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cs.IT2024★ 9 cited
Likelihood Scouting Via Map Inversion For A Posterior-Sampled Particle Filter
Simone Servadio
An exploit of the Sequential Importance Sampling (SIS) algorithm using Differential Algebra (DA) techniques is derived to develop an efficient particle filter. The filter creates a…
cs.IT2024
Propagation of Uncertainty with the Koopman Operator
Simone Servadio, Giovanni Lavezzi, Christian Hofmann +2
This paper proposes a new method to propagate uncertainties undergoing nonlinear dynamics using the Koopman Operator (KO). Probability density functions are propagated directly usi…
cs.IT2024
Uncertainty Propagation and Filtering via the Koopman Operator in Astrodynamics
Simone Servadio, William Parker, Richard Linares
The Koopman Operator (KO) provides an analytical solution of dynamical systems in terms of orthogonal polynomials. This work exploits this representation to include the propagation…