Some of the fundamental questions our research seeks to answer are how to effectively estimate and propagate (quantify) the evolution of the uncertainty of a dynamical system. We are particularly interested in nonlinear and non-Gaussian systems and we investigate accurate and efficient approximations of the Fokker-Plank-Kolmogorov equation, as well as the Bayesian update rule. We research approximations using regression points, polynomials, sequential Monte Carlo methods, and Gaussian Mixture Models.
Publications in this research area:
- Simone Servadio, Renato Zanetti and Roberto Armellin. Maximum A Posteriori Estimation of Hamiltonian Systems with High Order Taylor Polynomials. The Journal of the Astronautical Sciences. 69(2):511–536, 2022. doi:10.1007/s40295-022-00304-4
- Sehyun Yun and Renato Zanetti. Clustering Methods for Particle Filters with Gaussian Mixture Models. IEEE Transactions on Aerospace and Electronic Systems, 58(2):1109–1118, 2022. doi: 10.1109/TAES.2021.3117655
- Simone Servadio and Renato Zanetti. Estimation Of The Conditional State And Covariance with Taylor Polynomials. Journal of Advances in Information Fusion. 16(2):126–142, December 2021.
- Simone Servadio, Renato Zanetti, Brandon A. Jones. Nonlinear Filtering with a Polynomial Series of Gaussian Random Variables. IEEE Transactions on Aerospace and Electronic Systems, accepted for publication.
- Sehyun Yun and Renato Zanetti. Sequential Monte Carlo Filtering with Gaussian Mixture Sampling. Journal of Guidance, Control, and Dynamics, 42(9):2069-2077, September 2019. doi: 10.2514/1.G004403
- Kirsten Tuggle and Renato Zanetti. Automated Splitting Gaussian Mixture Nonlinear Measurement Update. Journal of Guidance, Control, and Dynamics, 41(3):725-734, March 2018. doi: 10.2514/1.G003109.
- Renato Zanetti. Adaptable Recursive Update Filter. Journal of Guidance, Control, and Dynamics, 38(7):1295– 1300, July 2015. doi: 10.2514/1.G001031.
- Renato Zanetti and Christopher D’Souza. Recursive Implementations of the Schmidt-Kalman Consider Filter. Journal of the Astronautical Sciences, 60(3–4):672–685, July–December 2013. doi: 10.1007/s40295-015-0068-7.
- Renato Zanetti and Kyle J. DeMars. Joseph Formulation of Unscented and Quadrature Filters with Application to Consider States. Journal of Guidance, Control, and Dynamics, 36(6):1860–1864, November–December 2013. doi: 10.2514/1.59935.
- Renato Zanetti. Recursive Update Filtering for Nonlinear Estimation. IEEE Transactions on Automatic Control, 57(6):1481–1490, June 2012. doi:10.1109/TAC.2011.2178334.
- Renato Zanetti and Robert H. Bishop. Kalman Filters with Uncompensated Biases. Journal of Guidance, Control, and Dynamics, 35(1):327–330, January–February 2012. doi: 10.2514/1.55120.
- Renato Zanetti, Kyle J. DeMars, and Robert H. Bishop. Underweighting Nonlinear Measurements. Journal of Guidance, Control, and Dynamics, 33(5):1670–1675, September–October 2010. doi: 10.2514/1.50596.