Searcharxiv⌕ Search

arXiv subjects

Umut Orguner

Publications and source records attributed to Umut Orguner.

11 recordsLinked to original sources
arXiv2026

Push, Press, Slide: Mode-Aware Planar Contact Manipulation via Reduced-Order Models

Non-prehensile planar manipulation, including pushing and press-and-slide, is critical for diverse robotic tasks, but notoriously challenging due to hybrid contact mechanics, under-actuation, and asymmetric friction limits that traditionally necessitate computationally expensive iterative control. In this paper, we propose a mode-aware framework for planar manipulation with one or two robotic arms based on contact topology selection and reduced-order kinematic modeling. Our core insight is that complex wrench-twist limit surface mechanics can be abstracted into a discrete library of physically intuitive models. We systematically map various single-arm and bimanual contact topologies to simple non-holonomic formulations, e.g. unicycle for simplified press-and-slide motion. By anchoring trajectory generation to these reduced-order models, our framework computes the required object wrench and distributes feasible, friction-bounded contact forces via a direct algebraic allocator. We incorporate manipulator kinematics to ensure long-horizon feasibility and demonstrate our fast, optimization-free approach in simulation across diverse single-arm and bimanual manipulation tasks. Supplementary videos and additional information are available at: https://sites.google.com/view/pushpressslide

cs.RO↗
arXiv2025

Performance of the Kalman Filter and Smoother for Benchmark Studies

We propose analytical mean square error (MSE) expressions for the Kalman filter (KF) and the Kalman smoother (KS) for benchmark studies, where the true system dynamics are unknown or unavailable to the estimator. In such cases, as in benchmark evaluations for target tracking, the analysis relies on deterministic state trajectories. This setting introduces a model mismatch between the estimator and the true system, causing the covariance estimates to no longer reflect the actual estimation errors. To enable accurate performance prediction for deterministic state trajectories without relying on computationally intensive Monte Carlo simulations, we derive recursive MSE expressions with linear time complexity. The proposed framework also accounts for measurement model mismatch and provides an efficient tool for performance evaluation in benchmark studies involving long trajectories. Simulation results confirm the accuracy and computational efficiency of the proposed method.

eess.SY↗
arXiv2022

Adaptive mixture approximation for target tracking in clutter

Target tracking represents a state estimation problem recurrent in many practical scenarios like air traffic control, autonomous vehicles, marine radar surveillance and so on. In a Bayesian perspective, when phenomena like clutter are present, the vast majority of the existing tracking algorithms have to deal with association hypotheses which can grow in the number over time; in that case, the posterior state distribution can become computationally intractable and approximations have to be introduced. In this work, the impact of the number of hypotheses and corresponding reductions is investigated both in terms of employed computational resources and tracking performances. For this purpose, a recently developed adaptive mixture model reduction algorithm is considered in order to assess its performances when applied to the problem of single object tracking in the presence of clutter and to provide additional insights on the addressed problem.

stat.AP↗
arXiv2022

Fixed-point iterations for several dissimilarity measure barycenters in the Gaussian case

In target tracking and sensor fusion contexts it is not unusual to deal with a large number of Gaussian densities that encode the available information (multiple hypotheses), as in applications where many sensors, affected by clutter or multimodal noise, take measurements on the same scene. In such cases reduction procedures must be implemented, with the purpose of limiting the computational load. In some situations it is required to fuse all available information into a single hypothesis, and this is usually done by computing the barycenter of the set. However, such computation strongly depends on the chosen dissimilarity measure, and most often it must be performed making use of numerical methods, since in very few cases the barycenter can be computed analytically. Some issues, like the constraint on the covariance, that must be symmetric and positive definite, make it hard the numerical computation of the barycenter of a set of Gaussians. In this work, Fixed-Point Iterations (FPI) are presented for the computation of barycenters according to several dissimilarity measures, making up a useful toolbox for fusion/reduction of Gaussian sets in applications where specific dissimilarity measures are required.

stat.CO↗
arXiv2022

An Approximate MSE Expression for Maximum Likelihood and Other Implicitly Defined Estimators of Non-Random Parameters (extended version)

An approximate mean square error (MSE) expression for the performance analysis of implicitly defined estimators of non-random parameters is proposed. An implicitly defined estimator (IDE) declares the minimizer/maximizer of a selected cost/reward function as the parameter estimate. The maximum likelihood (ML) and the least squares estimators are among the well known examples of this class. In this paper, an exact MSE expression for implicitly defined estimators with a symmetric and unimodal objective function is given. It is shown that the expression reduces to the Cramer-Rao lower bound (CRLB) and misspecified CRLB in the large sample size regime for ML and misspecified ML estimation, respectively. The expression is shown to yield the Ziv-Zakai bound (without the valley filling function) for the maximum a posteriori (MAP) estimator when it is used in a Bayesian setting, that is, when an a-priori distribution is assigned to the unknown parameter. In addition, extension of the suggested expression to the case of nuisance parameters is studied and some approximations are given to ease the computations for this case. Numerical results indicate that the suggested MSE expression not only predicts the estimator performance in the asymptotic region; but it is also applicable for the threshold region analysis, even for IDEs whose objective functions do not satisfy the symmetry and unimodality assumptions. Advantages of the suggested MSE expression are its conceptual simplicity and its relatively straightforward numerical calculation due to the reduction of the estimation problem to a binary hypothesis testing problem, similar to the usage of Ziv-Zakai bounds in random parameter estimation problems.

eess.SP↗
arXiv2019

Some Results on Tighter Bayesian Lower Bounds on the Mean-Square Error

In random parameter estimation, Bayesian lower bounds (BLBs) for the mean-square error have been noticed to not be tight in a number of cases, even when the sample size, or the signal-to-noise ratio, grow to infinity. In this paper, we study alternative forms of BLBs obtained from a covariance inequality, where the inner product is based on the \textit{a posteriori} instead of the joint probability density function. We hence obtain a family of BLBs, which is shown to form a counterpart at least as tight as the well-known Weiss-Weinstein family of BLBs, and we extend it to the general case of vector parameter estimation. Conditions for equality between these two families are provided. Focusing on the Bayesian Cramér-Rao bound (BCRB), a definition of efficiency is proposed relatively to its tighter form, and efficient estimators are described for various types of common estimation problems, e.g., scalar, exponential family model parameter estimation. Finally, an example is provided, for which the classical BCRB is known to not be tight, while we show its tighter form is, based on formal proofs of asymptotic efficiency of Bayesian estimators. This analysis is finally corroborated by numerical results.

cs.IT↗
arXiv2015

Bayesian Inference via Approximation of Log-likelihood for Priors in Exponential Family

In this paper, a Bayesian inference technique based on Taylor series approximation of the logarithm of the likelihood function is presented. The proposed approximation is devised for the case, where the prior distribution belongs to the exponential family of distributions. The logarithm of the likelihood function is linearized with respect to the sufficient statistic of the prior distribution in exponential family such that the posterior obtains the same exponential family form as the prior. Similarities between the proposed method and the extended Kalman filter for nonlinear filtering are illustrated. Furthermore, an extended target measurement update for target models where the target extent is represented by a random matrix having an inverse Wishart distribution is derived. The approximate update covers the important case where the spread of measurement is due to the target extent as well as the measurement noise in the sensor.

cs.LG↗
arXiv2015

Gaussian Mixture Reduction Using Reverse Kullback-Leibler Divergence

We propose a greedy mixture reduction algorithm which is capable of pruning mixture components as well as merging them based on the Kullback-Leibler divergence (KLD). The algorithm is distinct from the well-known Runnalls' KLD based method since it is not restricted to merging operations. The capability of pruning (in addition to merging) gives the algorithm the ability of preserving the peaks of the original mixture during the reduction. Analytical approximations are derived to circumvent the computational intractability of the KLD which results in a computationally efficient method. The proposed algorithm is compared with Runnalls' and Williams' methods in two numerical examples, using both simulated and real world data. The results indicate that the performance and computational complexity of the proposed approach make it an efficient alternative to existing mixture reduction methods.

stat.ML↗
arXiv2014

Approximate Bayesian Smoothing with Unknown Process and Measurement Noise Covariances

We present an adaptive smoother for linear state-space models with unknown process and measurement noise covariances. The proposed method utilizes the variational Bayes technique to perform approximate inference. The resulting smoother is computationally efficient, easy to implement, and can be applied to high dimensional linear systems. The performance of the algorithm is illustrated on a target tracking example.

eess.SY↗
arXiv2010

CPHD filter derivation for extended targets

This document derives the CPHD filter for extended targets. Only the update step is derived here. Target generated measurements, false alarms and prior are all assumed to be independent identically distributed cluster processes. We also prove here that the derived CPHD filter for extended targets reduce to PHD filter for extended targets and CPHD filter for standard targets under suitable assumptions.

math.PR↗