Online prediction of time series under regime switching is a widely studied problem in the literature, with many celebrated approaches. Using the non-parametric flexibility of Gaussian processes, the recently proposed INTEL algorithm provides a product of experts approach to online prediction of time series under possible regime switching, including the special case of outliers. This is achieved by adaptively combining several candidate models, each reporting their predictive distribution at time t. However, the INTEL algorithm uses a finite context window approximation to the predictive distribution, the computation of which scales cubically with the maximum lag, or otherwise scales quartically with exact predictive distributions. We introduce LINTEL, which uses the exact filtering distribution at time t with constant-time updates, making the time complexity of the streaming algorithm optimal. We additionally note that the weighting mechanism of INTEL is better suited to a mixture of experts approach, and propose a fusion policy based on arithmetic averaging for LINTEL. We show experimentally that our proposed approach is over five times faster than INTEL under reasonable settings with better quality predictions.

In many science and engineering problems, we observe high-dimensional data acquired sequentially. At each time instant, these data correspond to one of a predefined number of classes. The sequence of classes follows a certain pattern, with the transition probabilities of the classes being unknown. Our hypothesized generative model of the observed data involves two latent processes. The first is a root process representing the sequence of classes, while the second is a low-dimensional process generated as a Markovian process, depending on the current class and the previous value of the low-dimensional process. The observed high-dimensional process is generated from the low-dimensional state process. Our objective is to infer the posterior distributions of the classes as they evolve over time based on the observed data and the adopted model. To achieve this, we propose a method for estimating the latent processes. We demonstrate the effectiveness of our approach on synthesized data.

Robotic swarms or portable sensor networks are emerging technologies for sensing physical processes that are spatially distributed- and temporally dynamic, both on Earth and in future Moon/Mars exploration missions. We develop a portable network composed of a multitude of self-organized “sensor eggs”. These eggs are equipped with ultra-wideband (UWB) transceivers, providing precise time and position information without additional infrastructures like Global Navigation Satellite Systems (GNSSs). Each egg is additionally equipped with environmental sensors, for example, a Sulfur dioxide gas sensor to explore volcanic activity. We use a real time decentralized particle filter (DPF) to estimate the a-posteriori probability density functions (PDFs) of the egg positions. These PDFs are then used in a static state binary Bayes filter for estimating the gas sources with potentially complex structures such as cracks on the volcano surface. The proposed sensor network is verified with an in-field experiment at La Fossa volcano on the island of Vulcano, Italy, in 2023.

We propose a distributed algorithm for sensor localization using beacon nodes. In this algorithm, beacon nodes broadcast distributions which contain information about their location. Nearby sensor nodes with unknown location information use this transmitted information and received beacon signal characteristics to estimate their positions. Sensors that estimate their positions become new beacons. A Monte Carlo method known as Importance Sampling is used for fusing these distributions and for obtaining approximations of the posterior distributions of the sensor locations. We also compute the Bayesian Cramér-Rao bounds for self-localization of sensors and study the impact of the beacons' prior location information and other system parameters. We analyze the performance of the proposed algorithm through computer simulations and compare it with numerically obtained bounds.