相关论文: KARMA: Kalman-based autoregressive moving average …

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

In the pursuit of further advancement in the field of target tracking, this paper explores the efficacy of a feedforward neural network in predicting drones tracks, aiming to eventually, compare the tracks created by the well-known Kalman…

Integrated sensing and communications (ISAC) enabled by unmanned aerial vehicles (UAVs) is a promising technology to facilitate target tracking applications. In contrast to conventional UAV-based ISAC system designs that mainly focus on…

In tracking radar, the sensing environment often varies significantly over a track duration due to the target's trajectory and dynamic interference. Adapting the radar's waveform using partial information about the state of the scene has…

The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…

The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

This work extends a previous study that introduced an algorithm for state estimation on manifolds within the framework of the Kalman filter. Its objective is to address the limitations of the earlier approach. The reversible Kalman filter…

Deriving multimodal representations of audio and lexical inputs is a central problem in Natural Language Understanding (NLU). In this paper, we present Contrastive Aligned Audio-Language Multirate and Multimodal Representations (CALM), an…

We propose a method called Fast and Realistic Attacker Modeling and Evaluation (FRAME) that can reduce pessimism in static noise analysis by exploiting temporal logical correlation of attackers and using novel techniques termed envelopes…

Vehicle tracking in Wide Area Motion Imagery (WAMI) relies on associating vehicle detections across multiple WAMI frames to form tracks corresponding to individual vehicles. The temporal window length, i.e., the number $M$ of sequential…

We develop a fast algorithm for Kalman Filter applied to the random walk forecast model. The key idea is an efficient representation of the estimate covariance matrix at each time-step as a weighted sum of two contributions - the process…

The current work explores long-term speech rhythm variations to classify Mising and Assamese, two low-resourced languages from Assam, Northeast India. We study the temporal information of speech rhythm embedded in low-frequency (LF)…

We present a new calibration scheme based on a non-linear version of Kalman filter that aims at estimating the physical terms appearing in the Radio Interferometry Measurement Equation (RIME). We enrich the filter's structure with a tunable…

Autoregressive models (ARMs) currently hold state-of-the-art performance in likelihood-based modeling of image and audio data. Generally, neural network based ARMs are designed to allow fast inference, but sampling from these models is…

Accurate remote state estimation is a fundamental component of many autonomous and networked dynamical systems, where multiple decision-making agents interact and communicate over shared, bandwidth-constrained channels. These communication…

In this paper, we derive a new Kalman filter with probabilistic data association between measurements and states. We formulate a variational inference problem to approximate the posterior density of the state conditioned on the measurement…

Understanding human motion is of critical importance for health monitoring and control of assistive robots, yet many human kinematic variables cannot be directly or accurately measured by wearable sensors. In recent years, invariant…

Reinforcement learning algorithms often suffer from slow convergence due to sparse reward signals, particularly in complex environments where feedback is delayed or infrequent. This paper introduces the Psychological Regret Model (PRM), a…

We present a Kalman smoothing framework based on modeling errors using the heavy tailed Student's t distribution, along with algorithms, convergence theory, open-source general implementation, and several important applications. The…

We derive a closed-form expression for the finite predictor coefficients of multivariate ARMA (autoregressive moving-average) processes. The expression is given in terms of several explicit matrices that are of fixed sizes independent of…