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Estimating the state of an environment from high-dimensional, multimodal, and noisy observations is a fundamental challenge in reinforcement learning (RL). Traditional approaches rely on probabilistic models to account for the uncertainty,…

Machine Learning · Computer Science 2026-02-13 Alfredo Reichlin , Adriano Pacciarelli , Danica Kragic , Miguel Vasco

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

The bias-compensated set-membership normalised LMS (BCSMNLMS) algorithm is proposed based on the concept of set-membership filtering, which incorporates the bias-compensation technique to mitigate the negative effect of noisy inputs.…

Systems and Control · Computer Science 2018-04-20 Kaili Yin , Haiquan Zhao , Lu Lu

In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…

Systems and Control · Computer Science 2016-06-29 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

Hyperspectral unmixing has been an important technique that estimates a set of endmembers and their corresponding abundances from a hyperspectral image (HSI). Nonnegative matrix factorization (NMF) plays an increasingly significant role in…

Computer Vision and Pattern Recognition · Computer Science 2022-05-23 Xin-Ru Feng , Heng-Chao Li , Rui Wang , Qian Du , Xiuping Jia , Antonio Plaza

Traditional state estimation methods rely on probabilistic assumptions that often collapse epistemic uncertainty into scalar beliefs, risking overconfidence in sparse or adversarial sensing environments. We introduce the Epistemic…

Information Theory · Computer Science 2025-08-29 Moriba Jah , Van Haslett

Deconvolution is a statistical inverse problem to estimate the distribution of a random variable based on its noisy observations. Despite the extensive studies on the topic, deconvolution with unknown noise distribution remains as a…

Statistics Theory · Mathematics 2020-04-06 Devavrat Shah , Dogyoon Song

Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters - show performance degradation when applied to nonlinear systems whose uncertainty follows…

Machine Learning · Statistics 2026-01-13 Luke S. Lagunowich , Guoxiang Grayson Tong , Daniele E. Schiavazzi

The asymptotic discrimination problem of two quantum states is studied in the setting where measurements are required to be invariant under some symmetry group of the system. We consider various asymptotic error exponents in connection with…

Quantum Physics · Physics 2015-05-13 Fumio Hiai , Milan Mosonyi , Masahito Hayashi

This paper presents an approach for simultaneous estimation of the state and unknown parameters in a sequential data assimilation framework. The state augmentation technique, in which the state vector is augmented by the model parameters,…

Chaotic Dynamics · Physics 2023-07-19 Naratip Santitissadeekorn , Chris Jones

This paper investigates the effects of setting the sampling frequency significantly higher than conventional guidelines in system identification. Although continuous-time identification methods resolve the numerical difficulties encountered…

Systems and Control · Electrical Eng. & Systems 2025-06-05 Ichiro Maruta , Toshiharu Sugie

We analyze the convergence aspects of the invariant extended Kalman filter (IEKF), when the latter is used as a deterministic non-linear observer on Lie groups, for continuous-time systems with discrete observations. One of the main…

Systems and Control · Computer Science 2015-10-20 Axel Barrau , Silvère Bonnabel

In this paper, we study the problem of designing a simultaneous mode, input, and state set-valued observer for a class of hidden mode switched nonlinear systems with bounded-norm noise and unknown input signals, where the hidden mode and…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Mohammad Khajenejad , Sze Zheng Yong

The Kalman filter and Rauch-Tung-Striebel (RTS) smoother are optimal for state estimation in linear dynamic systems. With nonlinear systems, the challenge consists in how to propagate uncertainty through the state transitions and output…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Simon Kuang , Xinfan Lin

This paper develops a new filtering approach for state estimation in polynomial systems corrupted by arbitrary noise, which commonly arise in robotics. We first consider a batch setup where we perform state estimation using all data…

Robotics · Computer Science 2024-03-11 Sangli Teng , Harry Zhang , David Jin , Ashkan Jasour , Maani Ghaffari , Luca Carlone

Noise is an inevitable aspect of point cloud acquisition, necessitating filtering as a fundamental task within the realm of 3D vision. Existing learning-based filtering methods have shown promising capabilities on small-scale synthetic or…

Multimedia · Computer Science 2025-01-10 Qingyuan Zhou , Weidong Yang , Ben Fei , Jingyi Xu , Rui Zhang , Keyi Liu , Yeqi Luo , Ying He

We present a hybrid scheme for the parameter and state estimation of nonlinear continuous-time systems, which is inspired by the supervisory setup used for control. State observers are synthesized for some nominal parameter values and a…

Optimization and Control · Mathematics 2016-11-18 Michelle S. Chong , Dragan Nešić , Romain Postoyan , Levin Kuhlmann

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

A new technique for reliably identifying point sources in millimeter/sub-millimeter wavelength maps is presented. This method accounts for the frequency dependence of noise in the Fourier domain as well as non-uniformities in the coverage…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 T. A. Perera , G. W. Wilson , K. S. Scott , J. E. Austermann , J. R. Schaar , A. Mancera

This paper is concerned with dynamic system state estimation based on a series of noisy measurement with the presence of outliers. An incremental learning assisted particle filtering (ILAPF) method is presented, which can learn the value…

Methodology · Statistics 2018-02-02 Bin Liu