相关论文: Observability and nonlinear filtering

In this paper we propose a new observability property for nonautonomous linear control systems in finite dimension: the nonuniform complete observability, which is more general than the uniform complete observability. A dual relationship is…

Weak Feller property of controlled and control-free Markov chains lead to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability of numerical…

This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…

It is known that Kalman-Bucy filter is stable with respect to initial conditions under the conditions of uniform complete controllability and uniform complete observability (Bishop et. al 2017, Ocone et. al 1996). In this paper, we prove…

This paper is concerned with the problem of nonlinear (stochastic) filter stability of a hidden Markov model (HMM) with white noise observations. A contribution is the variance decay property which is used to conclude filter stability. For…

We analyze the observability of motion estimates from the fusion of visual and inertial sensors. Because the model contains unknown parameters, such as sensor biases, the problem is usually cast as a mixed identification/filtering, and the…

Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Y_t=h(X_t), (for t nonnegative). We address the filtering problem for X in terms of the observation Y, which is not…

We extend observability metrics based on the empirical observability Gramian from deterministic nonlinear systems to nonlinear stochastic systems in order to capture the impact of process noise on observability. We demonstrate that the…

We propose a new model predictive control (MPC) approach which is completely based on an observer for the state system. For this, we show semiglobally practically asymptotic stability of the closed loop for an abstract observer and…

The paper discusses fundamental detectability properties associated with the problem of distributed state estimation using networked observers. The main result of the paper establishes connections between detectability of the plant through…

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…

The problem of finite/fixed-time cooperative state estimation is considered for a class of quasilinear systems with nonlinearities satisfying a H\"older condition. A strongly connected nonlinear distributed observer is designed under the…

The state estimation of continuous-time nonlinear systems in which a subset of sensor outputs can be maliciously controlled through injecting a potentially unbounded additive signal is considered in this paper. Analogous to our earlier work…

Consider an n-dimensional linear system where it is known that there are at most k<n non-zero components in the initial state. The observability problem, that is the recovery of the initial state, for such a system is considered. We obtain…

Distinguishability and, by extension, observability are key properties of dynamical systems. Establishing these properties is challenging, especially when no analytical model is available and they are to be inferred directly from…

Many systems in biology, physics, and engineering are modeled by nonlinear dynamical systems where the states are usually unknown and only a subset of the state variables can be physically measured. Can we understand the full system from…

This paper considers the observability of nonlinear systems from a Koopman operator theoretic perspective--and in particular--the effect of symmetry on observability. We first examine an infinite-dimensional linear system (constructed using…

Observability is a fundamental structural property of any dynamic system and describes the possibility of reconstructing the state that characterizes the system from observing its inputs and outputs. Despite the huge effort made to study…

We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…

Observability is a fundamental structural property of any dynamic system and describes the possibility of reconstructing the state that characterizes the system from observing its inputs and outputs. Despite the huge effort made to study…