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Related papers: An Extended Kalman Filter for Data-enabled Predict…

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As a useful and efficient alternative to generic model-based control scheme, data-driven predictive control is subject to bias-variance trade-off and is known to not perform desirably in face of uncertainty. Through the connection between…

Optimization and Control · Mathematics 2025-05-26 Malika Sader , Yibo Wang , Dexian Huang , Chao Shang , Biao Huang

The Ensemble Kalman Filter method can be used as an iterative particle numerical scheme for state dynamics estimation and control--to--observable identification problems. In applications it may be required to enforce the solution to satisfy…

Numerical Analysis · Mathematics 2020-08-26 Michael Herty , Giuseppe Visconti

We investigate a control technique for spatially extended systems combining spatial filtering with a previously studied form of time-delay feedback. The scheme is naturally suited to real-time control of optical systems. We apply the…

Kalman Filters are one of the most influential models of time-varying phenomena. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption in a variety of disciplines. Motivated by…

Machine Learning · Statistics 2015-11-26 Rahul G. Krishnan , Uri Shalit , David Sontag

The extended Kalman filter is perhaps the most standard tool to estimate in real time the state of a dynamical system from noisy measurements of some function of the system, with extensive practical applications (such as position tracking…

Optimization and Control · Mathematics 2019-01-04 Yann Ollivier

This paper studies an output feedback stabilization control framework for discrete-time linear systems with stochastic dynamics determined by an independent and identically distributed (i.i.d.) process. The controller is constructed with an…

Systems and Control · Computer Science 2019-04-11 Yohei Hosoe , Dimitri Peaucelle

Many systems are subject to periodic disturbances and exhibit repetitive behaviour. Model-based repetitive control employs knowledge of such periodicity to attenuate periodic disturbances and has seen a wide range of successful industrial…

Systems and Control · Electrical Eng. & Systems 2024-08-28 Rogier Dinkla , Tom Oomen , Sebastiaan Mulders , Jan-Willem van Wingerden

Autonomous platforms require accurate positioning to complete their tasks. To this end, a Kalman filter-based algorithms, such as the extended Kalman filter or invariant Kalman filter, utilizing inertial and external sensor fusion are…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Barak Diker , Itzik Klein

Vehicle state estimation presents a fundamental challenge for autonomous driving systems, requiring both physical interpretability and the ability to capture complex nonlinear behaviors across diverse operating conditions. Traditional…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Farid Mafi , Ladan Khoshnevisan , Mohammad Pirani , Amir Khajepour

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

Systems and Control · Computer Science 2018-07-20 Bo Chen , Guoqiang Hu , Daniel W. C. Ho , Li Yu

In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Johannes Teutsch , Sebastian Kerz , Tim Brüdigam , Dirk Wollherr , Marion Leibold

Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…

Systems and Control · Computer Science 2013-04-11 Greg Hager , Max Mintz

This paper compares data-driven predictive control strategies by examining their theoretical foundations, assumptions, and applications. The three most widely recognized and consequential methods, Data Enabled Predictive Control,…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Sohrab Rezaei , Ali Khaki-Sedigh

Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Suryasnata Dash , Abhishek Dey

This paper aims to introduce an application to Kalman Filtering Theory, which is rather unconventional. Recent experiments have shown that many natural phenomena, especially from ecology or meteorology, could be monitored and predicted more…

General Literature · Computer Science 2017-03-22 Dan Stefanoiu , Janetta Culita

Matrix factorization from a small number of observed entries has recently garnered much attention as the key ingredient of successful recommendation systems. One unresolved problem in this area is how to adapt current methods to handle…

Machine Learning · Computer Science 2012-08-07 John Z. Sun , Kush R. Varshney , Karthik Subbian

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

Online estimation of electromechanical oscillation parameters provides essential information to prevent system instability and blackout and helps to identify event categories and locations. We formulate the problem as a state space model…

Optimization and Control · Mathematics 2017-06-19 Zhe Yu , Di Shi , Zhiwei Wang , Qibing Zhang , Junhui Huang , Sen Pan

Optimal decision-making under partial observability requires reasoning about the uncertainty of the environment's hidden state. However, most reinforcement learning architectures handle partial observability with sequence models that have…

Machine Learning · Computer Science 2025-02-20 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

This paper addresses data-driven control of continuous-time systems. We develop a framework based on synthesis operators associated with input and state trajectories. A key advantage of the proposed method is that it does not require the…

Optimization and Control · Mathematics 2025-11-27 Masashi Wakaiki