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In this paper, the robust stability and convergence to the true state of moving horizon estimator based on an adaptive arrival cost are established for nonlinear detectable systems. Robust global asymptotic stability is shown for the case…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Nestor N. Deniz , Marina H. Murillo , Guido Sanchez , Lucas M. Genzelis , Leonardo Giovanini

In this paper, we present a novel data-driven approach to quantify safety for non-linear, discrete-time stochastic systems with unknown noise distribution. We define safety as the probability that the system remains in a given region of the…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Frederik Baymler Mathiesen , Licio Romao , Simeon C. Calvert , Luca Laurenti , Alessandro Abate

This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…

Optimization and Control · Mathematics 2022-03-23 T. J. Meijer , V. S. Dolk , M. S. Chong , R. Postoyan , B. de Jager , D. Nešić , W. P. M. H. Heemels

In this paper, we consider the problem of state-estimation in the presence of Denial-of-Service (DoS) attack. We formulate this problem as an state estimation problem for a plant with switching measured outputs. In the absence of attack,…

Optimization and Control · Mathematics 2019-07-26 Mohammad Naghnaeian

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

Systems and Control · Computer Science 2018-07-20 Bo Chen , Guoqiang Hu , Daniel W. C. Ho , Li Yu

In this paper we consider the problem of finding stable maxima of expensive (to evaluate) functions. We are motivated by the optimisation of physical and industrial processes where, for some input ranges, small and unavoidable variations in…

Machine Learning · Statistics 2019-02-22 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh , Majid Abdolshah , Dang Nguyen

A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition…

Optimization and Control · Mathematics 2016-04-05 Xiaojun Zhou

We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…

Probability · Mathematics 2022-05-20 Shivam Dhama , Chetan D. Pahlajani

This paper develops systematically the output feedback exponential stabilization for a one-dimensional unstable/anti-stable wave equation where the control boundary suffers from both internal nonlinear uncertainty and external disturbance.…

Optimization and Control · Mathematics 2017-06-08 Hua-Cheng Zhou , George Weiss

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić

In this paper, we introduce a weak maximum principle-based approach to input-to-state stability (ISS) analysis for certain nonlinear partial differential equations (PDEs) with boundary disturbances. Based on the weak maximum principle, a…

Analysis of PDEs · Mathematics 2020-04-13 Jun Zheng , Guchuan Zhu

Robust stability of moving-horizon estimators is investigated for nonlinear discrete-time systems that are detectable in the sense of incremental input/output-to-state stability and are affected by disturbances. The estimate of a…

Systems and Control · Electrical Eng. & Systems 2025-01-08 Angelo Alessandri

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…

Systems and Control · Electrical Eng. & Systems 2021-12-09 Koen J. A. Scheres , Michelle S. Chong , Romain Postoyan , W. P. Maurice H. Heemels

Efficient and accurate state estimation is essential for the optimal management of the future smart grid. However, to meet the requirements of deploying the future grid at a large scale, the state estimation algorithm must be able to…

Information Theory · Computer Science 2017-09-29 Jung-Chieh Chen , Hwei-Ming Chung , Chao-Kai Wen , Wen-Tai Li , Jen-Hao Teng

In this paper, we consider the state estimation problem for nonlinear stochastic discrete-time systems. We combine Lyapunov's method in control theory and deep reinforcement learning to design the state estimator. We theoretically prove the…

Machine Learning · Computer Science 2021-01-08 Liang Hu , Chengwei Wu , Wei Pan

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

We consider the problem of estimating the state of a noisy linear dynamical system when an unknown subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm, and derive (optimal) bounds on…

Optimization and Control · Mathematics 2016-11-17 Shaunak Mishra , Yasser Shoukry , Nikhil Karamchandani , Suhas Diggavi , Paulo Tabuada

Traditional state estimation (SE) methods that are based on nonlinear minimization of the sum of localized measurement error functionals are known to suffer from non-convergence and large residual errors. In this paper we propose an…

Systems and Control · Electrical Eng. & Systems 2020-09-01 Shimiao Li , Amritanshu Pandey , Soummya Kar , Larry Pileggi

This note proposes a data-driven output-feedback stabilizing policy iteration for unknown linear discrete-time systems with unmeasurable states. Existing policy iteration methods for optimal control must start from a stabilizing control…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Dongdong Li , Jiuxiang Dong
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