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When designing optimal controllers for any system, it is often the case that the true state of the system is unknown to the controller, for example due to noisy measurements or partially observable states. Incomplete state information must…

Optimization and Control · Mathematics 2014-01-23 Kendra Lesser , Meeko Oishi

In this paper, we consider a new framework for particle filtering under model uncertainty that operates beyond the scope of Markovian switching systems. Specifically, we develop a novel particle filtering algorithm that applies to general…

Computation · Statistics 2020-09-11 Yousef El-Laham , Liu Yang , Petar M. Djuric , Monica F. Bugallo

This paper presents a scalable Bayesian technique for decentralized state estimation from multiple platforms in dynamic environments. As has long been recognized, centralized architectures impose severe scaling limitations for distributed…

Artificial Intelligence · Computer Science 2012-12-12 Matthew Rosencrantz , Geoffrey Gordon , Sebastian Thrun

Many problems in navigation and tracking require increasingly accurate characterizations of the evolution of uncertainty in nonlinear systems. Nonlinear uncertainty propagation approaches based on Gaussian mixture density approximations…

Machine Learning · Statistics 2025-12-30 Jackson Kulik , Keith A. LeGrand

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

In this paper we introduce a method for solving linear and nonlinear scattering problems for wave equations using a new hybrid approach. This new approach consists of a reformulation of the governing equations into a form that can be solved…

Numerical Analysis · Mathematics 2018-07-04 Aihua Lin , Anastasiia Kuzmina , Per Kristen Jakobsen

In this paper, a novel hybrid-degree dual estimation approach based on cubature rules and cubature-based nonlinear filters is proposed for fault diagnosis of nonlinear systems through simultaneous state and time-varying parameter…

Systems and Control · Electrical Eng. & Systems 2021-11-16 Yanyan Shen , Khashayar Khorasani

This paper introduces a novel approach to detect and address faulty or corrupted external sensors in the context of inertial navigation by leveraging a switching Kalman Filter combined with parameter augmentation. Instead of discarding the…

Systems and Control · Electrical Eng. & Systems 2024-12-12 Artem Mustaev , Nicholas Galioto , Matt Boler , John D. Jakeman , Cosmin Safta , Alex Gorodetsky

In the past few decades, the development of fluorescent technologies and microscopic techniques has greatly improved scientists' ability to observe real-time single-cell activities. In this paper, we consider the filtering problem associate…

Quantitative Methods · Quantitative Biology 2022-07-27 Zhou Fang , Ankit Gupta , Mustafa Khammash

This paper focuses on the motion planning problem for the systems exhibiting both continuous and discrete behaviors, which we refer to as hybrid dynamical systems. Firstly, the motion planning problem for hybrid systems is formulated using…

Robotics · Computer Science 2024-06-05 Nan Wang , Ricardo G. Sanfelice

This paper presents state estimation and stochastic optimal control gathered in one global optimization problem generating dual effect i.e. the control can improve the future estimation. As the optimal policy is impossible to compute, a…

Optimization and Control · Mathematics 2023-03-27 Emilien Flayac , Karim Dahia , Bruno Hérissé , Frédéric Jean

This work addresses the problem of vehicle path planning in the presence of obstacles and uncertainties, which is a fundamental problem in robotics. While many path planning algorithms have been proposed for decades, many of them have dealt…

Optimization and Control · Mathematics 2018-09-11 Kazuhide Okamoto , Panagiotis Tsiotras

In-pipe robots are promising solutions for condition assessment, leak detection, water quality monitoring in a variety of other tasks in pipeline networks. Smart navigation is an extremely challenging task for these robots as a result of…

Robotics · Computer Science 2021-12-03 Saber Kazeminasab , Vahid Janfaza , Moein Razavi , M. Katherine Banks

Simultaneous Localization and Mapping (SLAM) presents a formidable challenge in robotics, involving the dynamic construction of a map while concurrently determining the precise location of the robotic agent within an unfamiliar environment.…

Artificial Intelligence · Computer Science 2024-02-21 Tianrui Liu , Changxin Xu , Yuxin Qiao , Chufeng Jiang , Jiqiang Yu

Estimating the probability of failures or accidents with aerospace systems is often necessary when new concepts or designs are introduced, as it is being done for Autonomous Aircraft. If the design is safe, as it is supposed to be, accident…

Applications · Statistics 2018-08-10 Ítalo Romani de Oliveira , Jeffery Musiak

Differentiable particle filters are an emerging class of particle filtering methods that use neural networks to construct and learn parametric state-space models. In real-world applications, both the state dynamics and measurements can…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Wenhan Li , Xiongjie Chen , Wenwu Wang , Víctor Elvira , Yunpeng Li

Peak estimation of hybrid systems aims to upper bound extreme values of a state function along trajectories, where this state function could be different in each subsystem. This finite-dimensional but nonconvex problem may be lifted into an…

Optimization and Control · Mathematics 2023-03-22 Jared Miller , Mario Sznaier

In this paper, we propose an analytical framework to quantify the amount of data samples needed to obtain accurate state estimation in a power system - a problem known as sample complexity analysis in computer science. Motivated by the…

Optimization and Control · Mathematics 2019-09-20 Joshua Comden , Marcello Colombino , Andrey Bernstein , Zhenhua Liu

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

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad