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Kalman filtering and smoothing algorithms are used in many areas, including tracking and navigation, medical applications, and financial trend filtering. One of the basic assumptions required to apply the Kalman smoothing framework is that…

最优化与控制 · 数学 2014-03-21 Aleksandr Y. Aravkin , James V. Burke

In this paper, we present two approaches and algorithms that adapt areas of interest We present a new deep neural network (DNN) that can be used to directly determine gaze position using EEG data. EEG-based eye tracking is a new and…

信号处理 · 电气工程与系统科学 2023-03-13 Wolfgang Fuhl , Susanne Zabel , Theresa Harbig , Julia Astrid Moldt , Teresa Festl Wiete , Anne Herrmann Werner , Kay Nieselt

Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

动力系统 · 数学 2025-03-25 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

大气与海洋物理 · 物理学 2018-10-17 Pavel Sakov , Jean-Matthieu Haussaire , Marc Bocquet

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…

系统与控制 · 电气工程与系统科学 2023-10-27 Shahriar Talebi , Amirhossein Taghvaei , Mehran Mesbahi

This paper presents a state- and control-dependent moving-horizon estimation (SCD-MHE) algorithm for nonlinear discrete-time systems. Within this framework, a pseudo-linear representation of nonlinear dynamics is leveraged utilizing state-…

系统与控制 · 电气工程与系统科学 2026-04-03 Mohammadreza Kamaldar

Multi-object tracking (MOT) enables autonomous vehicles to continuously perceive dynamic objects, supplying essential temporal cues for prediction, behavior understanding, and safe planning. However, conventional tracking-by-detection…

计算机视觉与模式识别 · 计算机科学 2025-08-04 Yan Gong , Mengjun Chen , Hao Liu , Gao Yongsheng , Lei Yang , Naibang Wang , Ziying Song , Haoqun Ma

This paper proposes a data-driven framework to learn a finite-dimensional approximation of a Koopman operator for approximating the state evolution of a dynamical system under noisy observations. To this end, our proposed solution has two…

系统与控制 · 电气工程与系统科学 2026-03-16 Wenjian Hao , Devesh Upadhyay , Shaoshuai Mou

We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…

统计方法学 · 统计学 2024-03-12 Eviatar Bach , Tim Colonius , Isabel Scherl , Andrew Stuart

The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…

统计理论 · 数学 2025-02-10 Edoardo Calvello , Pierre Monmarché , Andrew M. Stuart , Urbain Vaes

The Extended Kalman Filter (EKF) is a well established technique for position and velocity estimation. However, the performance of the EKF degrades considerably in highly non-linear system applications as it requires local linearisation in…

系统与控制 · 计算机科学 2016-11-30 Sanat Biswas , Li Qiao , Andrew Dempster

The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…

系统与控制 · 电气工程与系统科学 2025-07-02 Alan Yang , Stephen Boyd

Kalman filters are widely used for object tracking, where process and measurement noise are usually considered accurately known and constant. However, the exact known and constant assumptions do not always hold in practice. For example,…

计算机视觉与模式识别 · 计算机科学 2021-12-23 Chao Jiang , Zhiling Wang , Shuhang Tan , Huawei Liang

This paper proposes an $SE_2(3)$ based extended Kalman filtering (EKF) framework for the inertial-integrated state estimation problem. The error representation using the straight difference of two vectors in the inertial navigation system…

机器人学 · 计算机科学 2021-03-15 Yarong Luo , Chi Guo , Shengyong You , Jianlang Hu , Jingnan Liu

Traditional tracking-by-detection systems typically employ Kalman filters (KF) for state estimation. However, the KF requires domain-specific design choices and it is ill-suited to handling non-linear motion patterns. To address these…

计算机视觉与模式识别 · 计算机科学 2024-12-20 Momir Adžemović , Predrag Tadić , Andrija Petrović , Mladen Nikolić

Inertial motion capture systems widely use low-cost IMUs to obtain the orientation of human body segments, but these sensors alone are unable to estimate link positions. Therefore, this research used a SLAM method in conjunction with…

机器人学 · 计算机科学 2024-02-16 Mohammad Mahdi Azarbeik , Hamidreza Razavi , Kaveh Merat , Hassan Salarieh

Eye movement prediction is a promising area of research with the potential to improve performance and the user experience of systems based on eye-tracking technology. In this study, we analyze individual differences in gaze prediction…

人机交互 · 计算机科学 2025-01-30 Kateryna Melnyk , Lee Friedman , Dmytro Katrychuk , Oleg Komogortsev

The Koopman operator framework can be used to identify a data-driven model of a nonlinear system. Unfortunately, when the data is corrupted by noise, the identified model can be biased. Additionally, depending on the choice of lifting…

系统与控制 · 电气工程与系统科学 2024-09-02 Louis Lortie , James Richard Forbes

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

机器人学 · 计算机科学 2023-08-22 Xiao Liu , Geoffrey Clark , Joseph Campbell , Yifan Zhou , Heni Ben Amor

Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…

系统与控制 · 电气工程与系统科学 2019-10-08 Yang Li , Jing Li , Liang Chen , Junjian Qi , Guoqing Li