On sparsity by NUV-EM, Gaussian message passing, and Kalman smoothing

HA Loeliger, L Bruderer, H Malmberg… - 2016 Information …, 2016‏ - ieeexplore.ieee.org
Normal priors with unknown variance (NUV) have long been known to promote sparsity and
to blend well with parameter learning by expectation maximization (EM). In this paper, we …

RTSNet: Learning to smooth in partially known state-space models

G Revach, X Ni, N Shlezinger… - IEEE Transactions …, 2023‏ - ieeexplore.ieee.org
The smoothing task is core to many signal-processing applications. A widely popular
smoother is the RTS algorithm, which achieves minimal mean-squared error recovery with …

Four-wheeled dead-reckoning model calibration using RTS smoothing

A Welte, P Xu, P Bonnifait - 2019 International conference on …, 2019‏ - ieeexplore.ieee.org
Localization is one of the main challenges to be addressed to develop autonomous vehicles
able to perform complex maneuvers on roads opened to public traffic. Having an accurate …

Model-predictive control with new NUV priors

R Keusch, HA Loeliger - arxiv preprint arxiv:2303.15806, 2023‏ - arxiv.org
Normals with unknown variance (NUV) can represent many useful priors including $ L_p $
norms and other sparsifying priors, and they blend well with linear-Gaussian models and …

[ספר][B] Control-bounded converters

H Malmberg - 2020‏ - research-collection.ethz.ch
The need for A/D and D/A conversion is a ubiquitous part of many of today's practical
applications. The research fields of A/D and D/A conversion are multi-disciplinary, involving …

Outlier-Insensitive Kalman Filtering: Theory and Applications

S Truzman, G Revach, N Shlezinger… - IEEE Sensors …, 2024‏ - ieeexplore.ieee.org
State estimation of dynamical systems from noisy observations is a fundamental task in
many applications. It is commonly addressed using the linear Kalman filter (KF), whose …

[ספר][B] State space methods with applications in biomedical signal processing

F Wadehn - 2019‏ - research-collection.ethz.ch
For more than a decade, the model-based approach to signal processing based on state
space models (SSMs) and factor graphs is being pursued at the Signal and Information …

Outlier-insensitive Bayesian inference for linear inverse problems (OutIBI) with applications to space geodetic data

Y Hang, S Barbot, J Dauwels, T Wang… - Geophysical Journal …, 2020‏ - academic.oup.com
Inverse problems play a central role in data analysis across the fields of science. Many
techniques and algorithms provide parameter estimation including the best-fitting model and …

Outlier-insensitive Kalman filtering using NUV priors

S Truzman, G Revach, N Shlezinger… - ICASSP 2023-2023 …, 2023‏ - ieeexplore.ieee.org
The Kalman filter (KF) is a widely-used algorithm for tracking the latent state of a dynamical
system from noisy observations. For systems that are well-described by linear Gaussian …

Particle smoothing for conditionally linear Gaussian models as message passing over factor graphs

GM Vitetta, E Sirignano… - IEEE Transactions on …, 2018‏ - ieeexplore.ieee.org
In this paper, the fixed-lag smoothing problem for conditionally linear Gaussian state-space
models is investigated from a factor graph perspective. More specifically, after formulating …