Related papers: Gaussian Process-Based Nonlinear Moving Horizon Es…
Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…
In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…
This paper develops a data-based moving horizon estimation (MHE) method for agile quadrotors. Accurate state estimation of the system is paramount for precise trajectory control for agile quadrotors; however, the high level of aerodynamic…
Accurate power system state estimation (PSSE) is an essential prerequisite for reliable operation of power systems. Different from static PSSE, dynamic PSSE can exploit past measurements based on a dynamical state evolution model, offering…
We propose a moving horizon estimation scheme for joint state and parameter estimation for nonlinear uncertain discrete-time systems. We establish robust exponential convergence of the combined estimation error subject to process…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
In this paper, we propose time-discounted schemes for full information estimation (FIE) and moving horizon estimation (MHE) that are robustly globally asymptotically stable (RGAS). We consider general nonlinear system dynamics with…
Moving horizon estimation (MHE) offers benefits relative to other estimation approaches by its ability to explicitly handle constraints, but suffers increased computation cost. To help enable MHE on platforms with limited computation power,…
In this paper, we propose a suboptimal moving horizon estimator for a general class of nonlinear systems. For the stability analysis, we transfer the "feasibility-implies-stability/robustness" paradigm from model predictive control to the…
Accurate human motion prediction with well-calibrated uncertainty is critical for safe human-robot collaboration (HRC), where robots must anticipate and react to human movements in real time. We propose a structured multitask variational…
This paper considers a practical scenario where a classical estimation method might have already been implemented on a certain platform when one tries to apply more advanced techniques such as moving horizon estimation (MHE). We are…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…
Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…
The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e.,…
This paper introduces a novel system identification and tracking method for PieceWise Smooth (PWS) nonlinear stochastic hybrid systems. We are able to correctly identify and track challenging problems with diverse dynamics and low…
Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty.…
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
For autonomous mobile robots, uncertainties in the environment and system model can lead to failure in the motion planning pipeline, resulting in potential collisions. In order to achieve a high level of robust autonomy, these robots should…
In this paper, we propose novel Gaussian process-gated hierarchical mixtures of experts (GPHMEs). Unlike other mixtures of experts with gating models linear in the input, our model employs gating functions built with Gaussian processes…
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…