Related papers: Joint Parameter and State Estimation of Noisy Disc…
We present a new method for parameter identification of ODE system descriptions based on data measurements. Our method works by splitting the system into a number of subsystems and working on each of them separately, thereby being easily…
In this work, we propose a subsystem decomposition approach and a distributed estimation scheme for a class of implicit two-time-scale nonlinear systems. Taking the advantage of the two-time-scale separation, these processes are decomposed…
This paper investigates the estimation of different parameters, e.g., propagation distance and flow velocity, by utilizing two fully-absorbing receivers (RXs) in a one-dimensional (1D) environment. The time-varying number of absorbed…
Privacy-preserving state estimation for linear time-invariant dynamical systems with crowd sensors is considered. At any time step, the estimator has access to measurements from a randomly selected sensor from a pool of sensors with…
In this work, we address the output--feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimization-based problem that simultaneously estimates the state…
We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…
In this paper, linear and nonlinear event-triggered extended state observers are designed for a class of uncertain stochastic systems driven by bounded and colored noises. Two event-generators with an ensured positive minimum inter-event…
Motivated by the need of observers that are both robust to disturbances and guarantee fast convergence to zero of the estimation error, we propose an observer for linear time-invariant systems with noisy output that consists of the…
This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…
We show that measurements of finite duration performed on an open two-state system can protect the initial state from a phase-noisy environment, provided the measured observable does not commute with the perturbing interaction. When the…
Nonlinear observer design for systems whose state space evolves on Lie groups is considered. The proposed method is similar to previously developed nonlinear observers in that it involves propagating the state estimate using a process model…
We consider the problem of estimating a signal subspace in the presence of interference that contaminates some proportion of the received observations. Our emphasis is on detecting the contaminated observations so that the signal subspace…
Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…
In this article, we complement recent results on the convergence of the state estimate obtained by applying the discrete-time Kalman filter on a time-sampled continuous-time system. As the temporal discretization is refined, the estimate…
Parameters of the mathematical model describing many practical dynamical systems are prone to vary due to aging or renewal, wear and tear, as well as changes in environmental or service conditions. These variabilities will adversely affect…
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…
This study presents a sampling-based method to guarantee robust stability of general control systems with uncertainty. The method allows the system dynamics and controllers to be represented by various data-driven models, such as Gaussian…
This paper proposes a new extended-state observer-based framework for adaptive nonlinear regulator design of a class of nonlinear systems, in the general nonequilibrium theory. By augmenting an extended-state observer with an internal…
This paper proposes a simple interval observer which can generate tighter interval estimates of variables in transient states than the standard interval observer. The simple nonlinear dynamics shrinks the estimated intervals to true state…
We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…