相关论文: Data Sketching for Large-Scale Kalman Filtering

This paper focused on the design of an optimized object tracking technique which would minimize the processing time required in the object detection process while maintaining accuracy in detecting the desired moving object in a cluttered…

We formulate a recursive estimation problem for multiple dynamical systems coupled through a low dimensional stochastic input, and we propose an efficient sub-optimal solution. The suggested approach is an approximation of the Kalman filter…

In this paper, we propose a new model reduction technique for linear stochastic systems that builds upon knowledge filtering and utilizes optimal Kalman filtering techniques. This new technique will reduce the dimension of the noise…

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…

Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…

Large-scale dynamic inverse problems are often ill-posed due to model complexity and the high dimensionality of the unknown parameters. Regularization is commonly employed to mitigate ill-posedness by incorporating prior information and…

Traditional tracking-by-detection systems typically employ Kalman filters (KF) for state estimation. However, the KF requires domain-specific design choices and it is ill-suited to handling non-linear motion patterns. To address these…

The Kalman filter and its extensions are used in a vast number of aerospace and navigation applications for nonlinear state estimation of time series. In the literature, different approaches have been proposed to exploit the structure of…

The well-known Kalman filters model dynamical systems by relying on state-space representations with the next state updated, and its uncertainty controlled, by fresh information associated with newly observed system outputs. This paper…

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

This paper presents a novel real-time tracking system capable of improving body pose estimation algorithms in distributed camera networks. The first stage of our approach introduces a linear Kalman filter operating at the body joints level,…

Target tracking using observations from multiple sensors can achieve better estimation performance than a single sensor. The most famous estimation tool in target tracking is Kalman filter. There are several mathematical approaches to…

Automatic lane tracking involves estimating the underlying signal from a sequence of noisy signal observations. Many models and methods have been proposed for lane tracking, and dynamic targets tracking in general. The Kalman Filter is a…

The computation required for a switching Kalman Filter (SKF) increases exponentially with the number of system operation modes. In this paper, a computationally tractable graph representation is proposed for a switching linear dynamic…

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…

The estimation of spatiotemporal data from limited sensor measurements is a required task across many scientific disciplines. The sensor selection problem, which aims to optimize the placement of sensors, leverages innovations in greedy…

For multi-target tracking, target representation plays a crucial rule in performance. State-of-the-art approaches rely on the deep learning-based visual representation that gives an optimal performance at the cost of high computational…

Kalman Filtering problems often have inherent and known constraints in the physical dynamics that are not exploited despite potentially significant gains (e.g., fixed speed of a motor). In this paper, we review existing methods and propose…

A recently developed data-driven Kalman filter requires offline measurement of the process disturbance; a requirement that is often unmet for many practical applications. We propose a solution that parametrizes the Kalman filter exclusively…