arXiv Machine Learning

Generative Bayesian Filtering for State Estimation

arXiv:2607. 20521v1 Announce Type: new Abstract: The state of a dynamic system evolves over time, switching among several latent modes that govern its observable behavior.

arXiv Machine Learning
Jun 9

Conditional Normalizing Flows for Forward and Backward Joint State and Parameter Estimation

arXiv:2601. 07013v2 Announce Type: replace-cross Abstract: Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters -- show performance degradation when applied to nonlinear systems whose uncertainty follows arbitrary non-Gaussian, and potentially multi-modal distributions.

By Luke S. Lagunowich, Guoxiang Grayson Tong, Daniele E. Schiavazzi