中文
相关论文

相关论文: A Bi-fidelity Ensemble Kalman Method for PDE-Const…

200 篇论文

The Intrinsic Surface Finite Element Method (ISFEM) was recently proposed to solve Partial Differential Equations (PDEs) on surfaces. ISFEM proceeds by writing the PDE with respect to a local coordinate system anchored to the surface and…

数值分析 · 数学 2024-10-08 Elena Bachini , Mario Putti

Integration of Ordinary Differential Equations (ODEs) using Backward Difference formula (BDF) methods with p backward steps achieves order p accuracy if specific conditions are met. This work extends the composition technique with complex…

数值分析 · 数学 2026-05-11 Ahmad Deeb , Denys Dutykh , Maryam Al Zohbi

The optimal fusion of estimates in a Distributed Kalman Filter (DKF) requires tracking of the complete network error covariance, problematic in terms of memory and communication. A scalable alternative is to fuse estimates under unknown…

系统与控制 · 电气工程与系统科学 2022-06-14 Eduardo Sebastián , Eduardo Montijano , Carlos Sagüés

Diffusion models (DMs) are capable of generating remarkably high-quality samples by iteratively denoising a random vector, a process that corresponds to moving along the probability flow ordinary differential equation (PF ODE).…

机器学习 · 计算机科学 2025-03-04 Liangchen Li , Jiajun He

This paper introduces a novel approach for modeling the dynamics of soft robots, utilizing a differentiable filter architecture. The proposed approach enables end-to-end training to learn system dynamics, noise characteristics, and temporal…

机器人学 · 计算机科学 2023-08-22 Xiao Liu , Shuhei Ikemoto , Yuhei Yoshimitsu , Heni Ben Amor

The Kalman filter (KF) is an optimal linear state estimator for linear systems, and numerous extensions, including the extended Kalman filter (EKF), unscented Kalman filter (UKF), and cubature Kalman filter (CKF), have been developed for…

系统与控制 · 电气工程与系统科学 2026-04-07 Shida Jiang , Junzhe Shi , Scott Moura

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…

统计方法学 · 统计学 2016-11-14 Jonathan R. Stroud , Matthias Katzfuss , Christopher K. Wikle

The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike reweighting methods such as sequential Monte Carlo (SMC, i.e.…

Existing state estimation algorithms for legged robots that rely on proprioceptive sensors often overlook foot slippage and leg deformation in the physical world, leading to large estimation errors. To address this limitation, we propose a…

机器人学 · 计算机科学 2024-11-19 Tianyi Zhang , Wenhan Cao , Chang Liu , Tao Zhang , Jiangtao Li , Shengbo Eben Li

The robotic assembly represents a group of benchmark problems for reinforcement learning and variable compliance control that features sophisticated contact manipulation. One of the key challenges in applying reinforcement learning to…

机器人学 · 计算机科学 2019-05-14 Tianyu Ren , Yunfei Dong , Dan Wu , Ken Chen

The problem of system identification for the Kalman filter, relying on the expectation-maximization (EM) procedure to learn the underlying parameters of a dynamical system, has largely been studied assuming that observations are sampled at…

机器学习 · 计算机科学 2024-06-28 Peter Halmos , Jonathan Pillow , David A. Knowles

Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…

机器学习 · 统计学 2021-11-10 Tsuyoshi Ishizone , Tomoyuki Higuchi , Kazuyuki Nakamura

We propose a new neural network based method for solving inverse problems for partial differential equations (PDEs) by formulating the PDE inverse problem as a bilevel optimization problem. At the upper level, we minimize the data loss with…

机器学习 · 计算机科学 2026-01-08 Ray Zirui Zhang , Christopher E. Miles , Xiaohui Xie , John S. Lowengrub

This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…

数值分析 · 数学 2025-03-12 Jorge Aguayo Araneda , Julie Merten

Vehicle state estimation presents a fundamental challenge for autonomous driving systems, requiring both physical interpretability and the ability to capture complex nonlinear behaviors across diverse operating conditions. Traditional…

系统与控制 · 电气工程与系统科学 2025-06-17 Farid Mafi , Ladan Khoshnevisan , Mohammad Pirani , Amir Khajepour

Calibrating mathematical models of biological processes is essential for achieving predictive accuracy and gaining mechanistic insight. However, this task remains challenging due to limited and noisy data, significant biological…

定量方法 · 定量生物学 2025-12-04 Piotr Gwiazda , Alexey Kazarnikov , Anna Marciniak-Czochra , Zuzanna Szymańska

In this paper we discuss a deterministic form of ensemble Kalman inversion as a regularization method for linear inverse problems. By interpreting ensemble Kalman inversion as a low-rank approximation of Tikhonov regularization, we are able…

数值分析 · 数学 2023-10-31 Fabian Parzer , Otmar Scherzer

Bayesian inference offers a robust framework for updating prior beliefs based on new data using Bayes' theorem, but exact inference is often computationally infeasible, necessitating approximate methods. Though widely used, these methods…

机器学习 · 统计学 2024-10-23 Xu-Hui Zhou , Zhuo-Ran Liu , Heng Xiao

In this work, we have developed a variational Bayesian inference theory of elasticity, which is accomplished by using a mixed Variational Bayesian inference Finite Element Method (VBI-FEM) that can be used to solve the inverse deformation…

计算机视觉与模式识别 · 计算机科学 2024-10-15 Chao Wang , Shaofan Li

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

系统与控制 · 计算机科学 2013-11-05 Gerasimos G. Rigatos