Related papers: Spatial discretization error in Kalman filtering f…
In this paper, we consider a state constrained optimal control problem governed by the transient Stokes equations. The state constraint is given by an L2 functional in space, which is required to fulfill a pointwise bound in time. The…
The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…
Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…
An optimal estimator of quantum states based on a modified Kalman's Filter is proposed in this work. Such estimator acts after state measurement, allowing obtain an optimal estimation of quantum state resulting in the output of any quantum…
We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…
We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…
State estimation is a classical problem in quantum information. In optimization of estimation scheme, to find a lower bound to the error of the estimator is a very important step. So far, all the proposed tractable lower bounds use…
The reliability and precision of dynamic database are vital for the optimal operating and global control of integrated energy systems. One of the effective ways to obtain the accurate states is state estimations. A novel robust dynamic…
In this paper, we present a discretization algorithm for finite horizon risk constrained dynamic programming algorithm in [Chow_Pavone_13]. Although in a theoretical standpoint, Bellman's recursion provides a systematic way to find optimal…
The paper focuses on unconditionally optimal error analysis of the fully discrete Galerkin finite element methods for a general nonlinear parabolic system in $\R^d$ with $d=2,3$. In terms of a corresponding time-discrete system of PDEs as…
In this paper, we investigate the state estimation problem over multiple Markovian packet drop channels. In this problem setup, a remote estimator receives measurement data transmitted from multiple sensors over individual channels. By the…
State estimation refers to determining the states of a dynamical system that starts from a noisy initial condition and evolves under process noise, based on noisy measurements and a known system model. For linear dynamical systems with…
We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
This paper describes a minimax state estimation approach for linear Differential-Algebraic Equations (DAE) with uncertain parameters. The approach addresses continuous-time DAE with non-stationary rectangular matrices and uncertain bounded…
Depending on the frequency range of interest, finite element-based modeling of acoustic problems leads to dynamical systems with very high dimensional state spaces. As these models can mostly be described with second order linear dynamical…
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…
In this paper we are concerned with the error-covariance lower-bounding problem in Kalman filtering: a sensor releases a set of measurements to the data fusion/estimation center, which has a perfect knowledge of the dynamic model, to allow…
State estimation is the task of approximately reconstructing a solution $u$ of a parametric partial differential equation when the parameter vector $y$ is unknown and the only information is $m$ linear measurements of $u$. In [Cohen et.…
In this paper, an error analysis of a three steps two level Galekin finite element method for the two dimensional transient Navier-Stokes equations is discussed. First of all, the problem is discretized in spatial direction by employing…