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In this paper we give a geometrical framework for the design of observers on finite-dimensional Lie groups for systems which possess some specific symmetries. The design and the error (between true and estimated state) equation are explicit…

Optimization and Control · Mathematics 2016-11-15 S. Bonnabel , P. Martin , P. Rouchon

This paper provides a new observer design methodology for invariant systems whose state evolves on a Lie group with outputs in a collection of related homogeneous spaces and where the measurement of system input is corrupted by an unknown…

Systems and Control · Computer Science 2015-07-15 Alireza Khosravian , Jochen Trumpf , Robert Mahony , Christian Lageman

We derive an exact deterministic nonlinear observer to compute the continuous state of an inertial navigation system based on partial discrete measurements, the so-called strapdown problem. Nonlinear contraction is used as the main analysis…

Optimization and Control · Mathematics 2007-05-23 Yong Zhao , Jean-Jacques E. Slotine

For linear time-invariant systems, a separation principle holds: stable observer and stable state feedback can be designed for the time-invariant system, and the combined observer and feedback will be stable. For non-linear systems, a local…

Optimization and Control · Mathematics 2010-10-29 Silvere Bonnabel , Philippe Martin , Pierre Rouchon , Erwan Salaun

Alignment of the strapdown inertial navigation system (INS) has strong nonlinearity, even worse when maneuvers, e.g., tumbling techniques, are employed to improve the alignment. There is no general rule to attack the observability of a…

Robotics · Computer Science 2012-01-19 Yuanxin Wu , Hongliang Zhang , Meiping Wu , Xiaoping Hu , Dewen Hu

Log-linear models are a family of probability distributions which capture relationships between variables. They have been proven useful in a wide variety of fields such as epidemiology, economics and sociology. The interest in using these…

Machine Learning · Computer Science 2022-12-29 Jan Strappa , Facundo Bromberg

Model steering represents a powerful technique that dynamically aligns large language models (LLMs) with human preferences during inference. However, conventional model-steering methods rely heavily on externally annotated data, not only…

Computation and Language · Computer Science 2025-07-15 Rongyi Zhu , Yuhui Wang , Tanqiu Jiang , Jiacheng Liang , Ting Wang

One of core advantages of the SE2(3) Lie group framework for navigation modeling lies in the autonomy of error propagation. Current research on Lie group based extended Kalman filters has demonstrated that error propagation autonomy holds…

Robotics · Computer Science 2026-01-23 Jiarui Cui , Maosong Wang , Wenqi Wu , Peiqi Li , Xianfei Pan

An Inertial Navigation System (INS) is a system that integrates acceleration and angular velocity readings from an Inertial Measurement Unit (IMU), along with other sensors such as Global Navigation Satellite Systems (GNSS) position, GNSS…

Systems and Control · Electrical Eng. & Systems 2025-05-21 Pieter van Goor , Tarek Hamel , Robert Mahony

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

Correcting gradual position drift is a challenge in long-term subsea navigation. Though highly accurate, modern inertial navigation system (INS) estimates will drift over time due to the accumulated effects of sensor noise and biases, even…

Robotics · Computer Science 2023-07-12 Amro Al-Baali , Thomas Hitchcox , James Richard Forbes

We analyze the convergence aspects of the invariant extended Kalman filter (IEKF), when the latter is used as a deterministic non-linear observer on Lie groups, for continuous-time systems with discrete observations. One of the main…

Systems and Control · Computer Science 2015-10-20 Axel Barrau , Silvère Bonnabel

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Alexander N. Jourjine

This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Finn G. Maurer , Erlend A. Basso , Henrik M. Schmidt-Didlaukies , Torleiv H. Bryne

When the system is linear, why should learning be nonlinear? Linear dynamical systems, the analytical backbone of control theory, signal processing and circuit analysis, have exact closed-form solutions via the state transition matrix. Yet…

Machine Learning · Computer Science 2026-03-31 Shafayeth Jamil , Rehan Kapadia

We consider the problem of learning the dynamics of autonomous linear systems (i.e., systems that are not affected by external control inputs) from observations of multiple trajectories of those systems, with finite sample guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Lei Xin , George Chiu , Shreyas Sundaram

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

Machine Learning · Computer Science 2019-10-01 André Belotto da Silva , Maxime Gazeau

In this paper we propose a method to estimate the initial state of a linear dynamical system with noisy observation. The method allows the user to have estimations in real time, that is, to have a new estimation for each new observation.…

Optimization and Control · Mathematics 2021-05-06 Rocío Díaz Martín , Ivan Medri , Juliana Osorio

Estimating the parameters of nonlinear block-oriented state-space models from input-output data typically involves solving a highly non-convex optimization problem, which is prone to poor local minima and slow convergence. This paper…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Merijn Floren , Jean-Philippe Noël , Jan Swevers