Related papers: The Invariant Zonotopic Set-Membership Filter for …
In this article, the state estimation problems with unknown process noise and measurement noise covariances for both linear and nonlinear systems are considered. By formulating the joint estimation of system state and noise parameters into…
This paper introduces a phase-aware probabilistic model for audio source separation. Classical source models in the short-term Fourier transform domain use circularly-symmetric Gaussian or Poisson random variables. This is equivalent to…
This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…
Inner-approximate reachability analysis involves calculating subsets of reachable sets, known as inner-approximations. This analysis is crucial in the fields of dynamic systems analysis and control theory as it provides a reliable…
Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic…
In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…
This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…
Reducing the interference noise in a monaural noisy speech signal has been a challenging task for many years. Compared to traditional unsupervised speech enhancement methods, e.g., Wiener filtering, supervised approaches, such as algorithms…
This paper provides a new observer design methodology for invariant systems whose state evolves on a Lie group with outputs in a collection of related homogeneous spaces and where the measurement of system input is corrupted by an unknown…
We propose a matrix zonotope perturbation framework that leverages matrix perturbation theory to characterize how noise-induced distortions alter the dynamics within sets of models. The framework derives interpretable Cai-Zhang bounds for…
This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…
In this paper we propose a state space modeling approach for trust evaluation in wireless sensor networks. In our state space trust model (SSTM), each sensor node is associated with a trust metric, which measures to what extent the data…
In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…
Standard system identification methods often provide inconsistent estimates with closed-loop data. With the prediction error method (PEM), this issue is solved by using a noise model that is flexible enough to capture the noise spectrum.…
The problem of stationary robust L_infinity-induced deconvolution filtering for the uncertain continuous-time linear stochastic systems is addressed. The state space model of the system contains state- and input-dependent noise and…
This letter re-visits the problem of visual-inertial navigation system (VINS) and presents a novel filter design we dub the multi state constraint equivariant filter (MSCEqF, in analogy to the well known MSCKF). We define a symmetry group…
The article is devoted to the problem of synthesis of observers of state variables for linear stationary objects operating under conditions of noise or disturbances in the measurement channel. The paper considers a fully observable linear…
This paper presents a novel data-driven, direct filtering approach for unknown linear time-invariant systems affected by unknown-but-bounded measurement noise. The proposed technique combines independent multistep prediction models,…
Nonlinear model predictive control has become a popular approach to deal with highly nonlinear and unsteady state systems, the performance of which can however deteriorate due to unaccounted uncertainties. Model predictive control is…
We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…