Related papers: Parameter and state estimation of nonlinear system…
We propose a moving horizon estimation scheme for joint state and parameter estimation for nonlinear uncertain discrete-time systems. We establish robust exponential convergence of the combined estimation error subject to process…
Exponentially stable extended adaptive observer is proposed for a class of linear time-invariant systems with unknown parameters and overparameterization. It allows one to reconstruct unmeasured states and bounded external disturbance…
We propose an iterative method for joint state and parameter estimation using measurements on a time interval [0,T] for systems that are backward output stabilizable. Since this time interval is fixed, errors in initial state may have a big…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…
The Koopman operator approach to the state estimation problem for nonlinear systems is a promising research area. The main goal of this paper is an attempt to provide a rigorous theoretical framework for this approach. In particular, the…
High-gain nonlinear observers occur in the nonlinear automatic control theory and are in standard usage in chemical engineering processes. We apply such a type of analysis in the context of a very simple one-gene regulation circuit. In…
This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…
General nonlinear continuous-time systems are considered for which its state is estimated via a packet-based communication network. We assume that the system has multiple sensor nodes, affected by measurement noise, which can transmit at…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
We investigate the scenario where a perturbed nonlinear system transmits its output measurements to a remote observer via a packet-based communication network. The sensors are grouped into N nodes and each of these nodes decides when its…
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…
This paper deals with the problem of state estimation for a class of linear time-invariant systems with quadratic output measurements. An immersion-type approach is presented that transforms the system into a state-affine system by adding a…
Parameter estimation-based observer (PEBO) is a recently developed constructive tool to design state observers for nonlinear systems. It reformulates the state estimation problem as one of online parameter identification, effectively…
State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applications, the state-space model is specified through a…
This paper deals with a distributed state estimation problem for jointly observable multi-agent systems operated over various time-varying network topologies. The results apply when the system matrix of the system to be observed contains…
We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…
This paper presents a first step towards tuning observers for general nonlinear systems. Relying on recent results around Kazantzis-Kravaris/Luenberger (KKL) observers, we propose an empirical criterion to guide the calibration of the…
We consider the problem of least squares parameter estimation from single-trajectory data for discrete-time, unstable, closed-loop nonlinear stochastic systems, with linearly parameterised uncertainty. Assuming a region of the state space…
This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…
A simultaneous input and state interval observer is presented for Lipschitz continuous nonlinear systems with unknown inputs and bounded noise signals for the case when the direct feedthrough matrix has full column rank. The observer…