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Exponentially stable extended adaptive observer is proposed for a class of linear time-invariant systems with unknown parameters and overparameterization. It allows one to reconstruct unmeasured states and bounded external disturbance…

Systems and Control · Electrical Eng. & Systems 2023-01-19 Anton Glushchenko , Konstantin Lastochkin

We propose globally exponentially convergent continuous observers for invariant kinematic systems on finite-dimensional matrix Lie groups. Such an observer estimates, from measurements of landmarks, vectors and biased velocity, both the…

Optimization and Control · Mathematics 2019-09-24 Dong Eui Chang

The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors…

Numerical Analysis · Mathematics 2019-06-26 Nikolas Nüsken , Sebastian Reich , Paul J. Rozdeba

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…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Mohammad Khajenejad , Zeyuan Jin

In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…

Optimization and Control · Mathematics 2016-11-17 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

In this paper we propose a new observer design technique for nonlinear systems. It combines the well-known Kazantzis-Kravaris-Luenberger observer and the recently introduced parameter estimation-based observer, which become special cases of…

Systems and Control · Computer Science 2018-07-12 Bowen Yi , Romeo Ortega , Weidong Zhang

This paper deals with the problem of full state estimation for vehicles navigating in a three dimensional space. We assume that the vehicle is equipped with an Inertial Measurement Unit (IMU) providing body-frame measurements of the angular…

Optimization and Control · Mathematics 2021-02-01 Soulaimane Berkane , Abdelhamid Tayebi , Simone de Marco

We present the first solution to the problem of estimation of the state of multimachine power systems with lossy transmission lines. We consider the classical three-dimensional \fluxdecay" model of the power system and assume that the…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Alexey Bobtsov , Romeo Ortega , Nikolay Nikolaev , Johannes Schiffer

We consider two nonlinear state estimation problems in a setting where an extended Kalman filter receives measurements from two sets of sensors via two channels (2C). In the stochastic-2C problem, the channels drop measurements…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Vicu-Mihalis Maer , Zsofia Lendek , Stefan Pirje , Domagoj Tolic , Antun Djuras , Vicko Prkacin , Ivana Palunko , Lucian Busoniu

This paper gives an overview of parameter estimation and system identification for quantum input-output systems by continuous observation of the output field. We present recent results on the quantum Fisher information of the output with…

Quantum Physics · Physics 2022-05-25 Hendra I. Nurdin , Madalin Guţǎ

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…

Optimization and Control · Mathematics 2016-11-18 Michelle S. Chong , Dragan Nešić , Romain Postoyan , Levin Kuhlmann

The problem of state estimation has a long history with many successful algorithms that allow analytical derivation or approximation of posterior filtering distribution given the noisy observations. This report tries to conclude previous…

Machine Learning · Computer Science 2025-01-06 Nikita Kostin

This paper presents a generic motion model to capture mobile robots' dynamic behaviors (translation and rotation). The model is based on statistical models driven by white random processes and is formulated into a full state estimation…

Robotics · Computer Science 2020-10-14 Wei Xu , Dongjiao He , Yixi Cai , Fu Zhang

A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…

Systems and Control · Computer Science 2016-11-17 Tong Zhou

This article presents an up-to-date tutorial review of nonlinear Bayesian estimation. State estimation for nonlinear systems has been a challenge encountered in a wide range of engineering fields, attracting decades of research effort. To…

Systems and Control · Computer Science 2017-12-15 Huazhen Fang , Ning Tian , Yebin Wang , MengChu Zhou , Mulugeta A. Haile

Problem of adaptive state observer synthesis for linear time-varying (LTV) system with unknown time-varying parameter and delayed output measurements is considered. State observation problem has attracted the attention of many researchers…

Dynamical Systems · Mathematics 2022-07-26 Alexey Bobtsov , Nikolay Nikolaev , Olga Slita , Olga Kozachek

In this paper we propose a new state observer design technique for nonlinear systems. It consists of an extension of the recently introduced parameter estimation-based observer, which is applicable for systems verifying a particular…

Dynamical Systems · Mathematics 2020-11-16 Romeo Ortega , Alexey Bobtsov , Nikolay Nikolaev , Johannes Schiffer , Denis Dochain

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…

Optimization and Control · Mathematics 2025-03-12 Judicaël Mohet , Alexandre Mauroy , Joseph J. Winkin

This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

This paper reports on developing a real-time invariant proprioceptive robot state estimation framework called DRIFT. A didactic introduction to invariant Kalman filtering is provided to make this cutting-edge symmetry-preserving approach…

Robotics · Computer Science 2024-02-22 Tzu-Yuan Lin , Tingjun Li , Wenzhe Tong , Maani Ghaffari