Related papers: Moving horizon estimation for nonlinear systems wi…
In this work, an innovative data-driven moving horizon state estimation is proposed for model dynamic-unknown systems based on Bayesian optimization. As long as the measurement data is received, a locally linear dynamics model can be…
This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…
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…
We propose a suboptimal moving horizon estimation (MHE) scheme for a general class of nonlinear systems. To this end, we consider an MHE formulation that optimizes over the trajectory of a robustly stable observer. Assuming that the…
We consider the joint problem of online experiment design and parameter estimation for identifying nonlinear system models, while adhering to system constraints. We utilize a receding horizon approach and propose a new adaptive input design…
Long horizon lengths in Moving Horizon Estimation are desirable to reach the performance limits of the full information estimator. However, the conventional MHE technique suffers from a number of deficiencies in this respect. First, the…
We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…
In this paper, we consider the problem of estimating parameters of a linear regression model. Using a hybrid systems framework, a hybrid algorithm is proposed allowing the estimate to converge to the exact value of the unknown parameters in…
This paper investigates the state estimation problem for linear systems subject to Gaussian noise, where the model parameters are unknown. By formulating and solving an optimization problem that incorporates both offline and online system…
This work proposes a unifying probabilistic framework for the design of robustly asymptotically stable moving-horizon estimators (MHE) for discrete-time nonlinear systems, and a mechanism to incorporate differential privacy in…
This work considers the problem of calculating an interval-valued state estimate for a nonlinear system subject to bounded inputs and measurement errors. Such state estimators are often called interval observers. Interval observers can be…
We consider a class of uncertain linear time-invariant overparametrized systems affected by bounded disturbances, which are described by a known exosystem with unknown initial conditions. For such systems an exponentially stable extended…
A new adaptive observer is proposed for a certain class of nonlinear systems with bounded unknown input and parametric uncertainty. Unlike most existing solutions, the proposed approach ensures asymptotic convergence of the unknown…
The paper considers the observer synthesis for nonlinear, time-varying plants with uncertain parameters under multiharmonic disturbance. It is assumed that the relative degree of the plant is known, the regressor linearly depends on the…
The paper proposes an adaptive observer of the state vector of a nonlinear time varying system based on measurements of the output variable. The problem is solved under the assumption that the control matrix (vector) and the nonlinear…
We study the problem of designing interval-valued observers that simultaneously estimate the system state and learn an unknown dynamic model for partially unknown nonlinear systems with dynamic unknown inputs and bounded noise signals.…
We investigate the problem of monitoring partially observable systems with nondeterministic and probabilistic dynamics. In such systems, every state may be associated with a risk, e.g., the probability of an imminent crash. During runtime,…
We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…
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,…
Physical systems experience nonlinear disturbances which have the potential to disrupt desired behavior. For a particular disturbance, whether or not the system recovers from the disturbance to a desired stable equilibrium point depends on…