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Optimal state estimation for linear discrete-time systems is considered. Motivated by the literature on differential privacy, the measurements are assumed to be corrupted by Laplace noise. The optimal least mean square error estimate of the…

Optimization and Control · Mathematics 2016-09-02 Farhad Farokhi , Jezdimir Milosevic , Henrik Sandberg

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

Robotics · Computer Science 2022-02-10 Fahira Afzal Maken , Fabio Ramos , Lionel Ott

Extreme Learning Machine (ELM) is an emerging learning paradigm for nonlinear regression problems and has shown its effectiveness in the machine learning community. An important feature of ELM is that the learning speed is extremely fast…

Systems and Control · Computer Science 2012-11-08 Vijay Manikandan Janakiraman , Dennis Assanis

We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in…

Computational Physics · Physics 2019-09-20 Pantelis R. Vlachas , Wonmin Byeon , Zhong Y. Wan , Themistoklis P. Sapsis , Petros Koumoutsakos

This paper deals with the problem of state estimation for a class of linear time-invariant systems with quadratic output measurements. An immersion-type approach is presented that transforms the system into a state-affine system by adding a…

Optimization and Control · Mathematics 2020-08-04 Dionysis Theodosis , Soulaimane Berkane , Dimos V. Dimarogonas

This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…

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…

Optimization and Control · Mathematics 2019-05-23 Jize Zhang , Andrew M. Pace , Samuel A. Burden , Aleksandr Aravkin

Accurate state estimation is critical for optimal policy design in dynamic systems. However, obtaining true system states is often impractical or infeasible, complicating the policy learning process. This paper introduces a novel neural…

Computer Vision and Pattern Recognition · Computer Science 2025-06-09 Ashik E Rasul , Hyung-Jin Yoon

An optimal estimator of quantum states based on a modified Kalman Filter is presented in this work. Such estimator acts after state measurement, allowing to obtain an optimal estimation of quantum state resulting in the output of any…

Quantum Physics · Physics 2014-06-20 Mario Mastriani

An optimal estimator of quantum states based on a modified Kalman's Filter is proposed in this work. Such estimator acts after state measurement, allowing obtain an optimal estimation of quantum state resulting in the output of any quantum…

Quantum Physics · Physics 2015-02-17 Mario Mastriani

Real-world multi-agent reinforcement learning (MARL) systems must often operate under stale observations, stochastic communication delays, and intermittent packet loss. Policies trained under idealized synchronous conditions frequently…

Multiagent Systems · Computer Science 2026-05-27 Maxim Mednikov , Oren Gal

This paper considers state estimation of linear systems using analog amplify and forwarding with multiple sensors, for both multiple access and orthogonal access schemes. Optimal state estimation can be achieved at the fusion center using a…

Information Theory · Computer Science 2009-06-11 Alex S. Leong , Subhrakanti Dey , Jamie S. Evans

The use of state estimation technique offers a means of inferring the rotor-effective wind speed based upon solely standard measurements of the turbine. For the ease of design and computational concerns, such estimators are typically built…

Systems and Control · Electrical Eng. & Systems 2021-07-01 Wai Hou Lio , Fanzhong Meng

Identifying parameters in a system of nonlinear, ordinary differential equations is vital for designing a robust controller. However, if the system is stochastic in its nature or if only noisy measurements are available, standard…

Systems and Control · Electrical Eng. & Systems 2022-10-10 Tobias Nagel , Marco F. Huber

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state is high dimensional, ensemble Kalman filters are often the method of choice. This paper…

Dynamical Systems · Mathematics 2024-12-20 Daniel Sanz-Alonso , Nathan Waniorek

We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Siavash Farzan , Bennett Parisi

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

Power system dynamic state estimation is essential to monitoring and controlling power system stability. Kalman filtering approaches are predominant in estimation of synchronous machine dynamic states (i.e. rotor angle and rotor speed).…

Systems and Control · Computer Science 2017-02-03 Shahrokh Akhlaghi , Ning Zhou

This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint…

Machine Learning · Statistics 2026-04-06 Peng Sun , Ruoyu Wang , Xue Luo

Generative state estimators based on probabilistic filters and smoothers are one of the most popular classes of state estimators for robots and autonomous vehicles. However, generative models have limited capacity to handle rich sensory…

Machine Learning · Computer Science 2017-10-03 Tuomas Haarnoja , Anurag Ajay , Sergey Levine , Pieter Abbeel