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Related papers: Decay Chain Fitting with a Kalman Filter

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Particle filters are a powerful and flexible tool for performing inference on state-space models. They involve a collection of samples evolving over time through a combination of sampling and re-sampling steps. The re-sampling step is…

Computation · Statistics 2017-03-17 Deborshee Sen , Alexandre Thiery , Ajay Jasra

Characterising the time over which quantum coherence survives is critical for any implementation of quantum bits, memories and sensors. The usual method for determining a quantum system's decoherence rate involves a suite of experiments…

This paper discusses an efficient parallel implementation of the ensemble Kalman filter based on the modified Cholesky decomposition. The proposed implementation starts with decomposing the domain into sub-domains. In each sub-domain a…

Numerical Analysis · Computer Science 2016-06-03 Elias D. Nino , Adrian Sandu , Xinwei Deng

One of the most computationally challenging problems expected for the High-Luminosity Large Hadron Collider (HL-LHC) is determining the trajectory of charged particles during event reconstruction. Algorithms used at the LHC today rely on…

In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications. We first formulate classic Kalman smoothing as a least…

Optimization and Control · Mathematics 2013-03-12 Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto

The standard cold dark matter cosmological model, while successful in explaining the observed large scale structure of the Universe, tends to overpredict structure on small scales. It has been proposed this problem may be alleviated in a…

High Energy Physics - Phenomenology · Physics 2011-03-21 Nicole F. Bell , Ahmad J. Galea , Raymond R. Volkas

Parametric filters, such as the Extended Kalman Filter and the Unscented Kalman Filter, typically scale well with the dimensionality of the problem, but they are known to fail if the posterior state distribution cannot be closely…

Robotics · Computer Science 2016-07-25 Manuel Wüthrich , Jeannette Bohg , Daniel Kappler , Claudia Pfreundt , Stefan Schaal

A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

Computational Engineering, Finance, and Science · Computer Science 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

We apply the complex scaling method to the calculation of scattering phase shifts and extract the contributions of resonances in a phase shift and a cross section. The decomposition of the phase shift is shown to be useful to understand the…

Nuclear Theory · Physics 2015-06-19 Myagmarjav Odsuren , Kiyoshi Kato , Masayuki Aikawa , Takayuki Myo

After reviewing techniques for extracting clean information on CP-violating phase angles from $B$ decays, we explain the rules for finding decay modes that can probe the phase angle $\gamma$ of the unitarity triangle. We identify the more…

High Energy Physics - Phenomenology · Physics 2009-09-25 R. Aleksan , B. Kayser , D. London

Various Monte Carlo programs, developed either by small groups or widely available, have been used to calculate the effects of decays of radioactive chains, from the original parent nucleus to the final stable isotopes. These chains include…

Nuclear Experiment · Physics 2015-05-27 Kareem Kazkaz , Nick Walsh

The Ensemble Kalman Filter method can be used as an iterative particle numerical scheme for state dynamics estimation and control--to--observable identification problems. In applications it may be required to enforce the solution to satisfy…

Numerical Analysis · Mathematics 2020-08-26 Michael Herty , Giuseppe Visconti

This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…

Probability · Mathematics 2020-11-02 Ryne Beeson , N. Sri Namachchivaya , Nicolas Perkowski

A quantum algorithm is developed to calculate decay rates and cross sections using quantum resources that scale polynomially in the system size assuming similar scaling for state preparation and time evolution. This is done by computing…

High Energy Physics - Theory · Physics 2020-11-18 Anthony Ciavarella

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

We exploit knowledge of linear substructure in the linear-regression Kalman filters (LRKFs) to simplify the problem of moment matching. The theoretical results yield quantifiable and significant computational speedups at no cost of…

Systems and Control · Electrical Eng. & Systems 2021-10-05 M. Greiff , K. Berntorp , A. Robertsson

We show that modifying a Bayesian data assimilation scheme by incorporating kinematically-consistent displacement corrections produces a scheme that is demonstrably better at estimating partially observed state vectors in a setting where…

Data Analysis, Statistics and Probability · Physics 2016-12-06 W. Steven Rosenthal , Shankar C. Venkataramani , Arthur J. Mariano , Juan M. Restrepo

A shape filter is presented to repair segmentation results obtained in calcium imaging of neurons in vivo. This post-segmentation algorithm can automatically smooth the shapes obtained from a preliminary segmentation, while precluding the…

Image and Video Processing · Electrical Eng. & Systems 2018-06-04 Jie Wang , Zhongxiao Fu , Nasrin Sadeghzadehyazdi , Jonathan Kipnis , Scott T. Acton

We provide a new quantum algorithm that efficiently determines the quality of a least-squares fit over an exponentially large data set by building upon an algorithm for solving systems of linear equations efficiently (Harrow et al., Phys.…

Quantum Physics · Physics 2013-01-10 Nathan Wiebe , Daniel Braun , Seth Lloyd

An initial local excitation in a confined quantum system evolves exploring the whole system, returning to the initial position as a mesoscopic echo at the Heisenberg time. We consider a two weakly coupled spin chains, a spin ladder, where…