相关论文: Robust Square Root Unscented Kalman filter of grap…

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

The reliability and precision of dynamic database are vital for the optimal operating and global control of integrated energy systems. One of the effective ways to obtain the accurate states is state estimations. A novel robust dynamic…

Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since robust loss…

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

Conventional Bayesian estimation requires an accurate stochastic model of a system. However, this requirement is not always met in many practical cases where the system is not completely known or may differ from the assumed model. For such…

Given a linear dynamical system, we consider the problem of selecting (at design-time) an optimal set of sensors (subject to certain budget constraints) to minimize the trace of the steady state error covariance matrix of the Kalman filter.…

In this paper the focus is on subsampling as well as reconstructing the second-order statistics of signals residing on nodes of arbitrary undirected graphs. Second-order stationary graph signals may be obtained by graph filtering zero-mean…

Standard maximum likelihood or Bayesian approaches to parameter estimation for stochastic differential equations are not robust to perturbations in the continuous-in-time data. In this paper, we give a rather elementary explanation of this…

Fluid pressure and fluid velocity carry important information for cancer diagnosis, prognosis and treatment. Recent work has demonstrated that estimation of these parameters is theoretically possible using ultrasound poroelastography.…

This paper proposes a robust adaptive algorithm for smooth graph signal recovery which is based on generalized correntropy. A proper cost function is defined for this purpose. The proposed algorithm is derived and a kernel width…

The concerns to autonomous vehicles have been becoming more intriguing in coping with the more environmentally dynamics non-linear systems under some constraints and disturbances. These vehicles connect not only to the self-instruments yet…

This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…

We consider the problem of estimating the state of a noisy linear dynamical system when an unknown subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm, and derive (optimal) bounds on…

We consider the problem of recovering random graph signals from nonlinear measurements. For this case, closed-form Bayesian estimators are usually intractable and even numerical evaluation of these estimators may be hard to compute for…

This paper is considered with joint estimation of state and time-varying noise covariance matrices in non-linear stochastic state space models. We present a variational Bayes and Gaussian filtering based algorithm for efficient computation…

Graph signal processing analyzes signals supported on the nodes of a graph by defining the shift operator in terms of a matrix, such as the graph adjacency matrix or Laplacian matrix, related to the structure of the graph. With respect to…

This paper introduces a novel proprioceptive state estimator for legged robots that combines model-based filters and deep neural networks. Recent studies have shown that neural networks such as multi-layer perceptron or recurrent neural…

Achieving highly accurate dynamic or simulator models that are close to the real robot can facilitate model-based controls (e.g., model predictive control or linear-quadradic regulators), model-based trajectory planning (e.g., trajectory…

Quantum parameter estimation plays a key role in many fields like quantum computation, communication and metrology. Optimal estimation allows one to achieve the most precise parameter estimates, but requires accurate knowledge of the model.…

This article explores the estimation of parameters and states for linear stochastic systems with deterministic control inputs. It introduces a novel Kalman filtering approach called Kalman Filtering with Correlated Noises Recursive…