Related papers: New Perspectives on Sensitivity and Identifiabilit…
This paper proposes a simple, accurate and computationally efficient method to apply the ordinary unscented Kalman filter developed in Euclidean space to systems whose dynamics evolve on manifolds.We use the mathematical theory called…
The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…
This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…
The sustainability of modern cities highly depends on efficient water distribution management, including effective pressure control and leak detection and localization. Accurate information about the network hydraulic state is therefore…
Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…
Various methods have been proposed for the nonlinear filtering problem, including the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF), unscented Kalman filter (UKF) and iterated unscented Kalman filter (IUKF). In this…
This paper develops the theoretical framework and the equations of a new robust Generalized Maximum-likelihood-type Unscented Kalman Filter (GM-UKF) that is able to suppress observation and innovation outliers while filtering out…
A new class of functions, called the `Information sensitivity functions' (ISFs), which quantify the information gain about the parameters through the measurements/observables of a dynamical system are presented. These functions can be…
In this paper, the ensemble consider Kalman filter is proposed to mitigate the negative effects of uncertain parameters in nonlinear dynamic and measurement models. The ensemble Kalman filter can avoid using the Jacobian matrices and reduce…
Nonlinear stochastic differential equation models with unobservable variables are now widely used in the analysis of PK/PD data. The unobservable variables are often estimated with extended Kalman filter (EKF), and the unknown…
We propose the use of the Extended Kalman Filter (EKF) for online data assimilation and update of a dynamic model, preliminary identified through the Sparse Identification of Nonlinear Dynamics (SINDy). This data-driven technique may avoid…
Non-Gaussian noise and the uncertainty of noise distribution are the common factors that reduce accuracy in dynamic state estimation of power systems (PS). In addition, the optimal value of the free coefficients in the unscented Kalman…
We demonstrate sequential mass inference of a suspended bag of milk powder from simulated measurements of the vertical force component at the pivot while the bag is being filled. We compare the predictions of various sequential inference…
In this paper, we present a nodal hydraulic head estimation methodology for water distribution networks (WDN) based on an Unscented Kalman Filter (UKF) scheme with application to leak localization. The UKF refines an initial estimation of…
Filtering - the task of estimating the conditional distribution for states of a dynamical system given partial and noisy observations - is important in many areas of science and engineering, including weather and climate prediction.…
Consider a situation where a new patient arrives in the Intensive Care Unit (ICU) and is monitored by multiple sensors. We wish to assess relevant unmeasured physiological variables (e.g., cardiac contractility and output and vascular…
In this paper, we present an analysis of the Unscented Transform Controller (UTC), a technique to control nonlinear systems motivated as a dual to the Unscented Kalman Filter (UKF). We consider linear, discrete-time systems augmented by a…
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…
We consider the problem of selecting an optimal set of sensor precisions to estimate the states of a non-linear dynamical system using an Ensemble Kalman filter and an Unscented Kalman filter, which uses random and deterministic ensembles…
Metabolic fluxes are the rates of life-sustaining chemical reactions within a cell and metabolites are the components. Determining the changes in these fluxes is crucial to understanding diseases with metabolic causes and consequences.…