32 citations · 35 across the 17 of their papers we have counts for
9 papers · 1 filter
NANO: A Unified Optimization Framework for Nonlinear Gaussian Filtering
Zhenxuan Ma, Haoning Wang, Wenhan Cao +1
Conventional Gaussian filtering typically approximates nonlinear models or their statistical moments and retains the Kalman update structure. The resulting approximation errors can…
Natural Gradient Gaussian Approximation Filter with Positive Definiteness Guarantee
Tianyi Zhang, Wenhan Cao, Shengbo Eben Li
Popular Bayes filters often apply linearization techniques, such as Taylor expansion or stochastic linear regression, to enable the use of the Kalman filter structure, but this can…
Algorithm Design and Comparative Test of Natural Gradient Gaussian Approximation Filter
Wenhan Cao, Tianyi Zhang, Shengbo Eben Li
Popular Bayes filters typically rely on linearization techniques such as Taylor series expansion and stochastic linear regression to use the structure of standard Kalman filter. Th…
Design and Experimental Test of Datatic Approximate Optimal Filter in Nonlinear Dynamic Systems
Weixian He, Zeyu He, Wenhan Cao +5
Filtering is crucial in engineering fields, providing vital state estimation for control systems. However, the nonlinear nature of complex systems and the presence of non-Gaussian…
Nonlinear Bayesian Filtering with Natural Gradient Gaussian Approximation
Wenhan Cao, Tianyi Zhang, Zeju Sun +3
Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facin…
Robust Bayesian Inference for Moving Horizon Estimation
Wenhan Cao, Chang Liu, Zhiqian Lan +3
The accuracy of moving horizon estimation (MHE) suffers significantly in the presence of measurement outliers. Existing methods address this issue by treating measurements leading…
Primal-dual Estimator Learning: an Offline Constrained Moving Horizon Estimation Method with Feasibility and Near-optimality Guarantees
Wenhan Cao, Jingliang Duan, Shengbo Eben Li +3
This paper proposes a primal-dual framework to learn a stable estimator for linear constrained estimation problems leveraging the moving horizon approach. To avoid the online compu…
Approximate Optimal Filter for Linear Gaussian Time-invariant Systems
Kaiming Tang, Shengbo Eben Li, Yuming Yin +4
State estimation is critical to control systems, especially when the states cannot be directly measured. This paper presents an approximate optimal filter, which enables to use pol…
Reinforcement Solver for H-infinity Filter with Bounded Noise
Jie Li, Shengbo Eben Li, Kaiming Tang +2
H-infinity filter has been widely applied in engineering field, but copping with bounded noise is still an open problem and difficult to solve. This paper considers the H-infinity…