Related papers: Topological Kalman Filtering on Cell Complexes
Capturing the dynamics of active particles, i.e., small self-propelled agents that both deform and are deformed by a fluid in which they move is a formidable problem as it requires coupling fine scale hydrodynamics with large scale…
Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on…
Many complex networks, ranging from social to biological systems, exhibit structural patterns consistent with an underlying hyperbolic geometry. Revealing the dimensionality of this latent space can disentangle the structural complexity of…
The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…
Traditional data assimilation uses information obtained from the propagation of one physics-driven model and combines it with information derived from real-world observations in order to obtain a better estimate of the truth of some natural…
This paper describes a method for the online state estimation of systems described by a general class of linear noncausal time-varying difference descriptor equations subject to uncertainties. The method is based on the notions of a linear…
The study of phase transitions using data-driven approaches is challenging, especially when little prior knowledge of the system is available. Topological data analysis is an emerging framework for characterizing the shape of data and has…
This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…
In this paper, we focus on batch state estimation for linear systems. This problem is important in applications such as environmental field estimation, robotic navigation, and target tracking. Its difficulty lies on that limited operational…
Designing estimation algorithms for systems governed by partial differential equations (PDEs) such as fluid flows is challenging due to the high-dimensional and oftentimes nonlinear nature of the dynamics, as well as their dependence on…
This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…
We present a new online approach to track human whole-body motion from motion capture data, i.e., positions of labeled markers attached to the human body. Tracking in noisy data can be effectively performed with the aid of well-established…
We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…
The use of recurrent neural networks to represent the dynamics of unstable systems is difficult due to the need to properly initialize their internal states, which in most of the cases do not have any physical meaning, consequent to the…
Inferring network topology from smooth signals is a significant problem in data science and engineering. A common challenge in real-world scenarios is the availability of only partially observed nodes. While some studies have considered…
We cast Amari's natural gradient in statistical learning as a specific case of Kalman filtering. Namely, applying an extended Kalman filter to estimate a fixed unknown parameter of a probabilistic model from a series of observations, is…
The low frequency variability of the extratropical atmosphere involves hemispheric-scale recurring, often persistent, states known as teleconnection patterns or regimes, which can have profound impact on predictability on intra-seasonal and…
We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…
This work highlights the duality between state estimation methods and model predictive control. A predictive controller, observed control, is presented that uses this duality to efficiently compute control actions with linear time-horizon…
Neural networks encode inputs as high-dimensional vectors, known as representations, that capture how models process data by encoding task-relevant structure and semantics. Representation alignment refers to the degree to which different…