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A large variety of dynamical systems, such as chemical and biomolecular systems, can be seen as networks of nonlinear entities. Prediction, control, and identification of such nonlinear networks require knowledge of the state of the system.…

Optimization and Control · Mathematics 2018-06-27 Aleksandar Haber , Ferenc Molnar , Adilson E. Motter

We study the evolution of observables of dynamical systems. For linear systems, we show that observables satisfy a closed differential equation whose minimal order is determined by the dynamical system and observation operator. This yields…

Dynamical Systems · Mathematics 2026-03-24 Xinyu Liu , Dongbin Xiu

The problem of model identification for linear systems is considered, using a finite set of sampled data affected by a bounded measurement noise, with unknown bound. The objective is to identify one-step-ahead models and their accuracy in…

Optimization and Control · Mathematics 2020-01-31 Marco Lauricella , Lorenzo Fagiano

The paper considers the observer synthesis for nonlinear, time-varying plants with uncertain parameters under multiharmonic disturbance. It is assumed that the relative degree of the plant is known, the regressor linearly depends on the…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Alexey A. Margun , Van H. Bui , Alexey A. Bobtsov , Denis V. Efimov

In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…

Optimization and Control · Mathematics 2016-11-17 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

We study the problem of designing interval-valued observers that simultaneously estimate the system state and learn an unknown dynamic model for partially unknown nonlinear systems with dynamic unknown inputs and bounded noise signals.…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Mohammad Khajenejad , Zeyuan Jin , Sze Zheng Yong

Data-driven modeling of dynamical systems often faces numerous data-related challenges. A fundamental requirement is the existence of a unique set of parameters for a chosen model structure, an issue commonly referred to as identifiability.…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Arthur N. Montanari , François Lamoline , Robert Bereza , Jorge Gonçalves

This paper investigates the joint problems of dynamic state estimation of algebraic variables (voltage and phase angle) and generator states (rotor angle and frequency) of nonlinear differential algebraic equation (NDAE) power network…

Systems and Control · Electrical Eng. & Systems 2022-06-16 Muhammad Nadeem , Sebastian A. Nugroho , Ahmad F. Taha

We present a general theory to quantify the uncertainty from imposing structural assumptions on the second-order structure of nonstationary Hilbert space-valued processes, which can be measured via functionals of time-dependent spectral…

Statistics Theory · Mathematics 2023-09-19 Anne van Delft , Holger Dette

In this work, the problem of designing observers for estimating a single nonlinear functional of the state is formulated for general nonlinear systems. Notions of functional observer linearization are also formulated, in terms achieving…

Systems and Control · Electrical Eng. & Systems 2021-09-15 Costas Kravaris , Sunjeev Venkateswaran

The problem of finite/fixed-time cooperative state estimation is considered for a class of quasilinear systems with nonlinearities satisfying a H\"older condition. A strongly connected nonlinear distributed observer is designed under the…

Optimization and Control · Mathematics 2024-07-09 Min Li , Andrey Polyakov , Siyuan Wang , Gang Zheng

To control a dynamical system it is essential to obtain an accurate estimate of the current system state based on uncertain sensor measurements and existing system knowledge. An optimization-based moving horizon estimation (MHE) approach…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Simon Muntwiler , Kim P. Wabersich , Melanie N. Zeilinger

A measurement strategy is developed for a new kind of hypothesis testing. It assigns, with minimum probability of error, the state of a quantum system to one or the other of two complementary subsets of a set of N given non-orthogonal…

Quantum Physics · Physics 2009-11-07 Ulrike Herzog , Janos A. Bergou

Non-linear systems of differential equations have attracted the interest in fields like system biology, ecology or biochemistry, due to their flexibility and their ability to describe dynamical systems. Despite the importance of such models…

Methodology · Statistics 2014-05-09 Javier González , Ivan Vujačić , Ernst Wit

This paper studies identification and estimation of a class of dynamic models in which the decision maker (DM) is uncertain about the data-generating process. The DM surrounds a benchmark model that he or she fears is misspecified by a set…

Econometrics · Economics 2019-01-30 Timothy M. Christensen

Data generated from dynamical systems with unknown dynamics enable the learning of state observers that are: robust to modeling error, computationally tractable to design, and capable of operating with guaranteed performance. In this paper,…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Ankush Chakrabarty , Mouhacine Benosman

We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

Optimization and Control · Mathematics 2013-09-11 I. Yu. Tyukin , A. N. Gorban

Accurately modeling and verifying the correct operation of systems interacting in dynamic environments is challenging. By leveraging parametric uncertainty within the model description, one can relax the requirement to describe exactly the…

Optimization and Control · Mathematics 2016-04-05 Patrick Holmes , Shreyas Kousik , Shankar Mohan , Ram Vasudevan

We study state estimation for nonlinear differential-algebraic systems, where the nonlinearity satisfies a Lipschitz condition or a generalized monotonicity condition or a combination of these. The presented observer design unifies earlier…

Optimization and Control · Mathematics 2019-10-10 Thomas Berger , Lukas Lanza

This paper introduces a computational framework to identify nonlinear input-output operators that fit a set of system trajectories while satisfying incremental integral quadratic constraints. The data fitting algorithm is thus regularized…

Optimization and Control · Mathematics 2021-10-25 Henk J. van Waarde , Rodolphe Sepulchre