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Using Kalman techniques, it is possible to perform optimal estimation in linear Gaussian state-space models. We address here the case where the noise probability density functions are of unknown functional form. A flexible Bayesian…
Electrically detected magnetic resonance (EDMR) and near-zero field magnetoresistance (NZFMR) are techniques that probe defect states at dielectric interfaces critical for metal-oxide-semiconductor (MOS) electronic devices such as the…
The implementation of fringe tracking for optical interferometers is inevitable when optimal exploitation of the instrumental capacities is desired. Fringe tracking allows continuous fringe observation, considerably increasing the…
Advanced Aerial Mobility (AAM) operations require strategic flight planning services that predict both spatial and temporal uncertainties to safely validate flight plans against hazards such as weather cells, restricted airspaces, and CNS…
The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…
The problem of system identification for the Kalman filter, relying on the expectation-maximization (EM) procedure to learn the underlying parameters of a dynamical system, has largely been studied assuming that observations are sampled at…
The problem of estimating multiple loss parameters of an optical system using the most general ancilla-assisted parallel strategy is solved under energy constraints. An upper bound on the quantum Fisher information matrix is derived…
Indoor tracking and pose estimation, i.e., determining the position and orientation of a moving target, are increasingly important due to their numerous applications. While Inertial Navigation Systems (INS) provide high update rates, their…
Analysis of brain imaging scans is critical to understanding the way the human brain functions, which can be leveraged to treat injuries and conditions that affect the quality of life for a significant portion of the human population. In…
This paper is concerned with the mathematical analysis of continuous time Ensemble Kalman Filters (EnKBFs) and their mean field limit in an infinite dimensional setting. The signal is determined by a nonlinear Stochastic Partial…
In binary-black-hole systems where the black-hole spins are misaligned with the orbital angular momentum, precession effects leave characteristic modulations in the emitted gravitational waveform. Here, we investigate where in the parameter…
The Transformer is the foundational building block of modern AI, yet offers no principled handling of \emph{uncertainty}, which is prevalent in real applications: cold-start tokens with sparse histories in sequential recommendation,…
Spatial regression of random fields based on potentially biased sensing information is proposed in this paper. One major concern in such applications is that since it is not known a-priori what the accuracy of the collected data from each…
Aims. To develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods. We consider…
Real-time identification of electrical equivalent circuit models is a critical requirement in many practical systems, such as batteries and electric motors. Significant work has been done in the past developing different types of algorithms…
In this paper, we establish the connections of the fundamental limitations in feedback communication, estimation, and feedback control over Gaussian channels, from a unifying perspective for information, estimation, and control. The optimal…
Conventional Bayesian estimation requires an accurate stochastic model of a system. However, this requirement is not always met in many practical cases where the system is not completely known or may differ from the assumed model. For such…
Maintaining consistent uncertainty estimates in localization systems is crucial as the perceived uncertainty commonly affects high-level system components, such as control or decision processes. A method for constructing an…
We present spin phase continuous modulation (SPCM), a new method for characterization of neutron beam properties. By utilizing spin-precession modulation induced by two oscillating magnetic fields, the method enables precise determination…
Quantum information protocols, such as quantum error correction and quantum phase estimation, have been widely used to enhance the performance of quantum sensors. While these protocols have relied on single-shot detection, in most practical…