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Related papers: Robust Stability of Suboptimal Moving Horizon Esti…

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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

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

A high-gain extended observer is designed for a class of nonlinear uncertain systems. This observer has the ability of estimating system uncertainty, and it can be used to estimate the derivatives of signal up to order n. The controller…

Systems and Control · Electrical Eng. & Systems 2023-02-13 Xinhua Wang , Zengqiang Chen , Zhuzhi Yuan

This paper presents robust fault diagnosis and estimation for the calibrated airspeed and angle-of-attack sensor faults in the RECONFIGURE benchmark. We adopt a low-order longitudinal model augmented with wind dynamics. In order to enhance…

Systems and Control · Computer Science 2016-06-07 Yiming Wan , Tamas Keviczky

We introduce a novel kind of robustness in linear programming. A solution x* is called robust optimal if for all realizations of objective functions coefficients and constraint matrix entries from given interval domains there are…

Optimization and Control · Mathematics 2019-05-27 Milan Hladík

The accuracy of moving horizon estimation (MHE) suffers significantly in the presence of measurement outliers. Existing methods address this issue by treating measurements leading to large MHE cost function values as outliers, which are…

Systems and Control · Electrical Eng. & Systems 2023-10-04 Wenhan Cao , Chang Liu , Zhiqian Lan , Shengbo Eben Li , Wei Pan , Angelo Alessandri

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

Methodology · Statistics 2009-05-16 Nicolai Meinshausen , Peter Buehlmann

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

Predictive safety filters enable the integration of potentially unsafe learning-based control approaches and humans into safety-critical systems. In addition to simple constraint satisfaction, many control problems involve additional…

Systems and Control · Electrical Eng. & Systems 2024-09-19 Elias Milios , Kim Peter Wabersich , Felix Berkel , Lukas Schwenkel

Transient stability assessment of power systems needs to account for increased risk from uncertainties due to the integration of renewables and distributed generators. The uncertain operating condition of the power grid hinders reliable…

Dynamical Systems · Mathematics 2017-05-04 Dongchan Lee , Konstantin Turitsyn

This work proposes a detectability condition for linear time-varying systems based on the exponential dichotomy spectrum. The condition guarantees the existence of an observer, whose gain is determined only by the unstable modes of the…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Markus Tranninger , Richard Seeber , Martin Steinberger , Martin Horn , Christian Pötzsche

Using the context of trajectory estimation and tracking for multi-rotor unmanned aerial vehicles (UAVs), we explore the challenges in applying high-gain observers to highly dynamic systems. The multi-rotor will operate in the presence of…

Systems and Control · Electrical Eng. & Systems 2024-06-06 Connor J Boss , Vaibhav Srivastava

We study the problem of linear feature selection when features are highly correlated. Such settings pose two fundamental challenges. First, how should model similarity be defined? Simply counting features in common can be misleading: two…

Methodology · Statistics 2026-03-24 Xiaozhu Zhang , Jacob Bien , Armeen Taeb

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…

Systems and Control · Electrical Eng. & Systems 2022-09-28 Alexis J. Vallarella , Hernan Haimovich

In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…

Applications · Statistics 2013-06-26 Ilya Gertsbakh , Eyal Neuman , Radislav Vaisman

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

This paper addresses the robustness of a prescribed-time observer for a class of nonlinear systems in the presence of disturbances and unmodeled dynamics. It is proven and demonstrated through simulations that the proposed observer…

Systems and Control · Electrical Eng. & Systems 2026-05-13 Abedou Abdelhadi , Mameche Omar

This paper proposes a stabilising model predictive control (MPC) scheme with preview information of disturbance for nonlinear systems. The proposed MPC algorithm is able to not only reject disturbance by making use of disturbance preview…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Xing Fang , Wen-Hua Chen

This paper considers the problem of attitude, position and linear velocity estimation for rigid body systems relying on landmark measurements. We propose two hybrid nonlinear observers on the matrix Lie group $SE_2(3)$, leading to global…

Optimization and Control · Mathematics 2020-05-15 Miaomiao Wang , Abdelhamid Tayebi