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In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…

Systems and Control · Computer Science 2017-09-12 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

The unscented Kalman inversion (UKI) presented in [1] is a general derivative-free approach to solving the inverse problem. UKI is particularly suitable for inverse problems where the forward model is given as a black box and may not be…

Numerical Analysis · Mathematics 2021-02-24 Daniel Z. Huang , Jiaoyang Huang

The unscented Kalman inversion (UKI) method presented in [1] is a general derivative-free approach for the inverse problem. UKI is particularly suitable for inverse problems where the forward model is given as a black box and may not be…

Numerical Analysis · Mathematics 2021-04-23 Daniel Z. Huang , Jiaoyang Huang

The subspace identification method (SIM) has become a widely adopted approach for the identification of discrete-time linear time-invariant (LTI) systems. In this paper, we derive finite sample high-probability error bounds for the system…

Systems and Control · Electrical Eng. & Systems 2025-07-03 Shuai Sun , Weikang Hu , Xu Wang

This paper presents an LMI-based design framework for multirate steady-state Kalman filters in systems with sensors operating at different sampling rates. The multirate system is formulated as a periodic time-varying system, where the…

Systems and Control · Electrical Eng. & Systems 2026-04-30 Hiroshi Okajima

Accurate identification of lithium-ion battery parameters is essential for estimating battery states and managing performance. However, the variation of battery parameters over the state of charge (SOC) and the nonlinear dependence of the…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Yang Wang , Riccardo M. G. Ferrari

Monitoring the state of health for Li-ion batteries is crucial in the battery management system (BMS), which helps end-users use batteries efficiently and safely. Battery state of health can be monitored by identifying parameters of battery…

Systems and Control · Electrical Eng. & Systems 2020-01-13 Minho Kim , Kwangrae Kim , Soohee Han

The Ensemble Kalman Filter (EnKF) is a widely used method for data assimilation in high-dimensional systems, with an ensemble update step equivalent to an empirical version of the Matheron update popular in Gaussian process regression -- a…

Machine Learning · Computer Science 2025-09-19 Dan MacKinlay

Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman…

Numerical Analysis · Mathematics 2013-01-15 Sebastian Reich

In this paper, a novel sensor fault detection, isolation and identification (FDII) strategy is proposed by using the multiple model (MM) approach. The scheme is based on multiple hybrid Kalman filters (HKF) which represents an integration…

Systems and Control · Computer Science 2015-08-28 Bahareh Pourbabaee , Nader Meskin , Khashayar Khorasani

The physics-based Doyle-Fuller-Newman (DFN) model, widely adopted for its precise electrochemical modeling, stands out among various simulation models of lithium-ion batteries (LIBs). Although the DFN model is powerful in forward predictive…

Computational Engineering, Finance, and Science · Computer Science 2025-04-30 Weipeng Xu , Kaiqi Yang , Yuzhi Zhang , Shichao Sun , Sheng Mao , Tianju Xue

Physics-based battery modelling has emerged to accelerate battery materials discovery and performance assessment. Its success, however, is still hindered by difficulties in aligning models to experimental data. Bayesian approaches are a…

Methodology · Statistics 2025-12-12 Yannick Kuhn , Masaki Adachi , Micha Philipp , David A. Howey , Birger Horstmann

In this paper, we address the identification problem for the systems characterized by linear time-invariant dynamics with bilinear observation models. More precisely, we consider a suitable parametric description of the system and formulate…

Systems and Control · Electrical Eng. & Systems 2025-02-24 Diyou Liu , Mohammad Khosravi

Accurate knowledge of temperatures in power semiconductor modules is crucial for proper thermal management of such devices. Precise prediction of temperatures allows to operate the system at the physical limit of the device avoiding…

Signal Processing · Electrical Eng. & Systems 2020-06-15 Jakub Ševčík , Václav Šmídl , Ondřej Straka

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

The formation and stability of the solid electrolyte interphase (SEI) play a central role in determining the long-term performance and safety of modern electrochemical energy storage systems. Despite decades of research, the SEI's…

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

Atmospheric and Oceanic Physics · Physics 2018-10-17 Pavel Sakov , Jean-Matthieu Haussaire , Marc Bocquet

Lithium-ion batteries (LIBs) are utilized as a major energy source in various fields because of their high energy density and long lifespan. During repeated charging and discharging, the degradation of LIBs, which reduces their maximum…

Robotics · Computer Science 2024-10-23 Jayden Dongwoo Lee , Donghoon Seo , Jongho Shin , Hyochoong Bang

Standard Bayesian approaches for linear time-invariant (LTI) system identification are hindered by parameter non-identifiability; the resulting complex, multi-modal posteriors make inference inefficient and impractical. We solve this…

Machine Learning · Statistics 2025-08-29 Andrey Bryutkin , Matthew E. Levine , Iñigo Urteaga , Youssef Marzouk

The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…

Optimization and Control · Mathematics 2019-10-11 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden