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Continuous-time trajectory representations are a powerful tool that can be used to address several issues in many practical simultaneous localization and mapping (SLAM) scenarios, like continuously collected measurements distorted by robot…

Robotics · Computer Science 2017-05-18 Jing Dong , Byron Boots , Frank Dellaert

Accurate, efficient, and robust state estimation is more important than ever in robotics as the variety of platforms and complexity of tasks continue to grow. Historically, discrete-time filters and smoothers have been the dominant…

State estimation techniques for continuum robots (CRs) typically involve using computationally complex dynamic models, simplistic shape approximations, or are limited to quasi-static methods. These limitations can be sensitive to unmodelled…

Robotics · Computer Science 2025-10-03 Spencer Teetaert , Sven Lilge , Jessica Burgner-Kahrs , Timothy D. Barfoot

Continuous-time batch state estimation using Gaussian processes is an efficient approach to estimate the trajectories of robots over time. In the past, relatively simple physics-motivated priors have been considered for such approaches,…

Robotics · Computer Science 2025-06-04 Sven Lilge , Timothy D. Barfoot

This extended abstract introduces a novel method for continuous state estimation of continuum robots. We formulate the estimation problem as a factor-graph optimization problem using a novel Gaussian-process prior that is parameterized over…

Robotics · Computer Science 2024-09-20 Spencer Teetaert , Sven Lilge , Jessica Burgner-Kahrs , Timothy D. Barfoot

Continuous-time trajectory estimation is an attractive alternative to discrete-time batch estimation due to the ability to incorporate high-frequency measurements from asynchronous sensors while keeping the number of optimization parameters…

Robotics · Computer Science 2024-02-02 Jacob Johnson , Joshua Mangelson , Timothy Barfoot , Randal Beard

Continuous-time state estimation has been shown to be an effective means of (i) handling asynchronous and high-rate measurements, (ii) introducing smoothness to the estimate, (iii) post hoc querying the estimate at times other than those of…

Robotics · Computer Science 2026-01-08 Timothy Barfoot , Cedric Le Gentil , Sven Lilge

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…

Systems and Control · Computer Science 2012-08-13 Marc Peter Deisenroth , Ryan Turner , Marco F. Huber , Uwe D. Hanebeck , Carl Edward Rasmussen

Recent work on simultaneous trajectory estimation and mapping (STEAM) for mobile robots has found success by representing the trajectory as a Gaussian process. Gaussian processes can represent a continuous-time trajectory, elegantly handle…

Robotics · Computer Science 2015-04-13 Xinyan Yan , Vadim Indelman , Byron Boots

Gaussian processes (GPs) are important probabilistic tools for inference and learning in spatio-temporal modelling problems such as those in climate science and epidemiology. However, existing GP approximations do not simultaneously support…

Machine Learning · Computer Science 2021-06-21 Will Tebbutt , Arno Solin , Richard E. Turner

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…

Robotics · Computer Science 2014-12-02 Sean Anderson , Timothy D. Barfoot , Chi Hay Tong , Simo Särkkä

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

Methodology · Statistics 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

Computation · Statistics 2022-04-11 Daniel Sanz-Alonso , Ruiyi Yang

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…

Machine Learning · Computer Science 2020-06-16 Armin Lederer , Markus Kessler , Sandra Hirche

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels

The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…

Methodology · Statistics 2026-02-17 Satyaki Mazumder , Sayantan Banerjee , Sourabh Bhattacharya

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park
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