4 papers
Incremental Hierarchical Tucker Decomposition
Doruk Aksoy, Alex A. Gorodetsky
We present two new algorithms for approximating and updating the hierarchical Tucker decomposition of tensor streams. The first algorithm, Batch Hierarchical Tucker - leaf to root…
A switching Kalman filter approach to online mitigation and correction of sensor corruption for inertial navigation
Artem Mustaev, Nicholas Galioto, Matt Boler +3
This paper introduces a novel approach to detect and address faulty or corrupted external sensors in the context of inertial navigation by leveraging a switching Kalman Filter comb…
Grouped approximate control variate estimators
Alex A. Gorodetsky, John D. Jakeman, Michael S. Eldred
This paper analyzes the approximate control variate (ACV) approach to multifidelity uncertainty quantification in the case where weighted estimators are combined to form the compon…
Likelihood-based generalization of Markov parameter estimation and multiple shooting objectives in system identification
Nicholas Galioto, Alex Arkady Gorodetsky
This paper considers the problem of system identification (ID) of linear and nonlinear non-autonomous systems from noisy and sparse data. We propose and analyze an objective functi…