Related papers: Iterative observer-based state and parameter estim…

We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesian inference as a sequence of entropic trust-region updates…

Nonlinear optimisation techniques are commonly employed to minimise complex cost functions, with their effectiveness determined largely by the structure of the underlying error landscape. These methods require initial parameter values, and…

Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facing nonlinear systems, Gaussian filters such as extended…

Identifying parameters in a system of nonlinear, ordinary differential equations is vital for designing a robust controller. However, if the system is stochastic in its nature or if only noisy measurements are available, standard…

With the increased penetrations of distributed energy resources (DERs), the need for integrated transmission and distribution system analysis (T&D) is imperative. This paper presents an integrated unbalanced T&D analysis framework using an…

Multi-sensor state space models underpin fusion applications in networks of sensors. Estimation of latent parameters in these models has the potential to provide highly desirable capabilities such as network self-calibration. Conventional…

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

This paper considers the problem of simultaneous estimation of the attitude, position and linear velocity for vehicles navigating in a three-dimensional space. We propose two types of hybrid nonlinear observers using continuous angular…

In this paper, we present a state-feedback controller design method for bilinear systems. To this end, we write the bilinear system as a linear fractional representation by interpreting the state in the bilinearity as a structured…

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…

Problem of adaptive state observer synthesis for linear time-varying (LTV) system with unknown time-varying parameter and delayed output measurements is considered. State observation problem has attracted the attention of many researchers…

This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…

This paper presents a Bayesian method for identification of jump Markov linear system parameters. A primary motivation is to provide accurate quantification of parameter uncertainty without relying on asymptotic in data-length arguments. To…

While nonlinear stochastic partial differential equations arise naturally in spatiotemporal modeling, inference for such systems often faces two major challenges: sparse noisy data and ill-posedness of the inverse problem of parameter…

This paper investigates the simultaneous identification of a spatially dependent potential and the initial condition in a subdiffusion model based on two terminal observations. The existence, uniqueness, and conditional stability of the…

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

This paper presents an algorithm for iterative joint channel parameter (carrier phase, Doppler shift and Doppler rate) estimation and decoding of transmission over channels affected by Doppler shift and Doppler rate using a distributed…

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

This paper proposes a linear input-output observer design methodology for a population of systems in which each observer uses knowledge of the linear time-invariant dynamics of the particular device. Observers are typically composed of a…