Jungjin Lee

h-index3
2papers

2 Papers

47.0SYApr 3
Residual-Aware Distributionally Robust EKF: Absorbing Linearization Mismatch via Wasserstein Ambiguity

Minhyuk Jang, Jungjin Lee, Astghik Hakobyan et al.

The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that addresses both challenges within a unified Wasserstein distributionally robust state estimation framework. The key idea is to treat linearization residuals as uncertainty and absorb them into an effective uncertainty model captured by a stage-wise ambiguity set, enabling noise-model mismatch and approximation errors to be handled within a single formulation. This approach yields a computable effective radius along with deterministic upper bounds on the prior and posterior mean-squared errors of the true nonlinear estimation error. The resulting filter admits a tractable semidefinite programming reformulation while preserving the recursive structure of the classical EKF. Simulations on coordinated-turn target tracking and uncertainty-aware robot navigation demonstrate improved estimation accuracy and safety compared to standard EKF baselines under model mismatch and nonlinear effects.

LGSep 19, 2025
KoopCast: Trajectory Forecasting via Koopman Operators

Jungjin Lee, Jaeuk Shin, Gihwan Kim et al.

We present KoopCast, a lightweight yet efficient model for trajectory forecasting in general dynamic environments. Our approach leverages Koopman operator theory, which enables a linear representation of nonlinear dynamics by lifting trajectories into a higher-dimensional space. The framework follows a two-stage design: first, a probabilistic neural goal estimator predicts plausible long-term targets, specifying where to go; second, a Koopman operator-based refinement module incorporates intention and history into a nonlinear feature space, enabling linear prediction that dictates how to go. This dual structure not only ensures strong predictive accuracy but also inherits the favorable properties of linear operators while faithfully capturing nonlinear dynamics. As a result, our model offers three key advantages: (i) competitive accuracy, (ii) interpretability grounded in Koopman spectral theory, and (iii) low-latency deployment. We validate these benefits on ETH/UCY, the Waymo Open Motion Dataset, and nuScenes, which feature rich multi-agent interactions and map-constrained nonlinear motion. Across benchmarks, KoopCast consistently delivers high predictive accuracy together with mode-level interpretability and practical efficiency.