Related papers: Robust distributed extended Kalman filter based on…

This paper develops a new nonlinear filter, called Moment-based Kalman Filter (MKF), using the exact moment propagation method. Existing state estimation methods use linearization techniques or sampling points to compute approximate values…

Water treatment and liquid storage are the two plants implementing the hydraulic three-tank system. Maintaining certain levels is the critical scenario so that the systems run as desired. To deal with, the optimal linear control and the…

In the last decade, a considerable research effort has been devoted to developing adaptive algorithms based on kernel functions. One of the main features of these algorithms is that they form a family of universal approximation techniques,…

Achieving reliable communication over different channels and modes is one of the main goals of Mode Division Multiplexing-Wavelength Division Multiplexing (MDM-WDM) communication networks. The reliability can be described by minimum Signal…

Multi-cell coordinated beamforming (MCBF), where multiple base stations (BSs) collaborate with each other in the beamforming design for mitigating the inter-cell interference, has been a subject drawing great attention recently. Most MCBF…

In this article, we consider the performance analysis of a decode-and-forward (DF) cooperative relaying (CR) scheme over channels impaired by bursty impulsive noise. Although, Middleton class-A model and Bernoulli-Gaussian model give good…

Dynamic operation of biological processes, such as anaerobic digestion (AD), requires reliable process monitoring to guarantee stable operating conditions at all times. Unscented Kalman filters (UKF) are an established tool for nonlinear…

In this paper, a new robust Student's t based stochastic cubature filter (RSTSCF) is proposed for nonlinear state-space model with heavy-tailed process and measurement noises. The heart of the RSTSCF is a stochastic Student's t spherical…

We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…

We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filtering problem. This…

Sparseness and robustness are two important properties for many machine learning scenarios. In the present study, regarding the maximum correntropy criterion (MCC) based robust regression algorithm, we investigate to integrate the MCC…

This paper suggests a few novel Cholesky-based square-root algorithms for the maximum correntropy criterion Kalman filtering. In contrast to the previously obtained results, new algorithms are developed in the so-called {\it condensed} form…

Clustering is a representative unsupervised method widely applied in multi-modal and multi-view scenarios. Multiple kernel clustering (MKC) aims to group data by integrating complementary information from base kernels. As a representative,…

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

We propose kernel sequential Monte Carlo (KSMC), a framework for sampling from static target densities. KSMC is a family of sequential Monte Carlo algorithms that are based on building emulator models of the current particle system in a…

We study distributed filtering for a class of uncertain systems over corrupted communication channels. We propose a distributed robust Kalman filter with stochastic gains, through which upper bounds of the conditional mean square estimation…

Error entropy is a important nonlinear similarity measure, and it has received increasing attention in many practical applications. The default kernel function of error entropy criterion is Gaussian kernel function, however, which is not…

We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed…

Intelligent vehicles in autonomous driving and obstacle avoidance, the precise relative state of vehicles put forward a higher demand. For a vehicle-borne sensor network with time-varying transmission delays, the problem of coordinate…