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Stability analysis of the Kalman filter under randomly lost measurements has been widely studied. We revisit this problem in a general continuous-time framework, where both the measurement matrix and noise covariance evolve as random…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Xinyi Wang , Devansh R. Agrawal , Dimitra Panagou

Popular Bayes filters typically rely on linearization techniques such as Taylor series expansion and stochastic linear regression to use the structure of standard Kalman filter. These techniques may introduce large estimation errors in…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Wenhan Cao , Tianyi Zhang , Shengbo Eben Li

We describe a novel method for dynamic estimation of multi-dipole states from Magneto/Electro-encephalography (M/EEG) time series. The new approach builds on the recent development of particle filters for M/EEG; these algorithms…

Numerical Analysis · Mathematics 2016-03-18 Valentina Vivaldi , Alberto Sorrentino

The mismatch between the numerical and actual nonlinear models is a challenge to nonlinear acoustic echo cancellation (NAEC) when the nonlinear adaptive filter is utilized. To alleviate this problem, we combine a basis-generic expansion of…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Guoliang Cheng , Lele Liao , Hongsheng Chen , Jing Lu

This paper addresses the challenges in learning-based monocular positioning by proposing VKFPos, a novel approach that integrates Absolute Pose Regression (APR) and Relative Pose Regression (RPR) via an Extended Kalman Filter (EKF) within a…

Computer Vision and Pattern Recognition · Computer Science 2025-02-03 Jian-Yu Chen , Yi-Ru Chen , Yin-Qiao Chang , Che-Ming Li , Jann-Long Chern , Chih-Wei Huang

Automated analysis of electroencephalography (EEG) has recently undergone a paradigm shift. The introduction of transformer architectures and self-supervised pretraining (SSL) has led to the development of EEG foundation models. These…

Neurons and Cognition · Quantitative Biology 2026-02-04 Hannah Portmann , Yosuke Morishima

The Kalman Filter (KF) parameters are traditionally determined by noise estimation, since under the KF assumptions, the state prediction errors are minimized when the parameters correspond to the noise covariance. However, noise estimation…

Machine Learning · Computer Science 2022-07-04 Ido Greenberg , Shie Mannor , Netanel Yannay

Electroencephalography (EEG) foundation models hold significant promise for universal Brain-Computer Interfaces (BCIs). However, existing approaches often rely on end-to-end fine-tuning and exhibit limited efficacy under frozen-probing…

Machine Learning · Computer Science 2026-03-20 Jiquan Wang , Sha Zhao , Yangxuan Zhou , Yiming Kang , Shijian Li , Gang Pan

Bayesian inference allows the transparent communication of uncertainty in material flow analyses (MFAs), and a systematic update of uncertainty as new data become available. However, the method is undermined by the difficultly of defining…

Applications · Statistics 2024-03-28 Jiayuan Dong , Jiankan Liao , Xun Huan , Daniel Cooper

Decoding motor imagery (MI) electroencephalogram (EEG) signals, a key non-invasive brain-computer interface (BCI) paradigm for controlling external systems, has been significantly advanced by deep learning. However, cross-subject MI-EEG…

Machine Learning · Computer Science 2026-03-26 Jinzhou Wu , Baoping Tang , Qikang Li , Yi Wang , Cheng Li , Shujian Yu

The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-01 Dong Yang , Fei Jiang , Wei Wu , Xuefei Fang , Muyong Cao

Bayesian optimisation is a well-known sample-efficient method for the optimisation of expensive black-box functions. However when dealing with big search spaces the algorithm goes through several low function value regions before reaching…

Machine Learning · Computer Science 2020-03-31 Anil Ramachandran , Sunil Gupta , Santu Rana , Cheng Li , Svetha Venkatesh

Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…

Machine Learning · Statistics 2024-04-03 Chaitra Agrahar , William Poole , Simone Bianco , Hana El-Samad

High-density electroencephalography (HD-EEG) enables fine-grained measurement of cortical activity but requires expensive hardware and lengthy setup times, limiting its clinical and research accessibility. We propose EMAG (EEG Mixture of…

Machine Learning · Computer Science 2026-05-29 Alex Lazarovich , Ofir Itzhak Shahar , Gur Elkin , Ohad Ben-Shahar

Facial landmark tracking plays a vital role in applications such as facial recognition, expression analysis, and medical diagnostics. In this paper, we consider the performance of the Extended Kalman Filter (EKF) and Unscented Kalman Filter…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Thoa Thieu , Roderick Melnik

Speech enhancement is widely used as a front-end to improve the speech quality in many audio systems, while it is hard to extract the target speech in multi-talker conditions without prior information on the speaker identity. It was shown…

Audio and Speech Processing · Electrical Eng. & Systems 2024-06-26 Jie Zhang , Qing-Tian Xu , Zhen-Hua Ling , Haizhou Li

The problem of reconstructing brain activity from electric potential measurements performed on the surface of a human head is not an easy task: not just because the solution of the related inverse problem is fundamentally ill-posed (not…

Numerical Analysis · Mathematics 2023-08-11 Santtu Söderholm , Joonas Lahtinen , Carsten H. Wolters , Sampsa Pursiainen

Understanding the seizure initiation process and its propagation pattern(s) is a critical task in epilepsy research. Characteristics of the pre-seizure electroencephalograms (EEGs) such as oscillating powers and high-frequency activities…

Applications · Statistics 2009-01-27 Li Qin , Yuedong Wang

The reconstruction of the unknown acoustic source is studied using the noisy multiple frequency data on a remote closed surface. Assume that the unknown source is coded in a spatial dependent piecewise constant function, whose support set…

Numerical Analysis · Mathematics 2019-07-23 Zhiliang Deng , Xiaomei Yang , Jiangfeng Huang

An Event-Related Potential (ERP)-based Brain-Computer Interface (BCI) Speller System assists people with disabilities to communicate by decoding electroencephalogram (EEG) signals. A P300-ERP embedded in EEG signals arises in response to a…

Applications · Statistics 2026-02-18 Tianwen Ma , Jane E. Huggins , Jian Kang