13 accepted papers
Combining the classical Kalman filter (KF) with a deep neural network (DNN) enables tracking in partially known state space (SS) models. A major limitation of current DNN-aided designs stems from the need to train them to filter data originating from a specific distribution and underlying SS model.…
People with brain or spinal cord-related paralysis often need to rely on others for basic tasks, limiting their independence. A potential solution is brain-machine interfaces (BMIs), which could allow them to voluntarily control external devices (e.g., robotic arm) by decoding brain activity to move…
Various algorithms combine deep neural networks (DNNs) and Kalman filters (KFs) to learn from data to track in complex dynamics. Unlike classic KFs, DNN-based systems do not naturally provide the error covariance alongside their estimate, which is of great importance in some applications, e.g., navi…
Direction of arrival (DoA) estimation is a fundamental task in array processing. A popular family of DoA estimation algorithms are subspace methods, which operate by dividing the measurements into distinct signal and noise subspaces. Subspace methods, such as Root-MUSIC, require the sources to be no…
Electrocardiographic signals (ECG) are used in many healthcare applications, including at-home monitoring of vital signs. These applications often rely on wearable technology and provide low quality ECG signals. Although many methods have been proposed for denoising the ECG to boost its quality and…
Pairs trading is a family of trading policies based on monitoring the relationships between pairs of assets. A common pairs trading approach relies on state space (SS) modeling, from which financial indicators can be obtained with low complexity and latency using a Kalman filter (KF), and processed…
Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the system dynamics is represented as a linear Gaussian state-space (…
The Kalman filter (KF) is a widely-used algorithm for tracking dynamical systems that can be faithfully captured by state space (SS) models. The need to fully describe an SS model limits its applicability under complex settings, e.g., when tracking based on visual or graphical data. This challenge c…
The Kalman filter (KF) is a widely-used algorithm for tracking the latent state of a dynamical system from noisy observations. For systems that are well-described by linear Gaussian state space models, the KF minimizes the mean-squared error (MSE). However, in practice, observations are corrupted by…
Direction of arrival (DoA) estimation is a crucial task in sensor array signal processing, giving rise to various successful model-based (MB) algorithms as well as recently developed data-driven (DD) methods. This paper introduces a new hybrid MB/DD DoA estimation architecture, based on the classica…
The smoothing task is the core of many signal processing applications. It deals with the recovery of a sequence of hidden state variables from a sequence of noisy observations in a one-shot manner. In this work we propose RTSNet, a highly efficient model-based and data-driven smoothing algorithm. RT…
Providing a metric of uncertainty alongside a state estimate is often crucial when tracking a dynamical system. Classic state estimators, such as the Kalman filter (KF), provide a time-dependent uncertainty measure from knowledge of the underlying statistics; however, deep learning based tracking sy…
The Kalman filter (KF) is a celebrated signal processing algorithm, implementing optimal state estimation of dynamical systems that are well represented by a linear Gaussian state-space model. The KF is model-based, and therefore relies on full and accurate knowledge of the underlying model. We pres…