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

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Inferring latent dynamics from multivariate time-series defined over topological cell complexes is crucial for capturing the complex, higher-order interactions inherent in real-world systems such as in water, sensor, and transportation…

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…

Recursive estimation of nonlinear dynamical systems is an important problem that arises in several engineering applications. Consistent and accurate propagation of uncertainties is important to ensuring good estimation performance. It is…

We present a new sink particle algorithm developed for the Adaptive Mesh Refinement code RAMSES. Our main addition is the use of a clump finder to identify density peaks and their associated regions (the peak patches). This allows us to…

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

Kalman filtering is a widely used framework for Bayesian estimation. The partitioned update Kalman filter applies a Kalman filter update in parts so that the most linear parts of measurements are applied first. In this paper, we generalize…

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…

Partially-observed Boolean dynamical systems (POBDS) are a general class of nonlinear models with application in estimation and control of Boolean processes based on noisy and incomplete measurements. The optimal minimum mean square error…

Outliers are the points which are different from or inconsistent with the rest of the data. They can be novel, new, abnormal, unusual or noisy information. Outliers are sometimes more interesting than the majority of the data. The main…

In a variety of problems, the number and state of multiple moving targets are unknown and are subject to be inferred from their measurements obtained by a sensor with limited sensing ability. This type of problems is raised in a variety of…

With the rapid development of industry, the vibration control of flexible structures and underactuated systems has been increasingly gaining attention. Input shaping technology enables stable performance for high-speed motion in industrial…

State-space models are pivotal for dynamic system analysis but often struggle with outlier data that deviates from Gaussian distributions, frequently exhibiting skewness and heavy tails. This paper introduces a robust extension utilizing…

Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under…

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

We study distributed filtering for a class of uncertain systems over corrupted communication channels. We propose a distributed robust Kalman filter with stochastic gains, through which upper bounds of the conditional mean square estimation…

This paper introduces a novel approach for tracking the dynamic trajectories of integrated natural gas and power systems, leveraging a Kalman filter-based structure. To predict the states of the system, the Holt's exponential smoothing…

Diffusion models have gained prominence as powerful generative tools for solving inverse problems due to their ability to model complex data distributions. However, existing methods typically rely on complete knowledge of the forward…

Nanomechanical resonant sensors are used in mass spectrometry via detection of resonance frequency jumps. There is a fundamental trade-off between detection speed and accuracy. Temporal and size resolution are limited by the resonator…

This paper is concerned with dynamic system state estimation based on a series of noisy measurement with the presence of outliers. An incremental learning assisted particle filtering (ILAPF) method is presented, which can learn the value…