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Predicting the behavior of a dynamical system from noisy observations of its past outputs is a classical problem encountered across engineering and science. For linear systems with Gaussian inputs, the Kalman filter -- the best linear…

Machine Learning · Computer Science 2026-03-10 Usman Akram , Haris Vikalo

This paper addresses the problem of resilient state estimation and attack reconstruction for bounded-error nonlinear discrete-time systems with nonlinear observations/ constraints, where both sensors and actuators can be compromised by…

Systems and Control · Electrical Eng. & Systems 2023-09-26 Mohammad Khajenejad , Zeyuan Jin , Thach Ngoc Dinh , Sze Zheng Yong

Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting and prediction of epidemics. Particle filters are a widely…

Statistics Theory · Mathematics 2025-03-21 E. Calvello , J. A. Carrillo , F. Hoffmann , P. Monmarché , A. M. Stuart , U. Vaes

To control structural responses under various actions, the growing use of supplementary damping systems in modern civil engineering structures necessitates inspecting and evaluating their operational performance postinstallation. However,…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Xinhao He , Dan Li

Optimal decision-making under partial observability requires reasoning about the uncertainty of the environment's hidden state. However, most reinforcement learning architectures handle partial observability with sequence models that have…

Machine Learning · Computer Science 2025-02-20 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

This paper considers robust filtering for a nominal Gaussian state-space model, when a relative entropy tolerance is applied to each time increment of a dynamical model. The problem is formulated as a dynamic minimax game where the…

Optimization and Control · Mathematics 2011-09-26 Bernard C. Levy , Ramine Nikoukhah

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.…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Mohammad Khajenejad , Zeyuan Jin , Sze Zheng Yong

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

This paper presents a novel cascade nonlinear observer framework for inertial state estimation. It tackles the problem of intermediate state estimation when external localization is unavailable or in the event of a sensor outage. The…

Robotics · Computer Science 2025-04-22 Kaustubh Joshi , Tianchen Liu , Nikhil Chopra

This paper introduces a unified approach for state estimation and control of nonlinear dynamic systems, employing the State-Dependent Riccati Equation (SDRE) framework. The proposed approach naturally extends classical linear quadratic…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Azra Redzovic , Adnan Tahirovic

In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…

Machine Learning · Statistics 2021-11-24 Jarrad Courts , Adrian Wills , Thomas B. Schön

This paper deals with the simultaneous estimation of the attitude, position and linear velocity for vision-aided inertial navigation systems. We propose a nonlinear observer on $SO(3)\times \mathbb{R}^{15}$ relying on body-frame…

Optimization and Control · Mathematics 2021-06-08 Miaomiao Wang , Soulaimane Berkane , Abdelhamid Tayebi

This paper presents a novel filter with low computational demand to address the problem of orientation estimation of a robotic platform. This is conventionally addressed by extended Kalman filtering of measurements from a sensor suit which…

Robotics · Computer Science 2016-12-02 Oscar De Silva , George K. I. Mann , Raymond G. Gosine

This paper introduces a novel proprioceptive state estimator for legged robots that combines model-based filters and deep neural networks. Recent studies have shown that neural networks such as multi-layer perceptron or recurrent neural…

Robotics · Computer Science 2024-10-28 Donghoon Youm , Hyunsik Oh , Suyoung Choi , Hyeongjun Kim , Jemin Hwangbo

This paper introduces a new nonlinear observer for state estimation of linear time invariant systems. The proposed observer contains a (nonlinear) cubic term in its error dynamics. "For the final version of this article, please refer to the…

Optimization and Control · Mathematics 2020-06-05 Mohammad Mahdi Share Pasand

The estimation of the full state of a nonautonomous semilinear parabolic equation is achieved by a Luenberger type dynamical observer. The estimation is derived from an output given by a finite number of average measurements of the state on…

Analysis of PDEs · Mathematics 2025-03-10 Sérgio S. Rodrigues

We propose a nonlinear observer to estimate the state (orientation and in-plane velocity vector) of the quadrotor, based on a drag-force-enhanced model. It is an alternative to recent works using a similar model together with an Extended…

Optimization and Control · Mathematics 2016-04-13 Philippe Martin , Ioannis Sarras

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The classical formulation of the EKF is posed for nonlinear systems defined on global Euclidean spaces. The design…

Systems and Control · Electrical Eng. & Systems 2025-06-09 Yixiao Ge , Pieter van Goor , Robert Mahony

In this article, we consider the implications of unobservable subspaces in the construction of a Kalman filter. In particular, we consider dynamical systems which are invariant with respect to a group action, and which are therefore…

Optimization and Control · Mathematics 2019-01-14 Xuefeng Shen , Melvin Leok

For additive actuator and sensor faults, we propose a systematic method to design a state-space fault estimation filter directly from Markov parameters identified from fault-free data. We address this problem by parameterizing a…

Systems and Control · Computer Science 2017-08-31 Yiming Wan , Tamas Keviczky , Michel Verhaegen
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