相关论文: An Extension of the Iterated Moving Average

We present a randomized iterative algorithm that exponentially converges in expectation to the minimum Euclidean norm least squares solution of a given linear system of equations. The expected number of arithmetic operations required to…

We introduce a fractional generalization of the Erlang Queues $M/E_k/1$. Such process is obtained through a time-change via inverse stable subordinator of the classical queue process. We first exploit the (fractional) Kolmogorov forward…

We introduce and study a new model consisting of a single classical random walker undergoing continuous monitoring at rate $\gamma$ on a discrete lattice. Although such a continuous measurement cannot affect physical observables, it has a…

The problem to establish not only the asymptotic distribution results for statistical estimators but also the moment convergence of the estimators has been recognized as an important issue in advanced theories of statistics. One of the main…

Typical iterated filters, such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter (IUKF), and iterated posterior linearization filter (IPLF), have been developed to improve the linearization point (or density)…

The parameters of temporal models, such as dynamic Bayesian networks, may be modelled in a Bayesian context as static or atemporal variables that influence transition probabilities at every time step. Particle filters fail for models that…

The z-transform of a sequence is a classical tool used within signal processing, control theory, computer science, and electrical engineering. It allows for studying sequences from their generating functions, with many operations that can…

The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman…

We study the mathematical properties of the Invariant Extended Kalman Filter (IEKF) when iterating on the measurement update step, following the principles of the well-known Iterated Extended Kalman Filter. This iterative variant of the…

Identifying relevant machine-learning features for multi-sensing platforms is both an applicative limitation to recognize environments and a necessity to interpret the physical relevance of transducers' complementarity in their information…

This work aims to design a distributed extended object tracking (EOT) system over a realistic network, where both the extent and kinematics are required to retain consensus within the entire network. To this end, we resort to the…

Developing reduced-order models for turbulent flows, which contain dynamics over a wide range of scales, is an extremely challenging problem. In statistical mechanics, the Mori-Zwanzig (MZ) formalism provides a mathematically formal…

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

We derive symmetry preserving invariant extended Kalman filters (IEKF) on matrix Lie groups. These Kalman filters have an advantage over conventional extended Kalman filters as the error dynamics for such filters are independent of the…

The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…

We show that an idea, originating initially with a fundamental recursive iteration scheme (usually referred as "the" Kaczmarz algorithm), admits important applications in such infinite-dimensional, and non-commutative, settings as are…

Zigzag filtrations of simplicial complexes generalize the usual filtrations by allowing simplex deletions in addition to simplex insertions. The barcodes computed from zigzag filtrations encode the evolution of homological features.…

Zak-OTFS provides a framework for integrated sensing & communication (ISAC) in high delay and Doppler spread environments. Pulse shaping filter design enables joint optimization of sensing and communication performance. For sensing, a…

The hot gas embedded in the large-scale structures in the Universe produces secondary fluctuations in the Cosmic Microwave Background (CMB). Because it is proportional to the gas pressure integrated along the line of sight, this effect, the…

This paper illustrates the way for estimating position and orientation of a vehicle with an Extended Kalman Filter (EKF). For this purpose a non-linear model is designed and an adaptive calculation of measurement noise covariance matrix is…