In this paper the authors derive a new class of finite-dimensional recursive filters for linear dynamical systems. The Kalman filter is a special case of their general filter. Apart from being of mathematical interest, these new finite-dimensional filters can be used with the expectation maximization (EM) algorithm to yield maximum likelihood estimates of the parameters of a linear dynamical sy...

We wish to address the problems of navigation and self-motion of small AUVs in shallow water. Speci c objectives are to characterize the performance of the navigation system and Kalman lter in shallow water and energetic environments; to characterize the self-motion properties of small AUVs operating in shallow water in relation to sea-state and depth; to evaluate the suitability of small AUVs ...

Localization of mobile robots is still an important topic, especially in case of dynamically changing, complex environments such as in Urban Search & Rescue (USAR). In this paper we aim for improving the reliability and precision of localization of our multimodal data fusion algorithm. Multimodal data fusion requires resolving several issues such as significantly different sampling frequencies ...

In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite dimensional analogue of the Langevin SDE used in finite dimensional sampling. Here the theory is developed for conditioned Gaussian processes for which the resulting SPDE is linear...

One of the most important tasks in hand recognition applications for human-robot interaction is hand segmentation. This work presents a method that uses a Microsoft Kinect camera, for hand localization and segmentation. One important aspect for robot control besides hand localization is hand orientation, which is used in this work to control robot heading direction (left or right) and linear ve...

In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite dimensional analogue of the Langevin SDE used in finite dimensional sampling. Here the theory is developed for conditioned Gaussian processes for which the resulting SPDE is linear...

Modelling of soft tissue motion is required in many areas, such as computer animation, surgical simulation, 3D motion analysis and gait analysis. In this paper, we will focus on the use of modelling of skin deformation during 3D motion analysis. The most frequently used method in 3D human motion analysis involves placing markers on the skin of the analysed segment which is composed of the rigid...