardikar

Bayesian filtering is a cornerstone of state estimation in complex systems such as aerospace systems, yet exact solutions are available only for linear Gaussian models. In practice,nonlinear systems are handled through tractable…

We calculate the quantum Cram\'er--Rao bound for the sensitivity with which one or several parameters, encoded in a general single-mode Gaussian state, can be estimated. This includes in particular the interesting case of mixed Gaussian…

Quantum Physics · Physics 2017-02-08 Olivier Pinel , Pu Jian , Claude Fabre , Nicolas Treps , Daniel Braun

We calculate the quantum Cram\'er--Rao bound for the sensitivity with which one or several parameters, encoded in a general single-mode Gaussian state, can be estimated. This includes in particular the interesting case of mixed Gaussian…

Quantum Physics · Physics 2015-06-16 O. Pinel , P. Jian , N. Treps , C. Fabre , and D. Braun

Safety-critical control systems, such as spacecraft performing proximity operations, must provide formal safety guarantees despite stochastic uncertainties from state estimation and unmodeled dynamics. Although Control Barrier Functions…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Kazuya Echigo , David E. J. van Wijk , Pol Mestres , Ersin Daş , Joel W. Burdick , Aaron D. Ames

In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The implicit filter approximates conditional distributions in the…

Numerical Analysis · Mathematics 2015-08-05 Feng Bao , Yanzhao Cao , Clayton Webster , Guannan Zhang

Estimating the conditional quantile of the interested variable with respect to changes in the covariates is frequent in many economical applications as it can offer a comprehensive insight. In this paper, we propose a novel semiparametric…

Statistics Theory · Mathematics 2022-06-08 Jing Lv

In continuous variable optical platforms, large-scale Gaussian cluster states have already been demonstrated, but non-Gaussian resources are essential to achieve universality and fault tolerance in measurement-based quantum computation.…

In recent years, censored quantile regression has enjoyed an increasing popularity for survival analysis while many existing works rely on linearity assumptions. In this work, we propose a Global Censored Quantile Random Forest (GCQRF) for…

Machine Learning · Statistics 2024-10-17 Siyu Zhou , Limin Peng

The paper considers the possibility of generating different non-Gaussian states using the entangled state photon measurement scheme. In the paper, we have proposed a way to explicitly find the wave function and the Wigner function of the…

Quantum Physics · Physics 2023-06-27 E. N. Bashmakova , S. B. Korolev , T. Yu. Golubeva

We experimentally investigate the non-Gaussian features of the phase-randomized coherent states, a class of states exploited in communication channels and in decoy state-based quantum key distribution protocols. In particular, we…

Optics · Physics 2012-10-31 Alessia Allevi , Stefano Olivares , Maria Bondani
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