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The estimation of unknown parameters in nonlinear partial differential equations (PDEs) offers valuable insights across a wide range of scientific domains. In this work, we focus on estimating plant root parameters in the Richards equation,…

Methodology · Statistics 2025-10-28 Yumo Yang , Anass Ben Bouazza , Xuejun Dong , Quan Zhou

A computationally efficient method for online joint state inference and dynamical model learning is presented. The dynamical model combines an a priori known, physically derived, state-space model with a radial basis function expansion…

Systems and Control · Electrical Eng. & Systems 2021-07-12 Anton Kullberg , Isaac Skog , Gustaf Hendeby

In this paper, we consider distributed simultaneous state and parameter estimation for a class of nonlinear systems, for which the augmented model comprising both the states and the parameters is only partially observable. Specifically, we…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Siyu Liu , Xunyuan Yin , Jinfeng Liu , Feng Ding

We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…

Numerical Analysis · Mathematics 2019-03-22 Prashant Kumar , Carmen Rodrigo , Francisco J. Gaspar , Cornelis W. Oosterlee

In this paper, we address a partition-based distributed state estimation problem for large-scale general nonlinear processes by proposing a Kalman-based approach. First, we formulate a linear full-information estimation design within a…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Xiaojie Li , Adrian Wing-Keung Law , Xunyuan Yin

Monitoring moisture level of land in a large-scale plantation is tedious. The main objective of this project is to use a robotic kit in collaboration with the on-field moisture sensor circuits, thereby creating an efficient and economical…

Robotics · Computer Science 2026-05-12 Senthil Palanisamy , Akila I. S

In this work, we introduce a sample- and data-based moving horizon estimation framework for linear systems. We perform state estimation in a sample-based fashion in the sense that we assume to have only few, irregular output measurements…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Tobias M. Wolff , Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting and prediction of epidemics. Particle filters are a widely…

Statistics Theory · Mathematics 2025-03-21 E. Calvello , J. A. Carrillo , F. Hoffmann , P. Monmarché , A. M. Stuart , U. Vaes

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

The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…

Numerical Analysis · Mathematics 2019-10-02 Samuel Rudy , Steven Brunton , J. Nathan Kutz

In this paper we focus on the development of new methods suitable for efficient and reliable coarse-graining of {\it non-equilibrium} molecular systems. In this context, we propose error estimation and controlled-fidelity model reduction…

Computational Physics · Physics 2015-06-15 Markos A. Katsoulakis , Petr Plechac

Recursive estimation of nonlinear dynamical systems is an important problem that arises in several engineering applications. Consistent and accurate propagation of uncertainties is important to ensuring good estimation performance. It is…

Systems and Control · Computer Science 2016-03-16 Dilshad Raihan Akkam Veettil , Suman Chakravorty

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

We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…

Computation · Statistics 2021-03-24 Sara Pérez-Vieites , Joaquín Míguez

Nonlinear model predictive control has become a popular approach to deal with highly nonlinear and unsteady state systems, the performance of which can however deteriorate due to unaccounted uncertainties. Model predictive control is…

Optimization and Control · Mathematics 2021-03-02 Eric Bradford , Lars Imsland

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Hua Lan , Jinjie Hu , Zengfu Wang , Qiang Cheng

This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Jean-Sébastien Brouillon , Keith Moffat , Florian Dörfler , Giancarlo Ferrari-Trecate

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

Computation · Statistics 2019-05-22 Jian He , Asma Khedher , Peter Spreij

The Kalman filter and Rauch-Tung-Striebel (RTS) smoother are optimal for state estimation in linear dynamic systems. With nonlinear systems, the challenge consists in how to propagate uncertainty through the state transitions and output…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Simon Kuang , Xinfan Lin

The Richards equation, a nonlinear elliptic parabolic equation, is widely used to model infiltration in porous media. We develop a finite element method for solving the Richards equation by introducing a new bounded auxiliary variable to…

Numerical Analysis · Mathematics 2025-10-16 Abderrahmane Benfanich , Yves Bourgault , Abdelaziz Beljadid