Related papers: Neural Kalman Filters for Acoustic Echo Cancellati…

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Kalman filtering is a classic state estimation technique used in application areas such as signal processing and autonomous control of vehicles. It is now being used to solve problems in computer systems such as controlling the voltage and…

Traditionally, adaptive filters have been deployed to achieve AEC by estimating the acoustic echo response using algorithms such as the Normalized Least-Mean-Square (NLMS) algorithm. Several approaches have been proposed over recent years…

Typical iterated filters, such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter (IUKF), and iterated posterior linearization filter (IPLF), have been developed to improve the linearization point (or density)…

This paper presents a deep learning enhanced adaptive unscented Kalman filter (UKF) for predicting human arm motion in the context of manufacturing. Unlike previous network-based methods that solely rely on captured human motion data, which…

In this paper we present a new Kalman filter extension for state update called Partitioned Update Kalman Filter (PUKF). PUKF updates the state using multidimensional measurements in parts. PUKF evaluates the nonlinearity of the measurement…

We present an innovative interpretation of Kalman Filter (KF, for short) combining the ideas of Schwarz Domain Decomposition (DD) and Parallel in Time (PinT) approaches. Thereafter we call it DD-KF. In contrast to standard DD approaches…

A major problem in motor control is understanding how the brain plans and executes proper movements in the face of delayed and noisy stimuli. A prominent framework for addressing such control problems is Optimal Feedback Control (OFC). OFC…

In the Internet of Things (IoT) paradigm, distributed sensors and actuators can observe and act on their environment, communicating wirelessly. In this context, filtering the observations and tracking the network and environment state over…

Recently, neural directional filtering (NDF) has been introduced as a flexible approach for reconstructing a virtual directional microphone (VDM) with a desired directivity pattern for spatial sound capture. Building on this idea, we…

Deep Learners (DLs) are the state-of-art predictive mechanism with applications in many fields requiring complex high dimensional data processing. Although conventional DLs get trained via gradient descent with back-propagation, Kalman…

Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition…

The Distributed Diffusion Kalman Filter (DDKF) algorithm in all its magnitude has earned great attention lately and has shown an elaborate way to address the issue of distributed optimization over networks. Estimation and tracking of a…

This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…

This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…

The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed…

This paper develops a new nonlinear filter, called Moment-based Kalman Filter (MKF), using the exact moment propagation method. Existing state estimation methods use linearization techniques or sampling points to compute approximate values…

This report focuses on algorithms that perform single-channel speech enhancement. The author of this report uses modulation-domain Kalman filtering algorithms for speech enhancement, i.e. noise suppression and dereverberation, in [1], [2],…

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…