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This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman…

Machine Learning · Statistics 2023-01-31 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett

When tracking a target particle that is interacting with nearest neighbors in a known way, positional data of the neighbors can be used to improve the state estimate. Effects of the accuracy of such positional data on the target track…

Plasma Physics · Physics 2011-12-19 Neil P. Oxtoby , Jason F. Ralph , Dmitry Samsonov , Céline Durniak

Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters - show performance degradation when applied to nonlinear systems whose uncertainty follows…

Machine Learning · Statistics 2026-01-13 Luke S. Lagunowich , Guoxiang Grayson Tong , Daniele E. Schiavazzi

In this paper, a new framework, named as graphical state space model, is proposed for the real time optimal estimation of a class of nonlinear state space model. By discretizing this kind of system model as an equation which can not be…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Shaolin Lü

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous…

Computational Physics · Physics 2019-09-20 Hans Yu , Matthew P. Juniper , Luca Magri

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 application of neural networks in modeling dynamic systems has become prominent due to their ability to estimate complex nonlinear functions. Despite their effectiveness, neural networks face challenges in long-term predictions, where…

Machine Learning · Computer Science 2025-06-10 Parham Oveissi , Turibius Rozario , Ankit Goel

This paper presents an efficient approach for state estimation of post-combustion CO2 capture plants (PCCPs) by using reduced-order neural network models. The method involves extracting lower-dimensional feature vectors from…

Systems and Control · Electrical Eng. & Systems 2023-04-13 Siyu Liu , Xunyuan Yin , Jinfeng Liu

Estimation models from connected vehicles often assume low level parameters such as arrival rates and market penetration rates as known or estimate them in real-time. At low market penetration rates, such parameter estimators produce large…

Applications · Statistics 2020-11-19 Gurcan Comert , Negash Begashaw

Modeling and inference with multivariate sequences is central in a number of signal processing applications such as acoustics, social network analysis, biomedical, and finance, to name a few. The linear-Gaussian state-space model is a…

Optimization and Control · Mathematics 2020-01-13 Émilie Chouzenoux , Víctor Elvira

State estimation when only a partial model of a considered system is available remains a major challenge in many engineering fields. This work proposes a joint, square-root unscented Kalman filter to estimate states and model uncertainties…

Signal Processing · Electrical Eng. & Systems 2022-07-11 Ricarda-Samantha Götte , Julia Timmermann

Graphons offer a powerful framework for modeling large-scale networks, yet estimation remains challenging. We propose a novel approach that leverages a low-rank additive representation, yielding both a low-rank connection probability matrix…

Methodology · Statistics 2026-04-14 Xinyuan Fan , Feiyan Ma , Chenlei Leng , Weichi Wu

This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…

Optimization and Control · Mathematics 2019-10-14 April Sagan , Yajing Liu , Andrey Bernstein

In this paper, we study the design of an optimal transmission policy for remote state estimation over packet-dropping wireless channels with imperfect channel state information. A smart sensor uses a Kalman filter to estimate the system…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Ioannis Tzortzis , Evagoras Makridis , Charalambos D. Charalambous , Themistoklis Charalambous

The well-known Kalman filters model dynamical systems by relying on state-space representations with the next state updated, and its uncertainty controlled, by fresh information associated with newly observed system outputs. This paper…

Machine Learning · Computer Science 2023-06-21 Cesare Alippi , Daniele Zambon

This article explores the estimation of parameters and states for linear stochastic systems with deterministic control inputs. It introduces a novel Kalman filtering approach called Kalman Filtering with Correlated Noises Recursive…

Systems and Control · Electrical Eng. & Systems 2025-07-11 Abd El Mageed Hag Elamin Khalid

Estimating hidden states in dynamical systems, also known as optimal filtering, is a long-standing problem in various fields of science and engineering. In this paper, we introduce a general filtering framework, \textbf{LLM-Filter}, which…

Machine Learning · Computer Science 2025-09-25 Shiqi Liu , Wenhan Cao , Chang Liu , Zeyu He , Tianyi Zhang , Shengbo Eben Li

Design, architecture and deployment details of a decision support system engineered to minimize operating costs of compressor stations in a gas network are presented. The system employs standard simulation software for pipelines, combined…

Systems and Control · Computer Science 2013-11-15 Mariusz Kamola , Sebastian Plamowski

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Accurate state estimation is crucial for legged robot locomotion, as it provides the necessary information to allow control and navigation. However, it is also challenging, especially in scenarios with uneven and slippery terrain. This…