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20102026
most citedTowards High-Performance Solid-State-LiDAR-Inertial Odometry and Mapping

290 citations · 681 across the 38 of their papers we have counts for

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25 papers · 1 filter

eess.SY2026

Fixed-structure Gaussian Mixture Filtering with Robust Measurement Updates under Outliers

Ondřej Straka, Uwe D. Hanebeck

Bayesian state estimation for discrete-time nonlinear stochastic systems is considered in the presence of measurement outliers. Building on a fixed-structure Gaussian mixture filte…

eess.SY2026

Sampling-based Model Predictive Control Using Trust Regions

Markus Walker, Marcel Reith-Braun, Daniel Frisch +1

Sampling-based model predictive control (MPC) algorithms, such as model predictive path integral (MPPI), enable approximate, gradient-free solutions to optimal control problems by…

eess.SY2026

Smooth Sampling-Based Model Predictive Control Using Deterministic Samples

Markus Walker, Marcel Reith-Braun, Tai Hoang +2

Sampling-based model predictive control (MPC) is effective for nonlinear systems but often produces non-smooth control inputs due to random sampling. To address this issue, we exte…

eess.SY2025

Sample-Efficient and Smooth Cross-Entropy Method Model Predictive Control Using Deterministic Samples

Markus Walker, Daniel Frisch, Uwe D. Hanebeck

Cross-entropy method model predictive control (CEM--MPC) is a powerful gradient-free technique for nonlinear optimal control, but its performance is often limited by the reliance o…

eess.SY2025

Efficient Gaussian Mixture Filters based on Transition Density Approximation

Ondŕej Straka, Uwe D. Hanebeck

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of…

eess.SY2021★ 1 cited

Deterministic Sampling on the Circle using Projected Cumulative Distributions

Daniel Frisch, Uwe D. Hanebeck

We propose a method for deterministic sampling of arbitrary continuous angular density functions. With deterministic sampling, good estimation results can typically be achieved wit…

eess.SY2019

Deterministic Sampling of Multivariate Densities based on Projected Cumulative Distributions

Uwe D. Hanebeck

We want to approximate general multivariate probability density functions by deterministic sample sets. For optimal sampling, the closeness to the given continuous density has to b…

eess.SY2018

A Distance-based Framework for Gaussian Processes over Probability Distributions

Maxim Dolgov, Uwe D. Hanebeck

Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of…

eess.SY2018★ 2 cited

FLUX: Progressive State Estimation Based on Zakai-type Distributed Ordinary Differential Equations

Uwe D. Hanebeck

We propose a homotopy continuation method called FLUX for approximating complicated probability density functions. It is based on progressive processing for smoothly morphing a giv…

eess.SY2015★ 3 cited

High-Accuracy Real-Time Whole-Body Human Motion Tracking Based on Constrained Nonlinear Kalman Filtering

Jannik Steinbring, Christian Mandery, Nikolaus Vahrenkamp +2

We present a new online approach to track human whole-body motion from motion capture data, i.e., positions of labeled markers attached to the human body. Tracking in noisy data ca…

eess.SY2015★ 4 cited

Infinite-horizon Linear Optimal Control of Markov Jump Systems without Mode Observation via State Feedback

Maxim Dolgov, Uwe D. Hanebeck

In this paper, we consider stochastic optimal control of Markov Jump Linear Systems with state feedback but without observation of the jumping parameter. The proposed control law i…

eess.SY2015★ 16 cited

The Smart Sampling Kalman Filter with Symmetric Samples

Jannik Steinbring, Martin Pander, Uwe D. Hanebeck

Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Sma…

eess.SY2015★ 70 cited

Recursive Bayesian Filtering in Circular State Spaces

Gerhard Kurz, Igor Gilitschenski, Uwe D. Hanebeck

For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specif…

eess.SY2014

Optimal Reduction of Multivariate Dirac Mixture Densities

Uwe D. Hanebeck

This paper is concerned with the optimal approximation of a given multivariate Dirac mixture, i.e., a density comprising weighted Dirac distributions on a continuous domain, by an…

eess.SY2014

Truncated Moment Problem for Dirac Mixture Densities with Entropy Regularization

Uwe D. Hanebeck

We assume that a finite set of moments of a random vector is given. Its underlying density is unknown. An algorithm is proposed for efficiently calculating Dirac mixture densities…

eess.SY2013★ 49 cited

Unscented Orientation Estimation Based on the Bingham Distribution

Igor Gilitschenski, Gerhard Kurz, Simon J. Julier +1

Orientation estimation for 3D objects is a common problem that is usually tackled with traditional nonlinear filtering techniques such as the extended Kalman filter (EKF) or the un…

eess.SY2013★ 34 cited

Recursive Estimation of Orientation Based on the Bingham Distribution

Gerhard Kurz, Igor Gilitschenski, Simon Julier +1

Directional estimation is a common problem in many tracking applications. Traditional filters such as the Kalman filter perform poorly because they fail to take the periodic nature…

eess.SY2013★ 1 cited

Extended Object Tracking with Random Hypersurface Models

Marcus Baum, Uwe D. Hanebeck

The Random Hypersurface Model (RHM) is introduced that allows for estimating a shape approximation of an extended object in addition to its kinematic state. An RHM represents the s…

eess.SY2012★ 20 cited

The Kernel-SME Filter for Multiple Target Tracking

Marcus Baum, Uwe D. Hanebeck

We present a novel method called Kernel-SME filter for tracking multiple targets when the association of the measurements to the targets is unknown. The method is a further develop…

eess.SY2012

Optimal Sequence-Based Control and Estimation of Networked Linear Systems

Jörg Fischer, Marc Reinhardt, Uwe D. Hanebeck

In this paper, a unified approach to sequence-based control and estimation of linear networked systems with multiple sensors is proposed. Time delays and data losses in the control…

eess.SY2012★ 1 cited

Optimal Sequence-Based LQG Control over TCP-like Networks Subject to Random Transmission Delays and Packet Losses

Jörg Fischer, Achim Hekler, Maxim Dolgov +1

This paper addresses the problem of sequence-based controller design for Networked Control Systems (NCS), where control inputs and measurements are transmitted over TCP-like networ…

eess.SY2012

Sequence-Based Control for Networked Control Systems Based on Virtual Control Inputs

Achim Hekler, Jörg Fischer, Uwe D. Hanebeck

In this paper, we address the problem of controlling a system over an unreliable connection that is affected by time-varying delays and randomly occurring packet losses. A novel se…

eess.SY2012★ 2 cited

Progressive Gaussian Filtering

Uwe D. Hanebeck, Jannik Steinbring

In this paper, we propose a progressive Bayesian procedure, where the measurement information is continuously included into the given prior estimate (although we perform observatio…

eess.SY2012★ 94 cited

Robust Filtering and Smoothing with Gaussian Processes

Marc Peter Deisenroth, Ryan Turner, Marco F. Huber +2

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function…