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In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is a unnormalized probability density function of the filter…

Numerical Analysis · Mathematics 2022-11-29 Fengshan Zhang , Yongkui Zou , Shimin Chai , Yanzhao Cao

The problem of finite/fixed-time cooperative state estimation is considered for a class of quasilinear systems with nonlinearities satisfying a H\"older condition. A strongly connected nonlinear distributed observer is designed under the…

Optimization and Control · Mathematics 2024-07-09 Min Li , Andrey Polyakov , Siyuan Wang , Gang Zheng

In this paper we present a general tool to handle the presence of zero dynamics which are asymptotically but not locally exponentially stable in problems of robust nonlinear stabilization by output feedback. We show how it is possible to…

Optimization and Control · Mathematics 2008-10-03 L. Marconi , L. Praly , A. Isidori

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

This paper provides a comprehensive analysis of the design of optimal structured and sparse $H_\infty$ controllers for continuous-time linear time-invariant (LTI) systems. Three problems are considered. First, designing the sparsest…

Optimization and Control · Mathematics 2025-05-07 Zhaohua Yang , Pengyu Wang , Haishan Zhang , Shiyue Jia , Nachuan Yang , Yuxing Zhong , Ling Shi

This paper mainly discusses the $H_{\infty}$ filtering of general nonlinear discrete time-varying stochastic systems. A nonlinear discrete-time stochastic bounded real lemma (SBRL) is firstly obtained by means of the smoothness of the…

Optimization and Control · Mathematics 2018-12-21 Tianliang Zhang , Feiqi Deng , Weihai Zhang

The development of efficient and robust dynamic models is fundamental in the field of systems and control engineering. In this paper, a new formulation for the dynamic model of nonlinear mechanical systems, that can be applied to different…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Davide Tebaldi , Roberto Zanasi

This paper addresses the problems of stabilization, robust control, and observer design for nonlinear systems. We build upon recently a proposed method based on contraction theory and convex optimization, extending the class of systems to…

Optimization and Control · Mathematics 2014-09-29 Ian R. Manchester , Jean-Jacques E. Slotine

Linear time-periodic (LTP) dynamical systems frequently appear in the modeling of phenomena related to fluid dynamics, electronic circuits, and structural mechanics via linearization centered around known periodic orbits of nonlinear…

Numerical Analysis · Mathematics 2017-06-13 Caleb C. Magruder , Serkan Gugercin , Christopher A. Beattie

The relative degree limitation for adaptive observer-based synchronization schemes is overcome. The scheme is extended to nonpassifiable systems. Two synchronization methods are described and justified based on augmented error adaptive…

Optimization and Control · Mathematics 2007-05-23 V. O. Nikiforov , A. L. Fradkov , B. R. Andrievsky

The dynamic mode decomposition (DMD) is a data-driven method used for identifying the dynamics of complex nonlinear systems. It extracts important characteristics of the underlying dynamics using measured time-domain data produced either by…

Numerical Analysis · Mathematics 2020-11-24 Ion Victor Gosea , Igor Pontes Duff

This paper focuses on the data-driven optimal structured controller design for discrete-time linear time-invariant (LTI) systems, considering both the $H_2$ performance and the $H_\infty$ performance. Specifically, we consider three…

Optimization and Control · Mathematics 2026-03-03 Zhaohua Yang , Yuxing Zhong , Nachuan Yang , Xiaoxu Lyu , Ling Shi

We provide two solutions to the heretofore open problem of stabilization of systems with arbitrarily long delays at the input and output of a nonlinear system using output feedback only. Both of our solutions are global, employ the…

Optimization and Control · Mathematics 2011-08-24 Iasson Karafyllis , Miroslav Krstic

This paper presents an ellipsoidal set-theoretic framework for robust safety filter synthesis in constrained linear systems subject to additive bounded disturbances and input constraints. We formulate the safety filter design as a convex…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Reza Pordal , Alireza Sharifi , Ali Baniasad

In this article, we complement recent results on the convergence of the state estimate obtained by applying the discrete-time Kalman filter on a time-sampled continuous-time system. As the temporal discretization is refined, the estimate…

Optimization and Control · Mathematics 2015-12-09 Atte Aalto

This paper investigates a new method for consensus in a group of nonlinear complex multi-agent systems using fixed-order non-fragile dynamic output feedback controller, via an LMI approach. The proposed scheme is decentralized in the sense…

Optimization and Control · Mathematics 2015-01-21 Amir Amini , Ali Azarbahram , Mahdi Sojoodi

We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be…

Optimization and Control · Mathematics 2024-04-11 Andrea Simonetto , Paolo Massioni

This paper discusses stability and robustness properties of a recently proposed observer algorithm for linear time varying systems. The observer is based on the approximation and subsequent modification of the non-negative Lyapunov…

Optimization and Control · Mathematics 2018-09-19 Markus Tranninger , Sergiy Zhuk , Martin Steinberger , Leonid Fridman , Martin Horn

This paper deals with designing a robust fixed-order dynamic output feedback controller for uncertain fractional order linear time invariant (FO-LTI) systems by means of linear matrix inequalities (LMIs). Our purpose is to design a low…

Optimization and Control · Mathematics 2018-02-22 Pouya Badri , Mahdi Sojoodi

We consider the problem of distributed state estimation of a linear time-invariant (LTI) system by a network of sensors. We develop a distributed observer that guarantees asymptotic reconstruction of the state for the most general class of…

Systems and Control · Computer Science 2017-04-27 Aritra Mitra , Shreyas Sundaram
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