Related papers: Coordinate ascent neural Kalman-MLE for state esti…

Kalman filtering is a classic state estimation technique used in application areas such as signal processing and autonomous control of vehicles. It is now being used to solve problems in computer systems such as controlling the voltage and…

This paper proposes a novel localization framework based on collaborative training or federated learning paradigm, for highly accurate localization of autonomous vehicles. More specifically, we build on the standard approach of KalmanNet, a…

Accurate estimation and prediction of trajectory is essential for interception of any high speed target. In this paper, an extended Kalman filter is used to estimate the current location of target from its visual information and then…

We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combine the ensemble Kalman filter and smoother, developed in the…

Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…

Koopman-based modeling and model predictive control have been a promising alternative for optimal control of nonlinear processes. Good Koopman modeling performance significantly depends on an appropriate nonlinear mapping from the original…

Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…

We propose a novel deep neural network (DNN) based approximation architecture to learn estimates of measurements. We detail an algorithm that enables training of the DNN. The DNN estimator only uses measurements, if and when they are…

Accurate state estimation is crucial for legged robot locomotion, as it provides the necessary information to allow control and navigation. However, it is also challenging, especially in scenarios with uneven and slippery terrain. This…

Kalman filtering is a cornerstone of estimation theory, yet learning the optimal filter under unknown and potentially singular noise covariances remains a fundamental challenge. In this paper, we revisit this problem through the lens of…

The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…

An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…

This paper presents preliminary work on computing upper bounds on the estimation error covariance in the framework of the extended Kalman filter. The approach taken is using quadratic constraints to bound the dynamic nonlinearities and use…

This paper considers the Linear Minimum Variance recursive state estimation for the linear discrete time dynamic system with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is shown…

In this paper, we propose a physics-informed learning-based Koopman modeling approach and present a Koopman-based self-tuning moving horizon estimation design for a class of nonlinear systems. Specifically, we train Koopman operators and…

The reconstruction of the dynamics of an observed physical system as a surrogate model has been brought to the fore by recent advances in machine learning. To deal with partial and noisy observations in that endeavor, machine learning…

This paper is on learning the Kalman gain by policy optimization method. Firstly, we reformulate the finite-horizon Kalman filter as a policy optimization problem of the dual system. Secondly, we obtain the global linear convergence of…

We develop a fast algorithm for Kalman Filter applied to the random walk forecast model. The key idea is an efficient representation of the estimate covariance matrix at each time-step as a weighted sum of two contributions - the process…

One-shot pose estimation for tasks such as body joint localization, camera pose estimation, and object tracking are generally noisy, and temporal filters have been extensively used for regularization. One of the most widely-used methods is…

State estimation for legged robots is challenging due to their highly dynamic motion and limitations imposed by sensor accuracy. By integrating Kalman filtering, optimization, and learning-based modalities, we propose a hybrid solution that…