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We study the problem of designing interval-valued observers that simultaneously estimate the system state and learn an unknown dynamic model for partially unknown nonlinear systems with dynamic unknown inputs and bounded noise signals.…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Mohammad Khajenejad , Zeyuan Jin , Sze Zheng Yong

We propose a framework for inversion-based estimation of certain categories of faults in discrete-time linear systems. The fault signal, as an unknown input, is reconstructed from its projections onto two subspaces. One projection is…

Systems and Control · Computer Science 2019-02-26 Esmaeil Naderi , Khashayar Khorasani

In this paper, an attack-resilient estimation algorithm is presented for linear discrete-time stochastic systems with state and input constraints. It is shown that the state estimation errors of the proposed estimation algorithm are…

Optimization and Control · Mathematics 2019-03-21 Wenbin Wan , Hunmin Kim , Naira Hovakimyan , Petros G. Voulgaris

A simultaneous mode, input and state set-valued observer is proposed for hidden mode switched linear systems with bounded-norm noise and unknown input signals. The observer consists of two constituents: (i) a bank of mode-matched observers…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Mohammad Khajenejad , Sze Zheng Yong

This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…

Methodology · Statistics 2020-06-11 Toni Karvonen , Silvère Bonnabel , Eric Moulines , Simo Särkkä

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

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…

Systems and Control · Electrical Eng. & Systems 2020-02-13 Mohammad Khajenejad , Sze Zheng Yong

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…

Optimization and Control · Mathematics 2010-03-16 Sergiy Zhuk

The unknown inputs in a dynamical system may represent unknown external drivers, input uncertainty, state uncertainty, or instrument faults and thus unknown-input reconstruction has several wide-spread applications. In this paper we…

Optimization and Control · Mathematics 2015-09-22 Roshan A Chavan , Harish J. Palanthandalam-Madapusi

This paper deals with the state estimation of linear time-invariant systems using distributed observers with local sampled-data measurement and aperiodic communication. Each observer agent perceives partial information of the system to be…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Shimin Wang , Ya-Jun Pan , Martin Guay

The state estimation of continuous-time nonlinear systems in which a subset of sensor outputs can be maliciously controlled through injecting a potentially unbounded additive signal is considered in this paper. Analogous to our earlier work…

Optimization and Control · Mathematics 2020-08-31 Michelle S. Chong , Henrik Sandberg , Joao P. Hespanha

In this paper, approximate Linear Minimum Variance (LMV) filters for continuous-discrete state space models are introduced. The filters are obtained by means of a recursive approximation to the predictions for the first two moments of the…

Optimization and Control · Mathematics 2013-12-18 Juan Carlos Jimenez

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

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

This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…

Statistics Theory · Mathematics 2021-07-12 Qizhu Liang , Jie Xiong , Xingqiu Zhao

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

This work presents a notion of strong detectability for linear time varying systems affected by unknown inputs. It is shown that this notion is equivalent to detectability of an auxiliary system without unknown inputs. This allows a…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Markus Tranninger , Richard Seeber , Juan G. Rueda-Escobedo , Martin Horn

This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Kaijian Hu , Tao Liu

The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao