Related papers: Receding Horizon Recursive Location Estimation

This note is devoted to deriving the measurement update of the geometric extended Kalman filter using the multiplicative extended Kalman filtering approach, resulting in the attitude estimator referred as geometric multiplicative extended…

Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at solving inverse problems, taking motivation from the celebrated ensemble Kalman filter. The purpose of this article is to consider the introduction of adaptive Tikhonov…

This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

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…

In this Letter, we have developed a numerically efficient framework for evaluating parameters in metric theories of gravity, and applied it to constrain the horizon-scale magnetic field in the Kerr-Bertotti-Robinson (Kerr-BR) spacetime…

Autonomous surface vessels (ASVs) are increasingly vital for marine science, offering robust platforms for underwater mapping and inspection. Accurate state estimation, particularly of vehicle pose, is paramount for precise seafloor…

Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…

We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…

Source imaging based on magnetoencephalography (MEG) and electroencephalography (EEG) allows for the non-invasive analysis of brain activity with high temporal and good spatial resolution. As the bioelectromagnetic inverse problem is…

This paper proposes a consensus-based distributed nonlinear filter with kernel mean embedding (KME). This fills with gap of posterior density approximation with KME for distributed nonlinear dynamic systems. To approximate the posterior…

It seems to be expected, that a horizon of a quasi-local type, like a Killing or an isolated horizon, by analogy with a globally defined event horizon, should be unique in some open neighborhood in the spacetime, provided the vacuum…

We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…

Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…

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…

We study the problem of learning optimal policies in finite-horizon Markov Decision Processes (MDPs) using low-rank reinforcement learning (RL) methods. In finite-horizon MDPs, the policies, and therefore the value functions (VFs) are not…

Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA)…

Most man-made environments, such as urban and indoor scenes, consist of a set of parallel and orthogonal planar structures. These structures are approximated by the Manhattan world assumption, in which notion can be represented as a…

This paper introduces a learning-based, data-driven attitude estimator, called the retrospective cost attitude estimator (RCAE), for the SO(3) attitude representation. RCAE is motivated by the multiplicative extended Kalman filter (MEKF).…

We consider the problem of active learning in the context of spatial sampling for level set estimation (LSE), where the goal is to localize all regions where a function of interest lies above/below a given threshold as quickly as possible.…