Skip to content
DraconiticResearch
Search Sources API
197,768 studies31 sourcesUpdated 31 min ago
PreprintCC BY 4.0HAL

Contractor Filters

Abstract

We introduce Contractor Filters (CFs), a set-membership architecture for nonlinear continuous-time state estimation with bounded uncertainties and sporadic outliers. CFs represent feasible states symbolically by compositions of contractors rather than rematerializing a geometric enclosure after each update. This provides an abstraction layer between the set-theoretic filtering equations and their numerical realization, so prediction, correction, ambiguity, and outlier handling can be expressed within one algebra without prescribing a state geometry. We derive an exact nominal recursion and a guaranteed robust enclosure, with validated flow inclusions preserving soundness. Optional sub-paving compression then provides finite outer representations. CFs are evaluated against a robust particle filter on range-only and terrain-based localization under outliers, probabilistic model mismatch, association ambiguity, and multimodality. CFs retain the simulated truth in all tested configurations, while particle-filter reliability degrades under persistent bias and spatial aliasing. Contractor strength and compression budget control the trade-off between paving tightness and computational cost, while preserving the enclosure guarantee.

Related

  1. Quasi-Polish spaces and spaces of filters in second-order arithmetic
    Yuzuki Kaneko, Keita Yokoyama
    arXivPreprintarXiv licenceFull textLogic & foundationsarXiv
  2. On the Oja-Flow-Based Low-Rank Approximation of Kalman-Bucy Filters for Linear Time-Varying Systems
    Kentaro Ohki
    arXivPreprintCC BY 4.0Full textOptimisation & controlarXiv
  3. Generalized Tan-Arlery-Rabaste-Lehmann-Ovarlez Lower Bound on Ambiguity Function of a Set of Sequences With Mismatched Filters
    Shibsankar Das
    arXivPreprintCC BY 4.0Full textGeneral mathematicsarXiv
  4. On Solving Continuous-Discrete Projection Filters via Sum-of-Squares Relaxation
    Muhammad F. Emzir
    arXivPreprintarXiv licenceFull textOptimisation & controlarXiv
  5. Improving Ensemble Filters with Flow Matching
    Haoyuan Chen, Alexandre Thiéry
    arXivPreprintarXiv licenceFull textDynamical systemsStatisticsarXiv
BibTeX
@misc{rohou2026contractor,
  title = {{Contractor Filters}},
  author = {Simon Rohou},
  howpublished = {HAL},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.18040},
  eprint = {2610.18040},
  archivePrefix = {arXiv},
  url = {https://ensta.hal.science/hal-05795637v1},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Contractor Filters
AU  - Simon Rohou
PY  - 2026
DA  - 2026/10/12
PB  - HAL
DO  - 10.48550/arxiv.2610.18040
UR  - https://ensta.hal.science/hal-05795637v1
AB  - We introduce Contractor Filters (CFs), a set-membership architecture for nonlinear continuous-time state estimation with bounded uncertainties and sporadic outliers. CFs represent feasible states symbolically by compositions of contractors rather than rematerializing a geometric enclosure after each update. This provides an abstraction layer between the set-theoretic filtering equations and their numerical realization, so prediction, correction, ambiguity, and outlier handling can be expressed within one algebra without prescribing a state geometry. We derive an exact nominal recursion and a guaranteed robust enclosure, with validated flow inclusions preserving soundness. Optional sub-paving compression then provides finite outer representations. CFs are evaluated against a robust particle filter on range-only and terrain-based localization under outliers, probabilistic model mismatch, association ambiguity, and multimodality. CFs retain the simulated truth in all tested configurations, while particle-filter reliability degrades under persistent bias and spatial aliasing. Contractor strength and compression budget control the trade-off between paving tightness and computational cost, while preserving the enclosure guarantee.
ER  -