Related papers: Covariance-Intersection-based Distributed Kalman F…
Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…
Given a linear dynamical system, we consider the problem of selecting (at design-time) an optimal set of sensors (subject to certain budget constraints) to minimize the trace of the steady state error covariance matrix of the Kalman filter.…
In the theory of quantum dynamical filtering, one of the biggest issues is that the underlying system dynamics represented by a quantum stochastic differential equation must be known exactly in order that the corresponding filter provides…
A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…
State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…
The theory of covariance control and covariance steering (CS) deals with controlling the dispersion of trajectories of a dynamical system, under the implicit assumption that accurate prior knowledge of the system being controlled is…
The Ensemble Kalman Filter (EnKF) belongs to the class of iterative particle filtering methods and can be used for solving control--to--observable inverse problems. In this context, the EnKF is known as Ensemble Kalman Inversion (EKI). In…
We provide a continuous time limit analysis for the class of Ensemble Square Root Filter algorithms with deterministic model perturbations. In the particular linear case, we specify general conditions on the model perturbations implying…
This paper introduces new model parameterizations for learning discrete-time dynamical systems from data via the Koopman operator and studies their properties. Whereas most existing works on Koopman learning do not take into account the…
This paper considers robust stability analysis of a large network of interconnected uncertain systems. To avoid analyzing the entire network as a single large, lumped system, we model the network interconnections with integral quadratic…
This paper revisits the classical question of the stability of the nonlinear Wonham filter. The novel contributions of this paper are two-fold: (i) definition of the stabilizability for the (control-theoretic) dual to the nonlinear filter;…
We study the synchronisation properties of the Kuramoto model of coupled phase oscillators on a general network. Here we distinguish the ability of such a system to self-synchronise from the stability of this behaviour. While…
Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…
This paper aims to provide various applications for second-order variational analysis of extended-real-valued piecewise liner functions recently obtained in [1]. We mainly focus here on establishing relationships between full stability of…
This paper revisits the question of duality between minimum variance estimation and optimal control first described for the linear Gaussian case in the celebrated paper of Kalman and Bucy. A duality result is established for nonlinear…
We analyze the Ensemble and Polynomial Chaos Kalman filters applied to nonlinear stationary Bayesian inverse problems. In a sequential data assimilation setting such stationary problems arise in each step of either filter. We give a new…
This paper investigates the robust stability and stabilization analysis of interval fractional-order systems with time-varying delay. The stability problem of such systems is solved first, and then using the proposed results a stabilization…
This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved…
This paper examines the stability of the \`a trous algorithm under arbitrary iteration in the context of a more general study of shift-invariant filter banks. The main results describe sufficient conditions on the associated filters under…
This paper studies the stabilization for a kind of linear and impulse control systems in finite-dimensional spaces, where impulse instants appear periodically. We present several characterizations on the stabilization; show how to design…