Related papers: Offline state estimation for hybrid systems via no…
The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…
We consider the problem of estimating a vector of unknown constant parameters for a class of hybrid dynamical systems -- that is, systems whose state variables exhibit both continuous (flow) and discrete (jump) evolution. Using a hybrid…
Non-equilibrium steady states are a focal point of research in the study of open quantum systems. Previous variational algorithms for searching these steady states have suffered from resource-intensive implementations due to vectorization…
A practical challenge for structural estimation is the requirement to accurately minimize a sample objective function which is often non-smooth, non-convex, or both. This paper proposes a simple algorithm designed to find accurate solutions…
We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…
This paper proposes a method for set-valued state estimation of nonlinear, discrete-time systems. This is achieved by combining graphs of functions representing system dynamics and measurements with the hybrid zonotope set representation…
A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition…
This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…
We propose a moving horizon estimation scheme to estimate the states and the unknown constant parameters of general nonlinear uncertain discrete-time systems. The proposed framework and analysis explicitly do not involve the a priori…
In this paper, we propose a filtering algorithm for simultaneously estimating the mode, input and state of hidden mode switched linear stochastic systems with unknown inputs. Using a multiple-model approach with a bank of linear input and…
We present a hybrid scheme for the parameter and state estimation of nonlinear continuous-time systems, which is inspired by the supervisory setup used for control. State observers are synthesized for some nominal parameter values and a…
We propose a moving horizon estimation scheme for estimating the states and time-varying parameters of nonlinear systems. We consider the case where observability of the parameters depends on the excitation of the system and may be absent…
Various neural network architectures are used in many of the state-of-the-art approaches for real-time nonlinear state estimation in dynamical systems. With the ever-increasing incorporation of these data-driven models into the estimation…
In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…
This paper discusses a general framework for designing robust state estimators for a class of discrete-time nonlinear systems. We consider systems that may be impacted by impulsive (sparse but otherwise arbitrary) measurement noise…
Various methods are nowadays available to design observers for broad classes of systems, where the primary focus is on establishing the convergence of the estimated states. Nevertheless, the question of the tuning of the observer to achieve…
A novel method for the numerical prediction of the slowly varying dynamics of nonlinear mechanical systems has been developed. The method is restricted to the regime of an isolated nonlinear mode and consists of a two-step procedure: In the…
A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…
We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…
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…