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Trajectory optimization is a popular strategy for planning trajectories for robotic systems. However, many robotic tasks require changing contact conditions, which is difficult due to the hybrid nature of the dynamics. The optimal sequence…
A hybrid quantum-classical algorithm is a computational scheme in which quantum circuits are used to extract information that is then processed by a classical routine to guide subsequent quantum operations. These algorithms are especially…
State estimation for hybrid systems that undergo intermittent contact with their environments, such as extraplanetary robots and satellites undergoing docking operations, is difficult due to the discrete uncertainty propagation during…
Many state estimation and control algorithms require knowledge of how probability distributions propagate through dynamical systems. However, despite hybrid dynamical systems becoming increasingly important in many fields, there has been…
Real-time remote estimation is critical for mission-critical applications including industrial automation, smart grid and tactile Internet. In this paper, we propose a hybrid automatic repeat request (HARQ)-based real-time remote estimation…
A hybrid dynamical system switches between dynamic regimes at time- or state-triggered events. We propose an offline algorithm that simultaneously estimates discrete and continuous components of a hybrid system's state. We formulate state…
Moving Horizon Estimation~(MHE) is essentially an optimization-based approach designed to estimate the states of dynamic systems within a moving time horizon. Traditional MHE solutions become computationally prohibitive due to the…
This paper presents a state- and control-dependent moving-horizon estimation (SCD-MHE) algorithm for nonlinear discrete-time systems. Within this framework, a pseudo-linear representation of nonlinear dynamics is leveraged utilizing state-…
This report presents three Moving Horizon Estimation (MHE) methods for discrete-time partitioned linear systems, i.e. systems decomposed into coupled subsystems with non-overlapping states. The MHE approach is used due to its capability of…
In this paper, partition-based distributed state estimation of general linear systems is considered. A distributed moving horizon state estimation scheme is developed via decomposing the entire system model into subsystem models and…
The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…
To control a dynamical system it is essential to obtain an accurate estimate of the current system state based on uncertain sensor measurements and existing system knowledge. An optimization-based moving horizon estimation (MHE) approach…
Hybrid dynamical systems pose significant challenges for effective planning and control, especially when additional constraints such as obstacle avoidance, state boundaries, and actuation limits are present. In this letter, we extend the…
In this paper, we explore an efficient online algorithm for quantum state estimation based on a matrix-exponentiated gradient method previously used in the context of machine learning. The state update is governed by a learning rate that…
Maximum likelihood estimation (MLE) is a well-known estimation method used in many robotic and computer vision applications. Under Gaussian assumption, the MLE converts to a nonlinear least squares (NLS) problem. Efficient solutions to NLS…
A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…
Hybrid dynamical systems, i.e. systems that have both continuous and discrete states, are ubiquitous in engineering, but are difficult to work with due to their discontinuous transitions. For example, a robot leg is able to exert very…
Moving horizon estimation (MHE) is a widely studied state estimation approach in several practical applications. In the MHE problem, the state estimates are obtained via the solution of an approximated nonlinear optimization problem.…
Accurate state estimation using low-cost MEMS (Micro Electro- Mechanical Systems) sensors present on Commercial-off-the-shelf (COTS) drones is a challenging problem. Most UAV systems use a combination of a gyroscope, an accelerometer, and a…
We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…