Related papers: Error Analysis on the Initial State Reconstruction…
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…
This paper proposes local exponential observers for systems on linear Lie groups. We study two different classes of systems. In the first class, the full state of the system evolves on a linear Lie group and is available for measurement. In…
In this review, we present a survey of the Lyapunov Error and Reversibility Error (\cite{Faranda2012}), and we propose a generalization to make them invariant to the choice of initial conditions. We first define a process as the evolution…
Data-driven, model-free analytics are natural choices for discovery and forecasting of complex, nonlinear systems. Methods that operate in the system state-space require either an explicit multidimensional state-space, or, one approximated…
This paper presents a low-dimensional observer design for stable, single-input single-output, continuous-time linear time-invariant (LTI) systems. Leveraging the model reduction by moment matching technique, we approximate the system with a…
We propose a principled method for projecting an arbitrary square matrix to the non-convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an…
We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…
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…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
Consider an n-dimensional linear system where it is known that there are at most k<n non-zero components in the initial state. The observability problem, that is the recovery of the initial state, for such a system is considered. We obtain…
Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…
A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…
Discrete-time linear time-varying (LTV) systems form a powerful class of models to approximate complex dynamical systems with nonlinear dynamics for the purpose of analysis, design and control. Motivated by inference of spatio-temporal…
The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…
In this paper, we study the problem of continuous-time state observation over lossy communication networks. We consider the situation in which the samplers for measuring the output of the plant are spatially distributed and their…
This paper deals with the state estimation of linear time-invariant systems using distributed observers with local sampled-data measurement and aperiodic communication. Each observer agent perceives partial information of the system to be…
This paper presents a new robust fault and state estimation based on recursive least square filter for linear stochastic systems with unknown disturbances. The novel elements of the algorithm are : a simple, easily implementable, square…
In this paper, a concurrent learning based adaptive observer is developed for a class of second-order nonlinear time-invariant systems with uncertain dynamics. The developed technique results in simultaneous online state and parameter…
Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…
We investigate the stability conditions for remote state estimation of multiple linear time-invariant (LTI) systems over multiple wireless time-varying communication channels. We answer the following open problem: what is the fundamental…