Related papers: Localised sequential state estimation for advectio…
Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…
The sustainability of modern cities highly depends on efficient water distribution management, including effective pressure control and leak detection and localization. Accurate information about the network hydraulic state is therefore…
This paper presents a new recursive information consensus filter for decentralized dynamic-state estimation. No structure is assumed about the topology of the network and local estimators are assumed to have access only to local…
The initialization of the state estimation in a localization scenario based on ranging and dead reckoning is studied. Specifically, we start with a cooperative localization setup and consider the problem of recursively arriving at a…
The problem of effectively combining data with a mathematical model constitutes a major challenge in applied mathematics. It is particular challenging for high-dimensional dynamical systems where data is received sequentially in time and…
Inferring unknown initial states in shock-dominated compressible flows from sparse and noisy measurements is a challenging ill-posed inverse problem due to nonlinear wave interactions and limited sensing. In this work, we develop a…
We present an estimator-based control design procedure for flow control, using reduced-order models of the governing equations, linearized about a possibly unstable steady state. The reduced models are obtained using an approximate balanced…
We demonstrate that a knowledge of the density-of-states and the eigenstates of a random system without gain, in conjunction with the frequency profile of the gain, can accurately predict the mode that will lase first. Its critical pumping…
This paper studies the state estimation problem of linear discrete-time systems with stochastic unknown inputs. The unknown input is a wide-sense stationary process while no other prior informaton needs to be known. We propose an…
In this paper, we present a new self-supervised scene flow estimation approach for a pair of consecutive point clouds. The key idea of our approach is to represent discrete point clouds as continuous probability density functions using…
State estimation is key to both analyzing physical mechanisms and enabling real-time control of fluid flows. A common estimation approach is to relate sensor measurements to a reduced state governed by a reduced-order model (ROM). (When…
Optimal state estimation for linear discrete-time systems is considered. Motivated by the literature on differential privacy, the measurements are assumed to be corrupted by Laplace noise. The optimal least mean square error estimate of the…
This work aims to introduce a heuristic timestep-adaptive algorithm for Computational Fluid Dynamics (CFD) and Fluid-Structure Interaction (FSI) problems where the flow is dominated by the pressure. In such scenarios, many time-adaptive…
In this paper, we consider a non-local (in time) two-phase flow model. The non-locality is introduced through the wettability alteration induced dynamic capillary pressure function. We present a monotone fixed-point iterative linearization…
Advection-dominated dynamical systems, characterized by partial differential equations, are found in applications ranging from weather forecasting to engineering design where accuracy and robustness are crucial. There has been significant…
Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…
We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…
In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…
This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…
Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…