Related papers: A Dual Characterization of Observability for Stoch…
Output-Feedback Stochastic Model Predictive Control based on Stochastic Optimal Control for nonlinear systems is computationally intractable because of the need to solve a Finite Horizon Stochastic Optimal Control Problem. However, solving…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…
This work proposes a detectability condition for linear time-varying systems based on the exponential dichotomy spectrum. The condition guarantees the existence of an observer, whose gain is determined only by the unstable modes of the…
We study the evolution of observables of dynamical systems. For linear systems, we show that observables satisfy a closed differential equation whose minimal order is determined by the dynamical system and observation operator. This yields…
Duality between estimation and control is a foundational concept in Control Theory. Most students learn about the elementary duality -- between observability and controllability -- in their first graduate course in linear systems theory.…
A simply structured distributed observer is described for estimating the state of a continuous-time, jointly observable, input-free, linear system whose sensed outputs are distributed across a time-varying network. It is explained how to…
Several concepts on the measure of observability, reachability, and robustness are defined and illustrated for both linear and nonlinear control systems. Defined by using computational dynamic optimization, these concepts are applicable to…
Consider an n-dimensional linear system where it is known that there are at most k<n non-zero components in the initial state. The observability problem, that is the recovery of the initial state, for such a system is considered. We obtain…
Duality of control and estimation allows mapping recent advances in data-guided control to the estimation setup. This paper formalizes and utilizes such a mapping to consider learning the optimal (steady-state) Kalman gain when process and…
The Koopman operator approach to the state estimation problem for nonlinear systems is a promising research area. The main goal of this paper is an attempt to provide a rigorous theoretical framework for this approach. In particular, the…
Multistability, the coexistence of multiple stable states, is a cornerstone of nonlinear dynamical systems, governing their equilibrium, tunability, and emergent complexity. Recently, the concept of hidden multistability, where certain…
The problem of exact observability is analyzed for a wide class of neutral type systems by an infinite dimensional approach. The duality with the exact controllabil-ity problem is the main tool. It is based on an explicit expression of a…
This paper studies the robustness of observability of a linear time-invariant system under sensor failures from a computational perspective. To be precise, the problem of determining the minimum number of sensors whose removal can destroy…
This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…
State-space models are dynamical systems defined by a latent and an observed process. In ecology, stochastic state-space models in discrete time are most often used to describe the imperfectly observed dynamics of population sizes or animal…
The reduced density matrix that characterises the state of an open quantum system is a projection from the full density matrix of the quantum system and its environment, and there are many full density matrices consistent with a given…
Observability is a fundamental structural property of any dynamic system and describes the possibility of reconstructing the state that characterizes the system from observing its inputs and outputs. Despite the huge effort made to study…
In this paper we propose a new observability property for nonautonomous linear control systems in finite dimension: the nonuniform complete observability, which is more general than the uniform complete observability. A dual relationship is…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
We define observability and detectability for linear switching systems as the possibility of reconstructing and respectively of asymptotically reconstructing the hybrid state of the system from the knowledge of the output for a suitable…