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Stochastic dynamic control systems relate in a prob- abilistic fashion the space of control signals to the space of corresponding future states. Consequently, stochastic dynamic systems can be interpreted as an information channel between…

Information Theory · Computer Science 2017-01-19 Stas Tiomkin , Daniel Polani , Naftali Tishby

High-quality nanomechanical oscillators can sensitively probe force, mass, or displacement in experiments bridging the gap between the classical and quantum domain. Dynamics of these stochastic systems is inherently determined by the…

In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…

Systems and Control · Electrical Eng. & Systems 2021-12-16 Angel L. Cedeño , Ricardo Albornoz , Boris I. Godoy , Rodrigo Carvajal , Juan C. Agüero

State estimation incorporates the feedback in optimization based advanced process control systems and is very important for the performance of model predictive control. We describe the extended Kalman filter, the unscented Kalman filter,…

This paper proposes a probabilistic approach to the problem of intrinsic filtering of a system on a matrix Lie group with invariance properties. The problem of an invariant continuous-time model with discrete-time measurements is cast into…

Systems and Control · Computer Science 2016-02-22 Axel Barrau , Silvere Bonnabel

Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Suryasnata Dash , Abhishek Dey

This paper is concerned with a characterization of the observability for a continuous-time hidden Markov model where the state evolves as a general continuous-time Markov process and the observation process is modeled as nonlinear function…

Probability · Mathematics 2020-02-25 Jin W. Kim , Prashant G. Mehta

Likelihood functions evaluated using particle filters are typically noisy, computationally expensive, and non-differentiable due to Monte Carlo variability. These characteristics make conventional optimization methods difficult to apply…

Methodology · Statistics 2026-01-13 Genshiro Kitagawa

We present a method to estimate the probabilities of outcomes of a quantum observable, its mean value, and higher moments by measuring any other observable. This method is general and can be applied to any quantum system. In the case of…

Quantum Physics · Physics 2023-08-16 Dominik Šafránek , Dario Rosa

This paper is concerned with the problem of stochastic control of gene regulatory networks (GRNs) observed indirectly through noisy measurements and with uncertainty in the intervention inputs. The partial observability of the gene states…

Molecular Networks · Quantitative Biology 2017-02-27 Mahdi Imani , Ulisses Braga-Neto

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

Systems and Control · Computer Science 2017-10-17 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

System identification poses a significant bottleneck to characterizing and controlling complex systems. This challenge is greatest when both the system states and parameters are not directly accessible leading to a dual-estimation problem.…

Systems and Control · Electrical Eng. & Systems 2021-04-08 Matthew F. Singh , Chong Wang , Michael W. Cole , ShiNung Ching

We propose a scheme to realize two-parameter estimation via a Bose-Einstein condensates confined in a symmetric triple-well potential. The three-mode NOON state is prepared adiabatically as the initial state. The two parameters to be…

Quantum Physics · Physics 2022-05-11 Fei Yao , Yi-Mu Du , Haijun Xing , Libin Fu

Bayesian filtering approximates the true underlying behavior of a time-varying system by inverting an explicit generative model to convert noisy measurements into state estimates. This process typically requires either storage, inversion,…

Machine Learning · Computer Science 2023-11-20 Gianluca M. Bencomo , Jake C. Snell , Thomas L. Griffiths

The estimation of equations from data is of interest in physics. One of the famous methods is the sparse identification of nonlinear dynamics (SINDy), which utilizes sparse estimation techniques to estimate equations from data. Recently, a…

Dynamical Systems · Mathematics 2024-07-01 Yuki Tahara , Kakutaro Fukushi , Shunta Takahashi , Kayo Kinjo , Jun Ohkubo

We consider the problem of state estimation from limited discrete and noisy measurements. In particular, we focus on modal state estimation, which approximates the unknown state of the system within a prescribed basis. We estimate the…

Numerical Analysis · Mathematics 2025-05-08 Lev Kakasenko , Alen Alexanderian , Mohammad Farazmand , Arvind K. Saibaba

Contemporary electricity distribution systems are being challenged by the variability of renewable energy sources. Slow response times and long energy management periods cannot efficiently integrate intermittent renewable generation and…

Systems and Control · Computer Science 2016-02-02 Gang Wang , Vassilis Kekatos , Antonio J. Conejo , Georgios B. Giannakis

Continuously monitored atomic spin-ensembles allow, in principle, for real-time sensing of external magnetic fields beyond classical limits. Within the linear-Gaussian regime, thanks to the phenomenon of measurement-induced spin-squeezing,…

Quantum Physics · Physics 2021-12-21 Julia Amoros-Binefa , Jan Kolodynski

Bayesian filtering is a cornerstone of state estimation in complex systems such as aerospace systems, yet exact solutions are available only for linear Gaussian models. In practice,nonlinear systems are handled through tractable…

This paper introduces a two-level robust approach to estimate the unknown states of a large-scale power system while the measurements and network parameters are subjected to uncertainties. The bounded data uncertainty (BDU) considered in…

Systems and Control · Electrical Eng. & Systems 2022-12-14 Shiva Moshtagh , Mehdi Rahmani
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