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In this paper, stochastic optimal control problems in continuous time and space are considered. In recent years, such problems have received renewed attention from the lens of reinforcement learning (RL) which is also one of our motivation.…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Anant A. Joshi , Amirhossein Taghvaei , Prashant G. Mehta , Sean P. Meyn

We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…

Information Theory · Computer Science 2020-09-08 Yaron Shulami , Daniel Sigalov

Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Rupam Kalyan Chakraborty , Geethu Joseph , Chandra R. Murthy

A computationally efficient method for online joint state inference and dynamical model learning is presented. The dynamical model combines an a priori known, physically derived, state-space model with a radial basis function expansion…

Systems and Control · Electrical Eng. & Systems 2021-07-12 Anton Kullberg , Isaac Skog , Gustaf Hendeby

This paper reports an attempt to model the system dynamics and estimate both the unknown internal control input and the state of a recently developed marine autonomous vehicle, the Jaiabot. Although the Jaiabot has shown promise in many…

Systems and Control · Electrical Eng. & Systems 2025-12-08 Ioannis Faros , Herbert G. Tanner

This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the data by explicitly modelling the time evolution of the factors. We study estimation of the model parameters based on the…

Methodology · Statistics 2026-01-08 Matteo Barigozzi , Luca Trapin

In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…

Optimization and Control · Mathematics 2016-11-17 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the…

Numerical Analysis · Mathematics 2022-10-06 Francesco A. B. Silva , Cecilia Pagliantini , Martin Grepl , Karen Veroy

Multi-agent systems are prevalent in a wide range of domains including power systems, vehicular networks, and robotics. Two important problems to solve in these types of systems are how the intentions of non-coordinating agents can be…

Multiagent Systems · Computer Science 2025-09-30 Benjamin Alcorn , Eman Hammad

State estimation refers to determining the states of a dynamical system that starts from a noisy initial condition and evolves under process noise, based on noisy measurements and a known system model. For linear dynamical systems with…

Optimization and Control · Mathematics 2025-07-11 Avneet Kaur , Ruikun Zhou , Jun Liu , Kirsten Morris

In this paper, we study the collaborative state fusion problem in a multi-agent environment, where mobile agents collaborate to track movable targets. Due to the limited sensing range and potential errors of on-board sensors, it is…

Machine Learning · Computer Science 2024-10-22 Tianlong Zhou , Jun Shang , Weixiong Rao

Reliable state estimation is essential for autonomous systems operating in complex, noisy environments. Classical filtering approaches, such as the Kalman filter, can struggle when facing nonlinear dynamics or non-Gaussian noise, and even…

Machine Learning · Computer Science 2025-04-11 Wonjin Song , Feng Bao

This paper investigates the robot state estimation problem within a non-inertial environment. The proposed state estimation approach relaxes the common assumption of static ground in the system modeling. The process and measurement models…

Robotics · Computer Science 2024-03-26 Zijian He , Sangli Teng , Tzu-Yuan Lin , Maani Ghaffari , Yan Gu

The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…

Robotics · Computer Science 2022-05-30 Arno Solin , Rui Li , Andrea Pilzer

Hybrid state estimators that combine model-based Kalman filtering with learned components have shown promise on simulated data, yet their performance on real-world automotive data remains insufficient. In this work we present Adaptive…

Robotics · Computer Science 2026-04-06 Arian Mehrfard , Bharanidhar Duraisamy , Stefan Haag , Florian Geiss , Mirko Mählisch

We consider estimation and control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing causal estimators and controllers which…

Machine Learning · Computer Science 2021-06-24 Gautam Goel , Babak Hassibi

This paper proposes an algorithm for combined contact detection and state estimation for legged robots. The proposed algorithm models the robot's movement as a switched system, in which different modes relate to different feet being in…

Robotics · Computer Science 2024-04-05 Marcel Menner , Karl Berntorp

Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2)…

Robotics · Computer Science 2021-07-28 Yujie Tang , Liang Hu , Qingrui Zhang , Wei Pan

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

Real-world multi-agent reinforcement learning (MARL) systems must often operate under stale observations, stochastic communication delays, and intermittent packet loss. Policies trained under idealized synchronous conditions frequently…

Multiagent Systems · Computer Science 2026-05-27 Maxim Mednikov , Oren Gal