3 citations · 6 across the 7 of their papers we have counts for
7 papers
Intrinsic Stochastic Successive Convexification on SE(3) for Chance Constrained 6-DOF Rendezvous
Fabio D'Onofrio, Renato Zanetti
This work presents an intrinsic stochastic successive convexification method formulated on the Special Euclidean group SE(3) for six degrees of freedom spacecraft rendezvous trajec…
Polynomial-Based Solutions to Targeting Problems for Onboard Applications
Adam Evans, Alberto Fossa, Roberto Armellin +2
This paper solves the targeting problem focusing on accuracy, computational efficiency, and reliability. The trajectory optimization problem is first recast as a polynomial optimiz…
Tensor Decompositions for Online Grid-Based Terrain-Aided Navigation
J. Matoušek, J. Krejčí, J. Duník +1
This paper presents a practical and scalable grid-based state estimation method for high-dimensional models with invertible linear dynamics and with highly non-linear measurements,…
Ensemble-localized Kernel Density Estimation with Applications to the Ensemble Gaussian Mixture Filter
Andrey A. Popov, Enrico M. Zucchelli, Renato Zanetti
The ensemble Gaussian mixture filter (EnGMF) is a non-linear filter suited to data assimilation of highly non-Gaussian and non-linear models that has practical utility in the case…
Small-data Reduced Order Modeling of Chaotic Dynamics through SyCo-AE: Synthetically Constrained Autoencoders
Andrey A. Popov, Renato Zanetti
Data-driven reduced order modeling of chaotic dynamics can result in systems that either dissipate or diverge catastrophically. Leveraging non-linear dimensionality reduction of au…
An Adaptive Covariance Parameterization Technique for the Ensemble Gaussian Mixture Filter
Andrey A Popov, Renato Zanetti
The ensemble Gaussian mixture filter combines the simplicity and power of Gaussian mixture models with the provable convergence and power of particle filters. The quality of the en…
Riemannian Trust-Region based Adaptive Kalman filter with unknown noise Covariance matrices
Rahul Moghe, Maruthi R. Akella, Renato Zanetti
The problem of adaptive Kalman filtering for a discrete observable linear time-varying system with unknown noise covariance matrices is addressed in this paper. The measurement dif…