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The robust estimation of dynamically changing features, such as the position of prey, is one of the hallmarks of perception. On an abstract, algorithmic level, nonlinear Bayesian filtering, i.e. the estimation of temporally changing signals…

神经元与认知 · 定量生物学 2022-01-05 Anna Kutschireiter , Simone Carlo Surace , Henning Sprekeler , Jean-Pascal Pfister

This study proposes a centimeter-accurate positioning method that utilizes a Rao-Blackwellized particle filter (RBPF) without requiring integer ambiguity resolution in global navigation satellite system (GNSS) carrier phase measurements.…

机器人学 · 计算机科学 2025-06-16 Daiki Niimi , An Fujino , Taro Suzuki , Junichi Meguro

Particle filters are a group of algorithms to solve inverse problems through statistical Bayesian methods when the model does not comply with the linear and Gaussian hypothesis. Particle filters are used in domains like data assimilation,…

分布式、并行与集群计算 · 计算机科学 2023-01-10 Sebastian Friedemann , Kai Keller , Yen-Sen Lu , Bruno Raffin , Leonardo Bautista Gomez

This study proposes a new Gaussian Mixture Filter (GMF) to improve the estimation performance for the autonomous robotic radio signal source search and localization problem in unknown environments. The proposed filter is first tested with a…

机器人学 · 计算机科学 2025-06-16 Sukkeun Kim , Sangwoo Moon , Ivan Petrunin , Hyo-Sang Shin , Shehryar Khattak

Particle filters (PFs) are recursive Monte Carlo algorithms for Bayesian tracking and prediction in state space models. This paper addresses continuous-discrete filtering problems, where the hidden state evolves as an It\^o stochastic…

统计计算 · 统计学 2026-04-24 Utku Erdogan , Gabriel J. Lord , Joaquin Miguez

This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a connected matrix Lie group. The main contribution of this paper is to derive the feedback particle filter (FPF) algorithm for this…

最优化与控制 · 数学 2017-01-11 Chi Zhang , Amirhossein Taghvaei , Prashant G. Mehta

In large-scale regression problems, random Fourier features (RFFs) have significantly enhanced the computational scalability and flexibility of Gaussian processes (GPs) by defining kernels through their spectral density, from which a finite…

机器学习 · 计算机科学 2024-06-05 Houston Warren , Rafael Oliveira , Fabio Ramos

Reconstructing 3D assets from images, known as inverse rendering (IR), remains a challenging task due to its ill-posed nature. 3D Gaussian Splatting (3DGS) has demonstrated impressive capabilities for novel view synthesis (NVS) tasks.…

计算机视觉与模式识别 · 计算机科学 2025-04-10 Hanxiao Sun , YuPeng Gao , Jin Xie , Jian Yang , Beibei Wang

In Data Assimilation, observations are fused with simulations to obtain an accurate estimate of the state and parameters for a given physical system. Combining data with a model, however, while accurately estimating uncertainty, is…

计算工程、金融与科学 · 计算机科学 2024-06-05 Nikolaj T. Mücke , Sander M. Bohté , Cornelis W. Oosterlee

This paper presents the application of a particle filter for data assimilation in the context of puff-based dispersion models. Particle filters provide estimates of the higher moments, and are well suited for strongly nonlinear and/or…

应用统计 · 统计学 2011-07-11 Gabriel Terejanu , Yang Cheng , Tarunraj Singh , Peter D. Scott

This paper is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown…

统计计算 · 统计学 2019-05-14 Bin Liu

Bootstrap particle filter (BPF) is the corner stone of many popular algorithms used for solving inference problems involving time series that are observed through noisy measurements in a non-linear and non-Gaussian context. The long term…

统计计算 · 统计学 2018-12-05 Kari Heine , Nick Whiteley , A. Taylan Cemgil

Particle filtering methods can be applied to estimation problems in discrete spaces on bounded domains, to sample from and marginalise over unknown hidden states. As in continuous settings, problems such as particle degradation can arise:…

This paper addresses the problem of robust fault detection filtering for linear time-varying (LTV) systems with non-Gaussian noise and additive faults. The conventional generalized likelihood ratio (GLR) method utilizes the Kalman filter,…

最优化与控制 · 数学 2025-04-25 Zhemeng Zhang , Yifei Nie , Le Yin

This paper presents an efficient method for updating particles in a particle filter (PF) to address the position estimation problem when dealing with sharp-peaked likelihood functions derived from multiple observations. Sharp-peaked…

机器人学 · 计算机科学 2024-08-13 Taro Suzuki

The phase retrieval problem in the presence of noise aims to recover the signal vector of interest from a set of quadratic measurements with infrequent but arbitrary corruptions, and it plays an important role in many scientific…

机器学习 · 统计学 2024-09-04 Zhong Zheng , Lingzhou Xue

In a global numerical weather prediction (NWP) modeling framework we study the implementation of Gaussian uncertainty of individual particles into the assimilation step of a localized adaptive particle filter (LAPF). We obtain a local…

应用统计 · 统计学 2022-06-16 Anne Rojahn , Nora Schenk , Peter Jan van Leeuwen , Roland Potthast

An exploit of the Sequential Importance Sampling (SIS) algorithm using Differential Algebra (DA) techniques is derived to develop an efficient particle filter. The filter creates an original kind of particles, called scout particles, that…

信息论 · 计算机科学 2024-08-21 Simone Servadio

In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…

系统与控制 · 计算机科学 2016-06-29 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

Target localization is a critical task in various applications, such as search and rescue, surveillance, and wireless sensor networks. When a target emits a radio frequency (RF) signal, spatially distributed sensors can collect signal…

信号处理 · 电气工程与系统科学 2025-08-26 Halim Lee , Jongmin Park , Kwansik Park