activity
20182025
most citedNon-Gaussian Chance-Constrained Trajectory Planning for Autonomous Vehicles under Agent Uncertainty

10 citations · 32 across the 23 of their papers we have counts for

collaborators

26 papers

cs.RO2025

Max Entropy Moment Kalman Filter for Polynomial Systems with Arbitrary Noise

Sangli Teng, Harry Zhang, David Jin +4

Designing optimal Bayes filters for nonlinear non-Gaussian systems is a challenging task. The main difficulties are: 1) representing complex beliefs, 2) handling non-Gaussian noise…

cs.RO2025

Risk-aware Integrated Task and Motion Planning for Versatile Snake Robots under Localization Failures

Ashkan Jasour, Guglielmo Daddi, Masafumi Endo +7

Snake robots enable mobility through extreme terrains and confined environments in terrestrial and space applications. However, robust perception and localization for snake robots…

cs.RO2024★ 2 cited

GMKF: Generalized Moment Kalman Filter for Polynomial Systems with Arbitrary Noise

Sangli Teng, Harry Zhang, David Jin +3

This paper develops a new filtering approach for state estimation in polynomial systems corrupted by arbitrary noise, which commonly arise in robotics. We first consider a batch se…

cs.AI2023

Convex Risk Bounded Continuous-Time Trajectory Planning and Tube Design in Uncertain Nonconvex Environments

Ashkan Jasour, Weiqiao Han, Brian Williams

In this paper, we address the trajectory planning problem in uncertain nonconvex static and dynamic environments that contain obstacles with probabilistic location, size, and geome…

cs.RO2023

Convex Geometric Motion Planning on Lie Groups via Moment Relaxation

Sangli Teng, Ashkan Jasour, Ram Vasudevan +1

This paper reports a novel result: with proper robot models on matrix Lie groups, one can formulate the kinodynamic motion planning problem for rigid body systems as \emph{exact} p…

math.OC2023

Peak Value-at-Risk Estimation of Stochastic Processes using Occupation Measures

Jared Miller, Matteo Tacchi, Mario Sznaier +1

This paper formulates algorithms to upper-bound the maximum Value-at-Risk (VaR) of a state function along trajectories of stochastic processes. The VaR is upper bounded by two meth…