Related papers: Observability and State Estimation for a Class of …

In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…

We study the state estimation problem for linear control systems with quadratic outputs which are locally unobservable at the equilibrium. We show that, despite this inherent lack of observability, an adversary with sensor read and write…

A nonlinear partial differential equation is a nonlinear relationship between an unknown function and how it changes due to two or more input variables. A numerical method reduces such an equation to arithmetic for quick visualization, but…

This paper introduces a new nonlinear observer for state estimation of linear time invariant systems. The proposed observer contains a (nonlinear) cubic term in its error dynamics. "For the final version of this article, please refer to the…

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Precision control of a quantum system requires accurate determination of the effective system Hamiltonian. We develop a method for estimating the Hamiltonian parameters for some unknown two-state system and providing uncertainty bounds on…

The stabilization of nonautonomous parabolic equations is achieved by feedback inputs tuning a finite number of actuators, where it is assumed that the input is subject to a time delay. To overcome destabilizing effects of the time delay,…

Reparable systems are systems that are characterized by their ability to undergo maintenance actions when failures occur. These systems are often described by transport equations, all coupled through an integro-differential equation. In…

In this note, we propose a novel approach for a class of autonomous dynamical systems that allows, given some observations of the solutions, to identify its parameters and reconstruct the state vector. This approach relies on proving the…

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…

In this paper, the robust stability and convergence to the true state of moving horizon estimator based on an adaptive arrival cost are established for nonlinear detectable systems. Robust global asymptotic stability is shown for the case…

The duality between controllability and observability enables methods developed for full-state control to be applied to full-state estimation, and vice versa. In applications in which control or estimation of all state variables is…

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

The internal state of a dynamical system, a set of variables that defines its evolving configuration, is often hidden and cannot be fully measured, posing a central challenge for real-time monitoring and control. While observers are…

This work addresses the exact characterization of the covariance dynamics related to linear discrete-time systems subject to both additive and parametric stochastic uncertainties that are potentially unbounded. Using this characterization,…

We study controlled systems which are uniformly observable and differentially observable with an order larger than the system state dimension. We establish that they may be transformed into a (partial) triangular canonical form but with…

The stabilization of nonlinear systems under zero-state-detectability assumption or its analogues is considered. The proposed supervisory control provides a finite time practical stabilization of output and it is based on uniting local and…

This paper studies the problem of state estimation for linear time-invariant descriptor systems in their most general form. The estimator is a system of ordinary differential equations (ODEs). We introduce the notion of partial causal…

In this paper, we derive a boundary and an internal observability inequality for stochastic hyperbolic equations with nonsmooth lower order terms. The required inequalities are obtained by global Carleman estimate for stochastic hyperbolic…

The entanglement produced by a bilinear Hamiltonian in continuous variables has been thoroughly studied and widely used. In contrast, the physics of entanglement resulting from nonlinear interaction described by partially degenerate…