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Control-type particle filters have been receiving increasing attention over the last decade as a means of obtaining sample based approximations to the sequential Bayesian filtering problem in the nonlinear setting. Here we analyse one such…
In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on criteria evaluating the quality of the proposed particles. The choice of the proposal distribution…
This work studies a posteriori error estimates and their use for time-dependent acoustic scattering problems, formulated as a time-dependent boundary integral equation based on a single-layer ansatz. The integral equation is discretized by…
Whisking is a rhythmic and adaptive behavior that rodents use to probe and interact with their environment, and the frequency of movement reflects both sensorimotor processing and internal brain states. A robust and traditional method of…
An adaptive Cook's distance (ACD) for diagnosing influential observations in high-dimensional single-index models with multicollinearity and outlier contamination is proposed. ACD is a model-free technique built on sparse local linear…
Model predictive control (MPC) is a promising technique for motion cueing in driving simulators, but its high computation time limits widespread real-time application. This paper proposes a hybrid algorithm that combines filter-based and…
The Refined Instrumental Variable method for discrete-time systems (RIV) and its variant for continuous-time systems (RIVC) are popular methods for the identification of linear systems in open-loop. The continuous-time equivalent of the…
In this paper, we consider the problem of determining the presence of a given signal in a high-dimensional observation with unknown covariance matrix by using an adaptive matched filter. Traditionally such filters are formed from the sample…
Adaptive filtering algorithms are pervasive throughout signal processing and have had a material impact on a wide variety of domains including audio processing, telecommunications, biomedical sensing, astrophysics and cosmology, seismology,…
Distributed signal-processing algorithms in (wireless) sensor networks often aim to decentralize processing tasks to reduce communication cost and computational complexity or avoid reliance on a single device (i.e., fusion center) for…
The performance of autonomous systems heavily relies on their ability to generate a robust representation of the environment. Deep neural networks have greatly improved vision-based perception systems but still fail in challenging…
Scattered light noise affects the sensitivity of gravitational waves detectors. The characterization of such noise is needed to mitigate it. The time-varying filter empirical mode decomposition algorithm is suitable for identifying signals…
The slowly varying complex envelope of sinusoidal signals can be estimated in real-time using digital downconversion. In this paper, we discuss the requirements on digital downconversion for control applications. Two low-latency…
We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…
This paper develops some extensions to the work of [1] which studied the continuous-time adaptive output tracking control schemes with the reference output signal generated from an unknown reference model system. The presented extensions…
This work introduces a time-adaptive strategy that uses a refinement estimator based on the first Frenet curvature. In dynamics, a time-adaptive strategy is a mechanism that interactively proposes changes to the time step used in iterative…
This paper proposes an adaptive neural-compilation framework to address the problem of efficient program learning. Traditional code optimisation strategies used in compilers are based on applying pre-specified set of transformations that…
In all applications in digital communications, it is crucial for an estimator to be unbiased. Although so-called soft feedback is widely employed in many different fields of engineering, typically the biased estimate is used. In this paper,…
The Durham adaptive optics real-time controller was initially a proof of concept design for a generic adaptive optics control system. It has since been developed into a modern and powerful CPU based real-time control system, capable of…
This work is about a slow-fast data assimilation system when only slow components are observable. First, we obtain its low dimensional reduction via an invariant slow manifold. Second, we prove that the low dimensional filter on the slow…