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This paper presents a robust fixed lag smoother for a class of nonlinear uncertain systems. A unified scheme, which combines a nonlinear robust estimator with a stable fixed lag smoother, is presented to improve the error covariance of the…
The Fluctuating Force Fluctuating Torque (F3T) model is developed and evaluated for the dynamics of a turbulent particle-gas suspension of rough spherical particles in a turbulent Couette flow in the limit where the viscous relaxation time…
Lagrangian particle-based methods have opened new perspectives for the investigation of complex problems with large free-surface deformation. Some well-known particle-based methods adopted to solve non-linear hydrodynamics problems are the…
A key challenge when designing particle filters in high-dimensional state spaces is the construction of a proposal distribution that is close to the posterior distribution. Recent advances in particle flow filters provide a promising avenue…
We propose a new method for the estimation of parameters of hidden diffusion processes. Based on parametrization of the transition matrix, the Baum-Welch algorithm is improved. The algorithm is compared to the particle filter in application…
With 3D Gaussian Splatting (3DGS) advancing real-time and high-fidelity rendering for novel view synthesis, storage requirements pose challenges for their widespread adoption. Although various compression techniques have been proposed,…
Recent advancements in neural rendering, particularly 2D Gaussian Splatting (2DGS), have shown promising results for jointly reconstructing fine appearance and geometry by leveraging 2D Gaussian surfels. However, current methods face…
Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…
A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…
Quantum computing shows substantial potential in accelerating simulations and alleviating memory bottlenecks in computational fluid dynamics (CFD), owing to its inherent properties of superposition and entanglement. The lattice Boltzmann…
Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distribution of the latent state and the observations is described…
In this paper, we consider the Forward--Backward proximal splitting algorithm to minimize the sum of two proper convex functions, one of which having a Lipschitz continuous gradient and the other being partly smooth relative to an active…
When classical particle filtering algorithms are used for maximum likelihood parameter estimation in nonlinear state-space models, a key challenge is that estimates of the likelihood function and its derivatives are inherently noisy. The…
State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…
This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…
In this paper, we have evaluated various methods of time-frequency-selective fading channels estimation in OFDM system and some of them improved under time varying conditions. So, these different techniques will be studied through different…
In present study, we discuss results of applicability of discrete filters for large eddy simulation (LES) method of forced compressible magnetohydrodynamic (MHD) turbulent flows with the scale-similarity model. Influences and effects of…
Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…
High-order accurate summation-by-parts (SBP) finite difference (FD) methods constitute efficient numerical methods for simulating large-scale hyperbolic wave propagation problems. Traditional SBP FD operators that approximate first-order…
Randomized smoothing is sound when using infinite precision. However, we show that randomized smoothing is no longer sound for limited floating-point precision. We present a simple example where randomized smoothing certifies a radius of…