Related papers: Topological Kalman Filtering on Cell Complexes
The use of Kalman filtering, as well as its nonlinear extensions, for the estimation of system variables and parameters has played a pivotal role in many fields of scientific inquiry where observations of the system are restricted to a…
A broad range of applications involve signals with irregular structures that can be represented as a graph. As the underlying structures can change over time, the tracking dynamic graph topologies from observed signals is a fundamental…
This paper considers the simultaneous state and unknown input estimation for continuous-discrete stochastic systems. Two types of approaches (with and without modeling of unknown inputs) which can address this issue are investigated. A…
Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting and prediction of epidemics. Particle filters are a widely…
We investigate nonlinear state-space models without a closed-form transition density, and propose reformulating such models over their latent noise variables rather than their latent state variables. In doing so the tractable noise density…
In this work, we explore the state-space formulation of network processes to recover the underlying structure of the network (local connections). To do so, we employ subspace techniques borrowed from system identification literature and…
Vehicle state estimation presents a fundamental challenge for autonomous driving systems, requiring both physical interpretability and the ability to capture complex nonlinear behaviors across diverse operating conditions. Traditional…
This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…
The reliability and precision of dynamic database are vital for the optimal operating and global control of integrated energy systems. One of the effective ways to obtain the accurate states is state estimations. A novel robust dynamic…
In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…
Low dimensional representations of words allow accurate NLP models to be trained on limited annotated data. While most representations ignore words' local context, a natural way to induce context-dependent representations is to perform…
In this paper, we address a partition-based distributed state estimation problem for large-scale general nonlinear processes by proposing a Kalman-based approach. First, we formulate a linear full-information estimation design within a…
This work addresses the critical lack of precision in state estimation in the Kalman filter for 3D multi-object tracking (MOT) and the ongoing challenge of selecting the appropriate motion model. Existing literature commonly relies on…
We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…
In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…
Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…
We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…
Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…
This paper proposes a novel localization framework based on collaborative training or federated learning paradigm, for highly accurate localization of autonomous vehicles. More specifically, we build on the standard approach of KalmanNet, a…
A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…