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For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…

Systems and Control · Computer Science 2016-06-21 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

In this paper, a purely measurement-based method is proposed to estimate the dynamic system state matrix by applying the regression theorem of the multivariate Ornstein-Uhlenbeck process. The proposed method employs a recursive algorithm to…

Signal Processing · Electrical Eng. & Systems 2019-05-29 Hao Sheng , Xiaozhe Wang

This article studies the problem of estimating the state variable of non-smooth subdifferential dynamics constrained in a bounded convex domain given some real-time observation. On the one hand, we show that the value function of the…

Optimization and Control · Mathematics 2025-02-04 Louis-Pierre Chaintron , Laurent Mertz , Philippe Moireau , Hasnaa Zidani

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

Path Planning for stochastic hybrid systems presents a unique challenge of predicting distributions of future states subject to a state-dependent dynamics switching function. In this work, we propose a variant of Model Predictive Path…

Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…

Robotics · Computer Science 2019-10-15 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

We propose a moving horizon estimation scheme for joint state and parameter estimation for nonlinear uncertain discrete-time systems. We establish robust exponential convergence of the combined estimation error subject to process…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Julian D. Schiller , Matthias A. Müller

The problem of finding a finite state symbolic model which is bisimilar to a hybrid dynamical system (HDS) and has the minimum number of states is considered. The considered class of HDS allows for discrete-valued inputs that only affect…

Systems and Control · Computer Science 2014-09-02 Babak Tavassoli

We extend the definition of a Stochastic Hybrid Automaton (SHA) to overcome limitations that make it difficult to use for on-line control. Since guard sets do not specify the exact event causing a transition, we introduce a clock structure…

Optimization and Control · Mathematics 2012-03-26 Ali Kebarighotbi , Christos G. Cassandras

Autonomous systems often operate in environments where the behavior of multiple agents is coordinated by a shared global state. Reliable estimation of the global state is thus critical for successfully operating in a multi-agent setting. We…

Robotics · Computer Science 2021-08-03 Shane Parr , Ishan Khatri , Justin Svegliato , Shlomo Zilberstein

In this paper, a hybrid measurement- and model-based method is proposed which can estimate the dynamic state Jacobian matrix in near real-time. The proposed method is computationally efficient and robust to the variation of network…

Systems and Control · Computer Science 2017-03-10 Xiaozhe Wang , Konstantin Turitsyn

This paper addresses the problem of resilient state estimation and attack reconstruction for bounded-error nonlinear discrete-time systems with nonlinear observations/ constraints, where both sensors and actuators can be compromised by…

Systems and Control · Electrical Eng. & Systems 2023-09-26 Mohammad Khajenejad , Zeyuan Jin , Thach Ngoc Dinh , Sze Zheng Yong

Parameters of the mathematical model describing many practical dynamical systems are prone to vary due to aging or renewal, wear and tear, as well as changes in environmental or service conditions. These variabilities will adversely affect…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Hang Geng , Mulugeta A. Haile , Huazhen Fang

We present an optimal control-based strategy to enhance the estimation of impulse-like disturbances in continuously monitored linear classical and quantum systems by exploiting non-equilibrium states. Using optimal estimation techniques for…

Quantum Physics · Physics 2026-05-13 Kaspar Schmerling , Andreas Kugi , Andreas Deutschmann-Olek

Accurate knowledge of the state variables in a dynamical system is critical for effective control, diagnosis, and supervision, especially when direct measurements of all states are infeasible. This paper presents a novel approach to…

Dynamical Systems · Mathematics 2025-07-10 Ayoub Farkane , Mohamed Boutayeb , Mustapha Oudani , Mounir Ghogho

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

This paper describes a method for the online state estimation of systems described by a general class of linear noncausal time-varying difference descriptor equations subject to uncertainties. The method is based on the notions of a linear…

Optimization and Control · Mathematics 2007-11-09 Serhiy M. Zhuk

Locomotion robots with active or passive compliance can show robustness to uncertain scenarios, which can be promising for agricultural, research and environmental industries. However, state estimation for these robots is challenging due to…

Robotics · Computer Science 2025-10-02 Valentin Yuryev , Max Polzin , Josie Hughes

This paper studies attack-resilient estimation of a class of switched nonlinear systems subject to stochastic noises. The systems are threatened by both of signal attacks and switching attacks. The problem is formulated as the joint…

Optimization and Control · Mathematics 2017-05-09 Hunmin Kim , Pinyao Guo , Minghui Zhu , Peng Liu

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

Machine Learning · Computer Science 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen
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