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This paper proposes an Extended-Kalman-Filter-like observer for parameter estimation during synchronization of chaotic systems. The exponential stability of the observer is guaranteed by a persistent excitation condition. This approach is…

Chaotic Dynamics · Physics 2017-06-21 L. Torres

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Lili Wang , Ji Liu , Brian B. O. Anderson , A. Stephen Morse

We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Wolfgang A. Rolke , Angel M. López

This article investigates stochastic epidemic models with partial information and addresses the estimation of current values of not directly observable states. The latter is also called nowcasting and related to the so-called "dark figure"…

Populations and Evolution · Quantitative Biology 2025-06-03 Florent Ouabo Kamkumo , Ibrahim Mbouandi Njiasse , Ralf Wunderlich

While the design of automated knowledge-based sensor scheduling is relevant to many multi-target detection and tracking problems, tracking algorithms are rarely built for this purpose and their outputs provide little flexibility for the…

Applications · Statistics 2016-07-13 Emmanuel Delande , Jeremie Houssineau , Daniel E. Clark

With the advancement of IoT technologies and the rapid expansion of cyber-physical systems, there is increasing interest in distributed state estimation, where multiple sensors collaboratively monitor large-scale dynamic systems. Compared…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Ruixuan Zhao , Guitao Yang , James Fleming , Boli Chen

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

In this paper, we investigate the inconsistency problem arising from observability mismatch that frequently occurs in nonlinear systems such as multi-robot cooperative localization and simultaneous localization and mapping. For a general…

Robotics · Computer Science 2025-02-10 Ning Hao , Chungeng Tian , Fenghua He

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Machine Learning · Computer Science 2025-06-16 Aamir Hussain Chughtai

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…

Machine Learning · Computer Science 2025-01-06 Nikita Kostin

Most identification laws of unknown parameters of linear regression equations (LRE) ensure only boundedness of a parametric error in the presence of additive perturbations, which is almost always unacceptable for practical scenarios. In…

Systems and Control · Electrical Eng. & Systems 2024-02-05 Anton Glushchenko , Konstantin Lastochkin

This paper deals with the problem of finite-time learning for unknown discrete-time nonlinear systems' dynamics, without the requirement of the persistence of excitation. Two finite-time concurrent learning methods are presented to…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Farzaneh Tatari , Christos Panayiotou , Marios Polycarpou

This paper investigates the problem of functional state estimation for linear time-delay systems in which the delay affecting the state evolution differs from the delay affecting the output measurements. While existing observer designs…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Hieu Trinh , Phan Thanh Nam , Tyrone Fernando

We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…

Computation · Statistics 2015-03-13 Daniel Yekutieli

For additive actuator and sensor faults, we propose a systematic method to design a state-space fault estimation filter directly from Markov parameters identified from fault-free data. We address this problem by parameterizing a…

Systems and Control · Computer Science 2017-08-31 Yiming Wan , Tamas Keviczky , Michel Verhaegen

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

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

This paper presents adaptive observers for online state and parameter estimation of a class of nonlinear systems motivated by biophysical models of neuronal circuits. We first present a linear-in-the-parameters design that solves a…

Systems and Control · Electrical Eng. & Systems 2024-02-19 Thiago B. Burghi , Rodolphe Sepulchre

This work provides a framework for nonlinear model-free control of systems with unknown input-output dynamics, but outputs that can be controlled by the inputs. This framework leads to real-time control of the system such that a feasible…

Systems and Control · Electrical Eng. & Systems 2019-08-13 Amit K. Sanyal
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