arXiv subjects

Dmitry Mikhin

Publications and source records attributed to Dmitry Mikhin.

3 recordsLinked to original sources

arXiv2026

Asymptotic analysis of parameterised univariate Gaussian splitting

This document provides in-depth details for the derivation of the univariate splitting algorithm developed in arXiv:2606.01530. The algorithm approximates the standard, 1-D Gaussian distribution with a mixture of uniformly spaced homoscedastic Gaussian components. The solution is found by minimising the squared $L^2$ norm of the mismatch between the approximation and the original Gaussian. This text presents asymptotic analyses of the proposed splitting in the limit of small step $h$ between the mixand means and in the limit of large number of mixands $M$.

math.ST↗

arXiv2026

A flexible and robust approach to univariate Gaussian splitting using parameterised Gaussian mixtures

We consider approximation of a Gaussian distribution with a mixture of homoscedastic Gaussians of smaller variance. The solution is obtained by minimising the $L^2$ norm between the original Gaussian and the mixture, which is parameterised to reduce the complexity of the optimisation problem. The developed technique is straightforward, sufficiently robust and yields Gaussian Mixtures that rapidly approach the original function as the number of mixands is increased. The proposed solution is examined for multiple special cases of input parameters resulting in further simplifications. Extension of the proposed method for approximating non-Gaussian distributions is discussed.

math.ST↗

arXiv2024

An insightful approach to bearings-only tracking in log-polar coordinates

The choice of coordinate system in a bearings-only (BO) tracking problem influences the methods used to observe and predict the state of a moving target. Modified Polar Coordinates (MPC) and Log-Polar Coordinates (LPC) have some advantages over Cartesian coordinates. In this paper, we derive closed-form expressions for the target state prior distribution after ownship manoeuvre: the mean, covariance, and higher-order moments in LPC. We explore the use of these closed-form expressions in simulation by modifying an existing BO tracker that uses the UKF. Rather than propagating sigma points, we directly substitute current values of the mean and covariance into the time update equations at the ownship turn. This modified UKF, the CFE-UKF, performs similarly to the pure UKF, verifying the closed-form expressions. The closed-form third and fourth central moments indicate non-Gaussianity of the target state when the ownship turns. By monitoring these metrics and appropriately initialising relative range error, we can achieve a desired output mean estimated range error (MRE). The availability of these higher-order moments facilitates other extensions of the tracker not possible with a standard UKF.

physics.data-an↗