Human Action Recognition (HAR) plays a crucial role in healthcare, fitness tracking, and ambient assisted living technologies. While traditional vision based HAR systems are effective, they pose privacy concerns. mmWave radar sensors offer a privacy preserving alternative but present challenges due to the sparse and noisy nature of their point cloud data. In the literature, three primary data processing methods: Density-Based Spatial Clustering of Applications with Noise (DBSCAN), the Hungarian Algorithm, and Kalman Filtering have been widely used to improve the quality and continuity of radar data. However, a comprehensive evaluation of these methods, both individually and in combination, remains lacking. This paper addresses that gap by conducting a detailed performance analysis of the three methods using the MiliPoint dataset. We evaluate each method individually, all possible pairwise combinations, and the combination of all three, assessing both recognition accuracy and computational cost. Furthermore, we propose targeted enhancements to the individual methods aimed at improving accuracy. Our results provide crucial insights into the strengths and trade-offs of each method and their integrations, guiding future work on mmWave based HAR systems

Transformers are a class of autoregressive deep learning architectures which have recently achieved state-of-the-art performance in various vision, language, and robotics tasks. We revisit the problem of Kalman Filtering in linear dynamical systems and show that Transformers can approximate the Kalman Filter in a strong sense. Specifically, for any observable LTI system we construct an explicit causally-masked Transformer which implements the Kalman Filter, up to a small additive error which is bounded uniformly in time; we call our construction the Transformer Filter. Our construction is based on a two-step reduction. We first show that a softmax self-attention block can exactly represent a certain Gaussian kernel smoothing estimator. We then show that this estimator closely approximates the Kalman Filter. We also investigate how the Transformer Filter can be used for measurement-feedback control and prove that the resulting nonlinear controllers closely approximate the performance of standard optimal control policies such as the LQG controller.

State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers in the observations, due to the sensitivity of its convex quadratic objective function. To mitigate such behavior, outlier detection algorithms can be applied. In this work, we propose a parameter-free algorithm which mitigates the harmful effect of outliers while requiring only a short iterative process of the standard update step of the KF. To that end, we model each potential outlier as a normal process with unknown variance and apply online estimation through either expectation maximization or alternating maximization algorithms. Simulations and field experiment evaluations demonstrate competitive performance of our method, showcasing its robustness to outliers in filtering scenarios compared to alternative algorithms.

This year celebrates the 50th anniversary of the paper by Rudolf E. Kálmán that conferred upon the world, the remarkable idea of a Kalman Filter. In statistics and control theory, Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, producing estimates of unknown variables that tend to be more accurate than those based on a single measurement alone. This is achieved by estimating a joint probability distribution over the variables for each timeframe. The Kalman filter is ideally applied to understand the behaviour of systems that change or evolve over time. It is useful in situations where we might have uncertain information (i.e.

Soccer 2D Simulation league is one the first robotic leagues in RoboCup Competitions which is a great environment for researchers to invent and apply intelligent algorithms and compete with the best researchers in the field [3]. Numerous teams participate in the WorldCup competition annually which has almost 40 major and junior leagues including simulation and real environments. Moreover, Soccer 2D Simulation league has participants from varied countries and universities. From the most famous teams we can mention Helios [4], Cyrus [5][6], Gliders [7], FRA-UNIted [8], Namira [9], and Razi [10] that have multiple titles in different RoboCup competitions. Namira 2D Soccer Simulation team consists of current and previous students of Shiraz University and Qazvin Islamic Azad University (QIAU). Some of the members were previously working as a team in Shiraz [11] and Persian Gulf 2D Soccer Simulation Teams [12] in World Cup 2016 and 2017 and some recently added students who study Software & Hardware Engineering at Shiraz University and QIAU.

In this paper, we consider the task of designing a Kalman Filter (KF) for an unknown and partially observed autonomous linear time invariant system driven by process and sensor noise. To do so, we propose studying the following two step process: first, using system identification tools rooted in subspace methods, we obtain coarse finite-data estimates of the state-space parameters and Kalman gain describing the autonomous system; and second, we use these approximate parameters to design a filter which produces estimates of the system state. We show that when the system identification step produces sufficiently accurate estimates, or when the underlying true KF is sufficiently robust, that a Certainty Equivalent (CE) KF, i.e., one designed using the estimated parameters directly, enjoys provable sub-optimality guarantees. We further show that when these conditions fail, and in particular, when the CE KF is marginally stable (i.e., has eigenvalues very close to the unit circle), that imposing additional robustness constraints on the filter leads to similar sub-optimality guarantees. We further show that with high probability, both the CE and robust filters have mean prediction error bounded by $\tilde O(1/\sqrt{N})$, where $N$ is the number of data points collected in the system identification step. To the best of our knowledge, these are the first end-to-end sample complexity bounds for the Kalman Filtering of an unknown system.

--Real world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. We propose general Gaussian Processes as a nonparametric model for correlated measurement noise that is flexible enough to accurately reflect time-correlated measurement noise, yet simple enough to enable efficient computation. We show that this model accurately reflects the measurement noise resulting from vision-based Simultaneous Localization and Mapping (SLAM), and argue that it provides a flexible means of modeling measurement noise for a wide variety of sensor systems and perception algorithms. We then extend existing results for Kalman filtering with autoregressive processes to more general Gaussian Processes, and demonstrate the improved performance of our approach. A. Motivation Robotic systems often rely on advanced perception algorithms and complex sensor suites.

Policy evaluation is a key process in reinforcement learning. It assesses a given policy using estimation of the corresponding value function. When using a parameterized function to approximate the value, it is common to optimize the set of parameters by minimizing the sum of squared Bellman Temporal Differences errors. However, this approach ignores certain distributional properties of both the errors and value parameters. Taking these distributions into account in the optimization process can provide useful information on the amount of confidence in value estimation. In this work we propose to optimize the value by minimizing a regularized objective function which forms a trust region over its parameters. We present a novel optimization method, the Kalman Optimization for Value Approximation (KOVA), based on the Extended Kalman Filter. KOVA minimizes the regularized objective function by adopting a Bayesian perspective over both the value parameters and noisy observed returns. This distributional property provides information on parameter uncertainty in addition to value estimates. We provide theoretical results of our approach and analyze the performance of our proposed optimizer on domains with large state and action spaces.