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Accurate state and uncertainty estimation is imperative for mobile robots and self driving vehicles to achieve safe navigation in pedestrian rich environments. A critical component of state and uncertainty estimation for robot navigation is…

Robotics · Computer Science 2021-04-08 Kapil D. Katyal , I-Jeng Wang , Gregory D. Hager

We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…

Systems and Control · Computer Science 2017-05-18 Lorenzo Ferrari , Qing Zhao , Anna Scaglione

When designing optimal controllers for any system, it is often the case that the true state of the system is unknown to the controller, for example due to noisy measurements or partially observable states. Incomplete state information must…

Optimization and Control · Mathematics 2014-01-23 Kendra Lesser , Meeko Oishi

This paper presents a robust non-linear state estimator for autonomous surface vehicles, where the movement is restricted to the horizontal plane. It is assumed that only the vehicle position and orientation can be measured, being the…

Systems and Control · Electrical Eng. & Systems 2024-02-07 Guillermo Bejarano , Sufiyan N-Yo , Luis Orihuela

Accurate power system state estimation (PSSE) is an essential prerequisite for reliable operation of power systems. Different from static PSSE, dynamic PSSE can exploit past measurements based on a dynamical state evolution model, offering…

Systems and Control · Computer Science 2016-11-18 Gang Wang , Seung-Jun Kim , Georgios B. Giannakis

The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…

Methodology · Statistics 2018-11-13 Susanne Ditlevsen , Adeline Samson

Loss of trainability refers to a phenomenon in continual learning where parameter updates no longer make progress on the optimization objective, so accuracy stalls or degrades as the learning problem changes over time. In this paper, we…

Machine Learning · Computer Science 2025-12-11 Gunbir Singh Baveja , Alex Lewandowski , Mark Schmidt

In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…

Optimization and Control · Mathematics 2011-11-10 Tansu Alpcan

We present a new approach to parametric robust controller design, where we compute controllers of arbitrary order and structure which minimize the worst-case $H_\infty$ norm over a pre-specified set of uncertain parameters. At the core of…

Optimization and Control · Mathematics 2020-04-14 P. Apkarian , M. N. Dao , D. Noll

The state estimation of continuous-time nonlinear systems in which a subset of sensor outputs can be maliciously controlled through injecting a potentially unbounded additive signal is considered in this paper. Analogous to our earlier work…

Optimization and Control · Mathematics 2020-08-31 Michelle S. Chong , Henrik Sandberg , Joao P. Hespanha

The paper deals with measures of nonlinearity. In state estimation, they are utilized i) to select a suitable state estimation algorithm by assessing the nonlinearity of a system model, ii) to adapt the estimation algorithm structure or…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Ondřej Straka , Jindřich Havlík

In this paper we consider the joint problems of state estimation and model identification for a class of continuous-time nonlinear systems in output-feedback canonical form. An adaptive observer is proposed that combines an extended…

Systems and Control · Electrical Eng. & Systems 2020-12-01 Michelangelo Bin , Lorenzo Marconi

In this PhD thesis, we propose a novel framework for uncertainty quantification in machine learning, which is based on proper scores. Uncertainty quantification is an important cornerstone for trustworthy and reliable machine learning…

Machine Learning · Computer Science 2025-08-26 Sebastian G. Gruber

Accurate sensor calibration is crucial for autonomous systems, yet its uncertainty quantification remains underexplored. We present the first approach to integrate uncertainty awareness into online extrinsic calibration, combining Monte…

Computer Vision and Pattern Recognition · Computer Science 2025-04-28 Mathieu Cocheteux , Julien Moreau , Franck Davoine

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

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…

Optimization and Control · Mathematics 2025-08-14 Ignacio Huerta , Pablo Monzón

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

Information-theoretic definitions for noise and disturbance in quantum measurements were given in Phys. Rev. Lett. 112, 050401 (2014) and a state-independent noise-disturbance uncertainty relation was obtained. Here, we derive a tight…

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