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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…
We demonstrate optimal state estimation for a cavity optomechanical system through Kalman filtering. By taking into account nontrivial experimental noise sources, such as colored laser noise and spurious mechanical modes, we implement a…
Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…
We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…
Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on…
Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…
The subspace method is one of the mainstream system identification method of linear systems, and its basic idea is to estimate the system parameter matrices by projecting them into a subspace related to input and output. However, most of…
Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input…
Scanning Transmission Electron Microscopy (STEM) enables the observation of atomic arrangements at sub-angstrom resolution, allowing for atomically resolved analysis of the physical and chemical properties of materials. However, due to the…
This paper introduces two new algorithms to accurately estimate the process noise covariance of a discrete-time Kalman filter online for robust orbit determination in the presence of dynamics model uncertainties. Common orbit determination…
Predicting the behavior of a dynamical system from noisy observations of its past outputs is a classical problem encountered across engineering and science. For linear systems with Gaussian inputs, the Kalman filter -- the best linear…
Bayesian estimation is a vital tool in robotics as it allows systems to update the robot state belief using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and…
Stabilizer states are a central resource in quantum information processing, underpinning a wide range of applications. While they can be efficiently generated via Clifford circuits, the presence of coherent errors, such as small-angle…
Phase estimation is known to be a robust method for single-qubit gate calibration in quantum computers, while Bayesian estimation is widely used in devising optimal methods for learning in quantum systems. We present Bayesian phase…
Accurate state estimation is critical for legged and aerial robots operating in dynamic, uncertain environments. A key challenge lies in specifying process and measurement noise covariances, which are typically unknown or manually tuned. In…
We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…
This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of…
Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…
A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…
An observer is an estimator of the state of a dynamical system from noisy sensor measurements. The need for observers is ubiquitous, with applications in fields ranging from engineering to biology to economics. The most widely used observer…