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This paper considers the Linear Minimum Variance recursive state estimation for the linear discrete time dynamic system with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is shown…

Information Theory · Computer Science 2007-07-13 Dandan Luo , Yunmin Zhu

Semiparametric forecasting and filtering are introduced as a method of addressing model errors arising from unresolved physical phenomena. While traditional parametric models are able to learn high-dimensional systems from small data sets,…

Methodology · Statistics 2016-02-17 Tyrus Berry , John Harlim

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

In the context of filtering chaotic dynamical systems it is well-known that partial observations, if sufficiently informative, can be used to control the inherent uncertainty due to chaos. The purpose of this paper is to investigate, both…

Dynamical Systems · Mathematics 2016-08-30 K. J. H. Law , D. Sanz-Alonso , A. Shukla , A. M. Stuart

The Koopman operator theory is an increasingly popular formalism of dynamical systems theory which enables analysis and prediction of the nonlinear dynamics from measurement data. Building on the recent development of the Koopman model…

Fluid Dynamics · Physics 2018-06-08 Hassan Arbabi , Milan Korda , Igor Mezic

Recently developed reduced-order modeling techniques aim to approximate nonlinear dynamical systems on low-dimensional manifolds learned from data. This is an effective approach for modeling dynamics in a post-transient regime where the…

Dynamical Systems · Mathematics 2023-09-27 Samuel E. Otto , Gregory R. Macchio , Clarence W. Rowley

The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

Machine Learning · Statistics 2016-08-31 Michael C. Burkhart , David M. Brandman , Carlos E. Vargas-Irwin , Matthew T. Harrison

Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Johnny Condori , Amin Maghareh , Shirley Dyke

This paper presents a class of linear predictors for nonlinear controlled dynamical systems. The basic idea is to lift the nonlinear dynamics into a higher dimensional space where its evolution is approximately linear. In an uncontrolled…

Optimization and Control · Mathematics 2018-03-26 Milan Korda , Igor Mezić

Long-horizon dynamical prediction is fundamental in robotics and control, underpinning canonical methods like model predictive control. Yet, many systems and disturbance phenomena are difficult to model due to effects like nonlinearity,…

Robotics · Computer Science 2025-12-04 Albert H. Li , Ivan Dario Jimenez Rodriguez , Joel W. Burdick , Yisong Yue , Aaron D. Ames

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

I present a data-driven predictive modeling tool that is applicable to high-dimensional chaotic systems with unstable periodic orbits. The basic idea is using deep neural networks to learn coordinate transformations between the trajectories…

Adaptation and Self-Organizing Systems · Physics 2023-12-11 Nazmi Burak Budanur

We consider the problem of modeling, estimating, and controlling the latent state of a spatiotemporally evolving continuous function using very few sensor measurements and actuator locations. Our solution to the problem consists of two…

Systems and Control · Computer Science 2015-08-11 Hassan A. Kingravi , Harshal Maske , Girish Chowdhary

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

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

This work develops a learning-based contact estimator for legged robots that bypasses the need for physical sensors and takes multi-modal proprioceptive sensory data as input. Unlike vision-based state estimators, proprioceptive state…

Robotics · Computer Science 2021-11-30 Tzu-Yuan Lin , Ray Zhang , Justin Yu , Maani Ghaffari

Model predictive controllers use dynamics models to solve constrained optimal control problems. However, computational requirements for real-time control have limited their use to systems with low-dimensional models. Nevertheless,…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Joseph Lorenzetti , Andrew McClellan , Charbel Farhat , Marco Pavone

A concise approach is proposed to determine a reduced order control design oriented dynamical model of a multi-stage hot sheet metal forming process starting from a high-dimensional coupled thermo-mechanical model. The obtained reduced…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Daniel Kloeser , Juri Martschin , Thomas Meurer , Erman Tekkaya

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
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