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Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…

Systems and Control · Electrical Eng. & Systems 2021-09-08 Iman Shafikhani , Hazhar Sufi Karimi , Mohammad Mohammadian , Amin Ramezani , Hamid Reza Momeni

In this work, we consider a state estimation problem for large-scale nonlinear processes in the absence of first-principles process models. By exploiting process operation data, both process modeling and state estimation design are…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Xiaojie Li , Song Bo , Xuewen Zhang , Yan Qin , Xunyuan Yin

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…

Statistics Theory · Mathematics 2009-09-29 Rainer Dahlhaus , Suhasini Subba Rao

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

We develop a system-theoretic framework for the structured analysis of distributed optimization algorithms with decomposable cost functions. We model such algorithms as a network of interacting dynamical systems and derive tests for…

Optimization and Control · Mathematics 2026-04-14 Aron Karakai , Jaap Eising , Andrea Martinelli , Florian Dörfler

This paper studies distributed continuous-time optimization for time-varying quadratic cost functions with uncertain parameters. We first propose a centralized adaptive optimization algorithm using partial information of the cost function.…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Liangze Jiang , Zheng-Guang Wu , Lei Wang

The purpose of this paper is to introduce two new classes of accelerated distributed proximal conjugate gradient algorithms for multi-agent constrained optimization problems; given as minimization of a function decomposed as a sum of M…

Optimization and Control · Mathematics 2024-06-21 Anteneh Getachew Gebrie

In Moving Horizon Estimation (MHE) the computed estimate is found by solving a constrained finite-time optimal estimation problem in real-time at each sample in a receding horizon fashion. The constrained estimation problem can be solved…

Optimization and Control · Mathematics 2015-10-22 Isak Nielsen , Daniel Axehill

In this paper, we consider the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs (ARX) when both the system orders and parameters are unknown. We design distributed…

Systems and Control · Electrical Eng. & Systems 2021-10-20 Die Gan , Zhixin Liu

For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…

Systems and Control · Computer Science 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

We study safe, data-driven control of (Markov) jump linear systems with unknown transition probabilities, where both the discrete mode and the continuous state are to be inferred from output measurements. To this end, we develop a receding…

Optimization and Control · Mathematics 2021-05-07 Mathijs Schuurmans , Panagiotis Patrinos

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

Methodology · Statistics 2025-07-03 Daphné Aurouet , Valentin Patilea

Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…

Methodology · Statistics 2020-04-07 Feifei Wang , Danyang Huang , Yingqiu Zhu , Hansheng Wang

This work concerns the estimation of recursive route choice models in the situation that the trip observations are incomplete, i.e., there are unconnected links (or nodes) in the observations. A direct approach to handle this issue would be…

Econometrics · Economics 2022-04-28 Tien Mai , The Viet Bui , Quoc Phong Nguyen , Tho V. Le

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

Optimization and Control · Mathematics 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

Within this paper, the problem of 3D structural inspection path planning for distributed infrastructure using aerial robots that are subject to time constraints is addressed. The proposed algorithm handles varying spatial properties of the…

Robotics · Computer Science 2016-12-28 Kostas Alexis , Christos Papachristos , Roland Siegwart , Anthony Tzes

A novel procedure for the online identification of a class of discrete-time switched linear systems, which simultaneously estimates the parameters and switching manifolds of the systems, is proposed in this paper. Firstly, to estimate the…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Zengjie Zhang , Yingwei Du , Tong Liu , Fangzhou Liu , Martin Buss

This paper is concerned with the state estimation problem for two-dimensional systems with asynchronous multichannel delays and energy harvesting constraints. In the system, each smart sensor has a certain probability of harvesting energy…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Yu Chen , Wei Wang