相关论文: Innovative And Additive Outlier Robust Kalman Filt…

Full-duplex transmission comprises the ability to transmit and receive at the same time on the same frequency band. It allows for more efficient utilization of spectral resources, but raises the challenge of strong self-interference (SI).…

The goal of Continual Learning (CL) task is to continuously learn multiple new tasks sequentially while achieving a balance between the plasticity and stability of new and old knowledge. This paper analyzes that this insufficiency arises…

We consider a robust state space filtering problem in the case that the transition probability density is unknown and possibly degenerate. The resulting robust filter has a Kalman-like structure and solves a minimax game: the nature selects…

Identifying parameters in a system of nonlinear, ordinary differential equations is vital for designing a robust controller. However, if the system is stochastic in its nature or if only noisy measurements are available, standard…

State estimation of dynamical systems is crucial for providing new decision-making and system automation information in different applications. However, the assumptions on the standard computational models for sensor measurements can be…

This paper presents a novel design methodology for optimal transmission policies at a smart sensor to remotely estimate the state of a stable linear stochastic dynamical system. The sensor makes measurements of the process and forms…

Cellwise outliers are widespread in data and traditional robust methods may fail when applied to datasets under such contamination. We propose a variable selection procedure, that uses a pairwise robust estimator to obtain an initial…

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…

Matrix completion is one of the crucial tools in modern data science research. Recently, a novel sampling model for matrix completion coined cross-concentrated sampling (CCS) has caught much attention. However, the robustness of the CCS…

The objective is to investigate the advantages and performance of Extended Kalman Filter for the estimation of non-linear system where linearization takes place about a trajectory that was continually updated with the state estimates…

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

We present recent results on the existence of a continuous time limit for Ensemble Kalman Filter algorithms. In the setting of continuous signal and observation processes, we apply the original Ensemble Kalman Filter algorithm proposed by…

The Ensemble Kalman filter is a sophisticated and powerful data assimilation method for filtering high dimensional problems arising in fluid mechanics and geophysical sciences. This Monte Carlo method can be interpreted as a mean-field…

Kalman filter is presumably one of the most important and extensively used filtering techniques in modern control systems. Yet, nearly all current variants of Kalman filters are formulated in the Euclidean space $\mathbb{R}^n$, while many…

We introduce an auxiliary technique, called residual nudging, to the particle filter to enhance its performance in cases that it performs poorly. The main idea of residual nudging is to monitor, and if necessary, adjust the residual norm of…

Appropriately designing the proposal kernel of particle filters is an issue of significant importance, since a bad choice may lead to deterioration of the particle sample and, consequently, waste of computational power. In this paper we…

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

This article develops a methodology allowing application of the complete machinery of particle-based inference methods upon the class of continuous-discrete State Space Models (CD-SSMs). Such models correspond to a latent continuous-time…

Practical data assimilation algorithms often contain hyper-parameters, which may arise due to, for instance, the use of certain auxiliary techniques like covariance inflation and localization in an ensemble Kalman filter, the…

For challenging state estimation problems arising in domains like vision and robotics, particle-based representations attractively enable temporal reasoning about multiple posterior modes. Particle smoothers offer the potential for more…