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A framework for state-space estimation with uncertain models

Publications associées (54)

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Nonideal Sampling and Interpolation from Noisy Observations in Shift-Invariant Spaces

Michaël Unser

Digital analysis and processing of signals inherently relies on the existence of methods for reconstructing a continuous-time signal from a sequence of corrupted discrete-time samples. In this paper, a general formulation of this problem is developed that ...

IEEE2006

Mean-square performance of a convex combination of two adaptive filters

Ali H. Sayed

Combination approaches provide an interesting way to improve adaptive filter performance. In this paper, we study the mean-square performance of a convex combination of two transversal filters. The individual filters are independently adapted using their o ...

Institute of Electrical and Electronics Engineers2006

Development of a robotic mobile mapping system by vision-aided inertial navigation

Fadi Atef Bayoud

Vision-based inertial-aided navigation is gaining ground due to its many potential applications. In previous decades, the integration of vision and inertial sensors was monopolised by the defence industry due to its complexity and unrealistic economic burd ...

EPFL2006

Multi target direction-of-arrival tracking using road priors

Volkan Cevher

In this paper, we present a multi target particle filter DOA tracker that can incorporate road prior information at a single array node. The filter uses a batch of DON's to determine the state vector, based on an image template matching idea. The filter li ...

2006

On low-power analog implementations of particle filters for target tracking

Volkan Cevher

We propose a low-power, analog and mixed-mode, implementation of particle filters. Low-power analog implementation of nonlinear functions such as exponential and arctangent functions is done using multiple-input translinear element (MITE) networks. These n ...

2006

A fast-array Kalman filter solution to active noise control

Ali H. Sayed

A Kalman filter solution to active control and its fast-array implementation are provided. The adaptive control problem is formulated as a state-estimation problem and no interchanging of the adaptive filter and the secondary-path is imposed. Moreover, no ...

Wiley Online Library2005

General direction-of-arrival tracking with acoustic nodes

Volkan Cevher

In this paper, we propose a particle filter acoustic direction-of-arrival (DOA) tracker to track multiple maneuvering targets using a state space approach. The particle filter determines its state vector using a batch of DOA estimates. The filter likelihoo ...

Institute of Electrical and Electronics Engineers2005

General state-space models

Thomas Gsponer

In time series analysis state-space models provide a wide and flexible class. The basic idea is to describe an unobservable phenomenon of interest on the basis of noisy data. The first constituent of such a model is the so-called state equation, which char ...

EPFL2004

Regularized Robust Filters for Time-Varying Uncertain Discrete-Time Systems

Ali H. Sayed

This note develops robust filters for time-varying uncertain discrete-time systems. The developed filters are based on a data regularization solution and they enforce a minimum state-error variance property. Simulation results confirm their superior perfor ...

IEEE2004

Multiobjective Filter Design for Uncertain Stochastic Time-Delay Systems

Ali H. Sayed

This note addresses the problem of robust multiobjective filtering for discrete time-delay systems with mixed stochastic and deterministic uncertainties, in addition to unmodeled nonlinearities. A procedure is developed for the design of linear and exponen ...

2004