Related papers: Minimax State Estimation for a Dynamic System Desc…
Given a plant subject to delayed sensor measurement, there are several approaches to compensate for the delay. An obvious approach is to address this problem in state space, where the $n$-dimensional plant state is augmented by an…
Optimal state estimation for linear discrete-time systems is considered. Motivated by the literature on differential privacy, the measurements are assumed to be corrupted by Laplace noise. The optimal least mean square error estimate of the…
We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…
Differential-algebraic equations (DAEs) with state-dependent events arise in systems whose continuous dynamics are constrained by algebraic equations and interrupted by mode changes, switching logic, impacts, or state reinitializations.…
The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…
This paper deals with the state estimation problem in discrete-event systems modeled with nondeterministic finite automata, partially observed via a sensor measuring unit whose measurements (reported observations) may be vitiated by a…
We consider an optimal control problem governed by a one-dimensional elliptic equation that involves univariate functions of bounded variation as controls. For the discretization of the state equation we use linear finite elements and for…
We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…
Inspired by the work done by Belavkin [Belavkin V. P., Stochastics, 1, 315 (1975)], and independently by Mochon, [Phys. Rev. A 73, 032328, (2006)], we formulate the problem of minimum error discrimination of any ensemble of $n$ linearly…
In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…
We consider first-order linear systems of ordinary differential equations with periodic coefficients. Supposing that right-hand sides of equations are not known and subjected to some quadratic restrictions, we obtain optimal, in certain…
In this paper, we carry out the numerical analysis of a nonsmooth quasilinear elliptic optimal control problem, where the coefficient in the divergence term of the corresponding state equation is not differentiable with respect to the state…
We investigate the application of a posteriori error estimates to a fractional optimal control problem with pointwise control constraints. Specifically, we address a problem in which the state equation is formulated as an integral form of…
The aim of this paper is to address two related estimation problems arising in the setup of hidden state linear time invariant (LTI) state space systems when the dimension of the hidden state is unknown. Namely, the estimation of any finite…
Estimators derived from a divergence criterion such as $\varphi-$divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called MD$\varphi$DE, an estimator built using a dual…
Dynamic structural equation models (DSEMs) combine time-series modeling of within-person processes with hierarchical modeling of between-person differences and differences between timepoints, and have become very popular for the analysis of…
This letter deals with the problem of state estimation for a class of systems involving linear dynamics with multiple quadratic output measurements. We propose a systematic approach to immerse the original system into a linear time-varying…
Unambiguously distinguishing between nonorthogonal but linearly independent quantum states is a challenging problem in quantum information processing. In this work, an exact analytic solution to an optimum measurement problem involving an…
In this paper, partition-based distributed state estimation of general linear systems is considered. A distributed moving horizon state estimation scheme is developed via decomposing the entire system model into subsystem models and…
We consider standard tracking-type, distributed elliptic optimal control problems with $L^2$ regularization, and their finite element discretization. We are investigating the $L^2$ error between the finite element approximation $u_{\varrho…