Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling …
Now in its second edition, this accessible text presents a unified Bayesian treatment of state- of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state …
A digital twin can be defined as an adaptive model of a complex physical system. Recent advances in computational pipelines, multiphysics solvers, artificial intelligence, big data …
In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is …
S Sarkka, A Solin, J Hartikainen - IEEE Signal Processing …, 2013 - ieeexplore.ieee.org
Gaussian process-based machine learning is a powerful Bayesian paradigm for nonparametric nonlinear regression and classification. In this article, we discuss …
This paper presents a new state estimation technology grounded in the unscented Kalman filtering for nonlinear continuous-time stochastic systems. The resulting accurate continuous …
In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is …
Extended object tracking has become an integral part of many autonomous systems during the last two decades. For the first time, this paper presents a generic spatio-temporal …
Simple Summary Coronavirus disease 2019 is a worldwide pandemic posing significant health risks. Medical imaging tools can be considered as a supporting diagnostic testing …