Related papers: Backward Smoothing versus Fixed-Lag Smoothing in P…
Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…
Implicit particle filtering is a sequential Monte Carlo method for data assim- ilation, designed to keep the number of particles manageable by focussing attention on regions of large probability. These regions are found by min- imizing, for…
We seek to accelerate and increase the size of simulations for fluid-structure interactions (FSI) by using multiple resolutions in the spatial discretization of the equations governing the time evolution of systems displaying two-way…
In Sound Event Detection (SED) systems, the lengths of median filters for post-processing have never been optimized during training due to several problems. No gradient is received by the lengths so they cannot be learned during…
Several Bayesian estimation based heuristics have been developed to perform quantum state tomography (QST). Their ability to quantify uncertainties using region estimators and include a priori knowledge of the experimentalists makes this…
A robust estimator, namely M-smoother, for piecewise-constant smoothing is revisited in this paper. Starting from its generalized formulation, we propose a numerical scheme/framework for solving it via a series of weighted-average filtering…
Gaussian Random Fields (GRFs) with Mat\'ern covariance functions have emerged as a powerful framework for modeling spatial processes due to their flexibility in capturing different features of the spatial field. However, the smoothness…
A upscaled lattice Boltzmann method (LBM) for flow simulations in heterogeneous porous media, at both pore and Darcy scales, is proposed in this paper. In the micro-scale simulations, we model flows using LBM with the modified Guo et al.…
The selective fixed-filter active noise control (SFANC) method selecting the best pre-trained control filters for various types of noise can achieve a fast response time. However, it may lead to large steady-state errors due to inaccurate…
A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…
We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm, but with an adjustment in the backward resampling weights.…
When x-rays penetrate soft matter, their phase changes more rapidly than their amplitude. In- terference effects visible with high brightness sources creates higher contrast, edge enhanced images. When the object is piecewise smooth (made…
The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point based methods are two well-known strategies to deal with these…
Nonsmooth sparsity constrained optimization encompasses a broad spectrum of applications in machine learning. This problem is generally non-convex and NP-hard. Existing solutions to this problem exhibit several notable limitations,…
Computing accurate periodic responses in strongly nonlinear or even non-smooth vibration systems remains a fundamental challenge in nonlinear dynamics. Existing numerical methods, such as the Harmonic Balance Method (HBM) and the Shooting…
There has been an increasing interest in developing efficient immersed boundary method (IBM) based on Cartesian grids, recently in the context of high-order methods. IBM based on volume penalization is a robust and easy to implement method…
The Rauch-Tung-Striebel (RTS) and the Mayne-Fraser (MF) algorithms are two of the most popular smoothing schemes to reconstruct the state of a dynamic linear system from measurements collected on a fixed interval. Another (less popular)…
We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…
Adaptive homodyne estimation of a continuously evolving optical phase using time-symmetric quantum smoothing has been demonstrated experimentally to provide superior accuracy in the phase estimate compared to adaptive or nonadaptive…
Forward-Looking Sonar (FLS) has started to gain attention in the field of near-bottom close-range underwater inspection because of its high resolution and high framerate features. Although Automatic Target Recognition (ATR) algorithms have…