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This paper addresses state estimation of linear systems with special attention on unknown process and measurement noise covariances, aiming to enhance estimation accuracy while preserving the stability guarantee of the Kalman filter. To…

Signal Processing · Electrical Eng. & Systems 2021-10-12 Xiangxiang Dong , Giorgio Battistelli , Luigi Chisci , Yunze Cai

Continuum robots, made from flexible materials with continuous backbones, have several advantages over traditional rigid robots. Some of them are the ability to navigate through narrow or confined spaces, adapt to irregular or changing…

Robotics · Computer Science 2023-08-09 Hend Abdelaziz , Ayman Nada , Hiroyuki Ishii , Haitham El-Hussieny

Moving Horizon Estimation~(MHE) is essentially an optimization-based approach designed to estimate the states of dynamic systems within a moving time horizon. Traditional MHE solutions become computationally prohibitive due to the…

Systems and Control · Electrical Eng. & Systems 2025-08-22 Shuting Wu , Yifei Wang , Jingzhe Wang , Apostolos I. Rikos , Xu Du

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

Moving horizon estimation (MHE) is a widely studied state estimation approach in several practical applications. In the MHE problem, the state estimates are obtained via the solution of an approximated nonlinear optimization problem.…

Optimization and Control · Mathematics 2023-06-26 Tianchen Liu , Kushal Chakrabarti , Nikhil Chopra

In this work, we propose an adaptive robust loss function framework for MHE, integrating an adaptive robust loss function to reduce the impact of outliers with a regularization term that avoids naive solutions. The proposed approach…

Robotics · Computer Science 2026-04-07 Nestor Deniz , Guido Sanchez , Fernando Auat Cheein , Leonardo Giovanini

In this paper, we focus on providing convergence guarantees for stochastic subgradient methods in minimizing nonsmooth nonconvex functions. We first investigate the global stability of a general framework for stochastic subgradient methods,…

Optimization and Control · Mathematics 2024-10-15 Nachuan Xiao , Xiaoyin Hu , Kim-Chuan Toh

We present a novel nonlinear model predictive control (MPC) scheme with relaxed stability criteria, based on the idea of generalized discrete-time control Lyapunov functions. These functions need to satisfy an average descent over a finite…

Optimization and Control · Mathematics 2024-04-11 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

The neural moving horizon estimator (NMHE) is a relatively new and powerful state estimator that combines the strengths of neural networks (NNs) and model-based state estimation techniques. Various approaches exist for constructing NMHEs,…

In this paper, we propose a data-enabled moving horizon estimation (MHE) approach for a class of nonlinear systems without explicit modeling, by leveraging Koopman operator theory and Willems fundamental lemma. Specifically, the nonlinear…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Xiaojie Li , Xunyuan Yin

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…

Optimization and Control · Mathematics 2007-05-23 Tyukin Ivan , Danil Prokhorov , Cees van Leeuwen

In order to guarantee stability, known results for MPC without additional terminal costs or endpoint constraints often require rather large prediction horizons. Still, stable behavior of closed loop solutions can often be observed even for…

Optimization and Control · Mathematics 2015-03-19 Jürgen Pannek , Karl Worthmann

In this work, we introduce a sample- and data-based moving horizon estimation framework for linear systems. We perform state estimation in a sample-based fashion in the sense that we assume to have only few, irregular output measurements…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Tobias M. Wolff , Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

Estimating and reacting to external disturbances is of fundamental importance for robust control of quadrotors. Existing estimators typically require significant tuning or training with a large amount of data, including the ground truth, to…

Robotics · Computer Science 2022-05-31 Bingheng Wang , Zhengtian Ma , Shupeng Lai , Lin Zhao , Tong Heng Lee

In this paper, a new nonlinear identification framework is proposed to address the issue of off-line computation of moving-horizon observer estimate. The proposed structure merges the advantages of nonlinear approximators with the efficient…

Systems and Control · Computer Science 2016-11-17 Mazen Alamir

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

Out of the recent advances in systems and control (S\&C)-based analysis of optimization algorithms, not enough work has been specifically dedicated to machine learning (ML) algorithms and its applications. This paper addresses this gap by…

Machine Learning · Computer Science 2021-02-15 Orlando Romero , Subhro Das , Pin-Yu Chen , Sérgio Pequito

In this paper, the robust stability and convergence to the true state of moving horizon estimator based on an adaptive arrival cost are established for nonlinear detectable systems. Robust global asymptotic stability is shown for the case…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Nestor N. Deniz , Marina H. Murillo , Guido Sanchez , Lucas M. Genzelis , Leonardo Giovanini

Learning stable dynamical systems from data is crucial for safe and reliable robot motion planning and control. However, extending stability guarantees to trajectories defined on Riemannian manifolds poses significant challenges due to the…

Online trajectory optimization and optimal control methods are crucial for enabling sustainable unmanned aerial vehicle (UAV) services, such as agriculture, environmental monitoring, and transportation, where available actuation and energy…

Optimization and Control · Mathematics 2025-06-17 Derek Fan , David A. Copp