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There has been an increasing surge of interest on development of advanced Reinforcement Learning (RL) systems as intelligent approaches to learn optimal control policies directly from smart agents' interactions with the environment.…

Machine Learning · Computer Science 2020-06-02 Parvin Malekzadeh , Mohammad Salimibeni , Arash Mohammadi , Akbar Assa , Konstantinos N. Plataniotis

The Kalman filter is an algorithm for the estimation of hidden variables in dynamical systems under linear Gauss-Markov assumptions with widespread applications across different fields. Recently, its Bayesian interpretation has received a…

Neurons and Cognition · Quantitative Biology 2021-11-23 Manuel Baltieri , Takuya Isomura

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Legland etal. (2011) is extended to non-Gaussian state space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed,…

Probability · Mathematics 2016-06-30 Kody J. H. Law , Hamidou Tembine , Raul Tempone

State estimation in control and systems engineering traditionally requires extensive manual system identification or data-collection effort. However, transformer-based foundation models in other domains have reduced data requirements by…

Systems and Control · Electrical Eng. & Systems 2025-09-05 Tobin Holtmann , David Stenger , Andres Posada-Moreno , Friedrich Solowjow , Sebastian Trimpe

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…

Machine Learning · Computer Science 2021-05-26 Zhuangwei Shi

Channel prediction has emerged as an effective solution for acquiring accurate channel state information (CSI) in the presense of channel aging. Existing methods have inherent limitations, with conventional Kalman filter (KF)-based approach…

Signal Processing · Electrical Eng. & Systems 2026-03-06 Dongwon Kim , Jinu Gong , Joonhyuk Kang

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's…

Data Analysis, Statistics and Probability · Physics 2015-11-09 Boujemaa Ait-El-Fquih , Mohamad El Gharamti , Ibrahim Hoteit

Statistical signal processing based speech enhancement methods adopt expert knowledge to design the statistical models and linear filters, which is complementary to the deep neural network (DNN) based methods which are data-driven. In this…

Audio and Speech Processing · Electrical Eng. & Systems 2021-04-19 Wei Xue , Gang Quan , Chao Zhang , Guohong Ding , Xiaodong He , Bowen Zhou

Many estimation problems in aerospace navigation and robotics involve measurements that depend on prior states. A prominent example is odometry, which measures the relative change between states over time. Accurately handling these…

Robotics · Computer Science 2026-05-13 Tara Mina , Lindsey Marinello , John Christian

Robust state estimation for highly dynamic motion of legged robots remains challenging, especially in dynamic, contact-rich scenarios. Traditional approaches often rely on binary contact states that fail to capture the nuances of partial…

Satellite dynamics and tracking remain important challenges in the context of space exploration and communication systems. Accurate state estimation is essential to maintain reliable orbital motion and system performance. This paper…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Moh Kamalul Wafi

The extraction of weak signals plays a crucial role in quantum precision measurement, where the estimation results are often limited by low signal-to-noise ratios. Here, we demonstrate a parameter-estimation framework based on the adaptive…

Quantum Physics · Physics 2026-05-19 Yihan Wang , Xiaofeng Jin , Yuchuan Ming , Jianxiang Miao , Xiao-Ming Lu , M. W. Mitchell , Jia Kong

Large-scale dynamic inverse problems are often ill-posed due to model complexity and the high dimensionality of the unknown parameters. Regularization is commonly employed to mitigate ill-posedness by incorporating prior information and…

Numerical Analysis · Mathematics 2026-01-21 Aryeh Keating , Mirjeta Pasha

The majority of data assimilation (DA) methods in the geosciences are based on Gaussian assumptions. While these assumptions facilitate efficient algorithms, they cause analysis biases and subsequent forecast degradations. Non-parametric,…

Methodology · Statistics 2025-05-12 Hristo G. Chipilski

In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…

Robotics · Computer Science 2024-08-23 Roland Jung

Accurate estimation and prediction of trajectory is essential for the capture of any high speed target. In this paper, an extended Kalman filter (EKF) is used to track the target in the first loop of the trajectory to collect data points…

Real-time control and estimation are pivotal for applications such as industrial automation and future healthcare. The realization of this vision relies heavily on efficient interactions with nonlinear systems. Therefore, Koopman learning,…

Information Theory · Computer Science 2025-12-19 Yutao Chen , Wei Chen

Reliable control and state estimation of differential drive robots (DDR) operating in dynamic and uncertain environments remains a challenge, particularly when system dynamics are partially unknown and sensor measurements are prone to…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Amos Alwala , Yuchen Hu , Gabriel da Silva Lima , Wallace Moreira Bessa

In this article, the state estimation problems with unknown process noise and measurement noise covariances for both linear and nonlinear systems are considered. By formulating the joint estimation of system state and noise parameters into…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Hua Lan , Shijie Zhao , Jinjie Hu , Zengfu Wang , Jing Fu

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang