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This paper presents a robust moving horizon estimation (MHE) approach with provable estimation error bounds for solving the simultaneous localization and mapping (SLAM) problem. We derive sufficient conditions to guarantee robust stability…
In this paper, we present a new approach to distributed moving horizon estimation for constrained nonlinear processes. The method involves approximating the arrival costs of local estimators through a recursive framework. First, distributed…
In this work, we propose an event-triggered moving horizon estimation (ET-MHE) scheme for the remote state estimation of general nonlinear systems. In the presented method, whenever an event is triggered, a single measurement is transmitted…
We propose a moving horizon estimation (MHE) scheme for general nonlinear constrained systems with parametric or static nonlinear uncertainties and a predetermined state feedback controller that is assumed to robustly stabilize the system…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…
In this paper, we propose a stochastic Primal-Dual Hybrid Gradient (PDHG) approach for solving a wide spectrum of regularized stochastic minimization problems, where the regularization term is composite with a linear function. It has been…
We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…
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…
The paper addresses state estimation for discrete-time systems with binary (threshold) measurements by following a Maximum A posteriori Probability (MAP) approach and exploiting a Moving Horizon (MH) approximation of the MAP cost-function.…
The linear primal-dual hybrid gradient (PDHG) method is a first-order method that splits convex optimization problems with saddle-point structure into smaller subproblems. Unlike those obtained in most splitting methods, these subproblems…
This paper introduces a data-based moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems. The scheme solely relies on collected data without employing any system identification step. Robust global…
Preconditioned gradient iterations for very large eigenvalue problems are efficient solvers with growing popularity. However, only for the simplest preconditioned eigensolver, namely the preconditioned gradient iteration (or preconditioned…
Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…
We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…
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…
We present a novel class of projected gradient (PG) methods for minimizing a smooth but not necessarily convex function over a convex compact set. We first provide a novel analysis of the constant-stepsize PG method, achieving the…
This work proposes an event-triggered moving horizon estimation (ET-MHE) scheme for general nonlinear systems. The key components of the proposed scheme are a novel event-triggering mechanism (ETM) and the suitable design of the MHE cost…
In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…
A generalized conditional gradient method for minimizing the sum of two convex functions, one of them differentiable, is presented. This iterative method relies on two main ingredients: First, the minimization of a partially linearized…
Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…