Related papers: A Parameter Estimation Approach to State Observati…
We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…
Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…
This paper proposes a novel approach for designing functional observers for nonlinear systems, with linear error dynamics and assignable poles. Sufficient conditions for functional observability are first derived, leading to functional…
The input-parameter-state estimation capabilities of a novel unscented Kalman filter is examined herein on both linear and nonlinear systems. The unknown input is estimated in two stages within each time step. Firstly, the predicted dynamic…
A symmetry-preserving, reduced-order state observer is presented for the unmeasured part of a system's state, where the nonlinear system dynamics exhibit symmetry under the action of a Lie group. Leveraging this symmetry with a moving…
This paper describes a state estimation approach for non-causal time-varying linear descriptor equations with uncertain parameters. The uncertainty in the state equation and in the measurements is supposed to admit a set-membership…
The problem of state reconstruction and estimation is considered for a class of switched dynamical systems whose subsystems are modeled using linear differential-algebraic equations (DAEs). Since this system class imposes time-varying…
This work introduces a non-intrusive model reduction approach for learning reduced models from partially observed state trajectories of high-dimensional dynamical systems. The proposed approach compensates for the loss of information due to…
In this paper we propose a method to estimate the initial state of a linear dynamical system with noisy observation. The method allows the user to have estimations in real time, that is, to have a new estimation for each new observation.…
This paper presents results on the solvability of the observer design problem for general nonlinear triangular systems with inputs, under weak observability assumptions. The local state estimation is exhibited by means of a delayed…
This article focuses on the development of functional unknown input observers for systems with arbitrary relative degree. Two distinct approaches are presented to address this challenge. The first approach is tailored to a class of…
This paper examines model parameter estimation in dynamic power systems whose governing electro-mechanical equations are ill-conditioned or singular. This ill-conditioning is because of converter-interfaced power systems generators' zero or…
In this paper, we propose a semi-parametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear…
This paper deals with diagnosability of discrete-time nonlinear systems with unknown inputs and quantized outputs. We propose a novel notion of diagnosability that we term approximate diagnosability, corresponding to the possibility of…
This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…
This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…
Identifying dynamical systems from experimental data is a notably difficult task. Prior knowledge generally helps, but the extent of this knowledge varies with the application, and customized models are often needed. Neural ordinary…
We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…
The problem of state estimation has a long history with many successful algorithms that allow analytical derivation or approximation of posterior filtering distribution given the noisy observations. This report tries to conclude previous…
In several model-based system maintenance problems, parameters are used to represent unknown characteristics of a component, equipment degradation, etc. This allows for modelling constant, slow-varying terms. The identifiability of these…