相关论文: Observability and nonlinear filtering

The article is devoted to the problem of synthesis of observers of state variables for linear stationary objects operating under conditions of noise or disturbances in the measurement channel. The paper considers a fully observable linear…

In this paper we consider the joint problems of state estimation and model identification for a class of continuous-time nonlinear systems in output-feedback canonical form. An adaptive observer is proposed that combines an extended…

This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…

The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic…

We consider the discrete-time filtering problem in scenarios where the observation noise is low or degenerate. We focus on the case where the observation equation is a linear function of the state and the data involve additive noise.…

This work presents a notion of strong detectability for linear time varying systems affected by unknown inputs. It is shown that this notion is equivalent to detectability of an auxiliary system without unknown inputs. This allows a…

This paper considers hidden Markov models where the observations are given as the sum of a latent state which lies in a general state space and some independent noise with unknown distribution. It is shown that these fully nonparametric…

Interpretable classification models are built with the purpose of providing a comprehensible description of the decision logic to an external oversight agent. When considered in isolation, a decision tree, a set of classification rules, or…

A stable filter has the property that it asymptotically `forgets' initial perturbations. As a result of this property, it is possible to construct approximations of such filters whose errors remain small in time, in other words…

Linear observed systems on manifolds are a special class of nonlinear systems whose state spaces are smooth manifolds but possess properties similar to linear systems. Such properties can be characterized by preintegration and exact…

Multistability, the coexistence of multiple stable states, is a cornerstone of nonlinear dynamical systems, governing their equilibrium, tunability, and emergent complexity. Recently, the concept of hidden multistability, where certain…

This paper revisits the classical question of the stability of the nonlinear Wonham filter. The novel contributions of this paper are two-fold: (i) definition of the stabilizability for the (control-theoretic) dual to the nonlinear filter;…

Predictive safety filters enable the integration of potentially unsafe learning-based control approaches and humans into safety-critical systems. In addition to simple constraint satisfaction, many control problems involve additional…

The filtering problem for finite state Markov chains is revisited, when the intensity of the observation noise increases. We give a description of conditional measure concentration around the invariant distribution of the signal and derive…

The issue of filter stability with respect to (w.r.t.) the initial condition refers to the unreliable filtering process caused by improper prior information of the initial state. This paper focuses on analyzing and resolving the stability…

We report the first experimental realization of pattern formation in a spatially extended nonlinear system when the system is alternated between two states, neither of which exhibits patterning. Dynamical equations modeling the system are…

We consider a class of systems over finite alphabets with linear internal dynamics, finite-valued control inputs and finitely quantized outputs. We motivate the need for a new notion of observability and propose three new notions of output…

Problem of an adaptive state observer design for nonlinear system with unknown time-varying parameters and under condition of delayed measurements is considered. State observation problem was raised by many researchers (see for example Sanx…

Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement…

In nonlinear state-space models, sequential learning about the hidden state can proceed by particle filtering when the density of the observation conditional on the state is available analytically (e.g. Gordon et al., 1993). This condition…