<title>Stochastic EM algorithm for nonlinear state estimation with model uncertainties</title>
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Bibliographic record
Abstract
In most solutions to state estimation problems like, for example, target tracking, it is generally assumed that the state evolution and measurement models are known a priori. The model parameters include process and measurement matrices or functions as well as the corresponding noise statistics. However, there are situations where the model parameters are not known a priori or are known only partially (i.e., with some uncertainty). Moreover, there are situations where the measurement is biased. In these scenarios, standard estimation algorithms like the Kalman filter and the extended Kalman Filter (EKF), which assume perfect knowledge of the model parameters, are not accurate. In this paper, the problem with uncertain model parameters is considered as a special case of maximum likelihood estimation with incomplete-data, for which a standard solution called the expectation-maximization (EM) algorithm exists. In this paper a new extension to the EM algorithm is proposed to solve the more general problem of joint state estimation and model parameter identification for nonlinear systems with possibly non-Gaussian noise. In the expectation (E) step, it is shown that the best variational distribution over the state variables is the conditional <i>posterior distribution</i> of states given all the available measurements and inputs. Therefore, a particular type of particle filter is used to estimate and update the posterior distribution. In the maximization (M) step the nonlinear measurement process parameters are approximated using a nonlinear regression method for adjusting the parameters of a mixture of Gaussians (MofG). The proposed algorithm is used to solve a nonlinear bearing-only tracking problem similar to the one reported recently with uncertain measurement process. It is shown that the algorithm is capable of accurately tracking the state vector while identifying the unknown measurement dynamics. Simulation results show the advantages of the new technique over standard algorithms like the EKF whose performance degrades rapidly in the presence of uncertain models.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it