相关论文: Observability and nonlinear filtering

In this paper, we study the problem of estimating a Markov chain $X$(signal) from its noisy partial information $Y$, when the transition probability kernel depends on some unknown parameters. Our goal is to compute the conditional…

This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…

This paper introduces a new approach for output feedback stabilization of SISO systems which, unlike most of the techniques found in the literature, does not use high-gain observers and control input saturation to achieve separation between…

We investigate nonlinear state-space models without a closed-form transition density, and propose reformulating such models over their latent noise variables rather than their latent state variables. In doing so the tractable noise density…

The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corresponding to a multiplication of the density by the intensity…

We develop a linear systems theory that coincides with the existing theories for continuous and discrete dynamical systems, but that also extends to linear systems defined on nonuniform time domains. The approach here is based on…

This paper addresses the observability analysis and the optimal design of observation parameters in the presence of noisy measurements and parametric uncertainties. The main underlying frameworks are the nonlinear constrained moving horizon…

The Koopman operator approach to the state estimation problem for nonlinear systems is a promising research area. The main goal of this paper is an attempt to provide a rigorous theoretical framework for this approach. In particular, the…

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

A joint characterisation of the observability and controllability of a particular kind of discrete system has been developed. The key idea of the procedure can be reduced to a correct choice of the sampling sequence. This freedom, owing to…

Designing sparse sampling strategies is one of the important components in having resilient estimation and control in networked systems as they make network design problems more cost-effective due to their reduced sampling requirements and…

The ensemble Kalman filter has become a popular data assimilation technique in the geosciences. However, little is known theoretically about its long term stability and accuracy. In this paper, we investigate the behavior of an ensemble…

It is well-known that the controllability of finite-dimensional nonlinear systems can be established by showing the controllability of the linearized system. However, this classical result does not generalize to infinite-dimensional…

In this paper, we consider the problem of designing an asymptotic observer for a nonlin-ear dynamical system in discrete-time following Luenberger's original idea. This approach is a two-step design procedure. In a first step, the problem…

Nonlinear model predictive control has become a popular approach to deal with highly nonlinear and unsteady state systems, the performance of which can however deteriorate due to unaccounted uncertainties. Model predictive control is…

This paper mainly deals with switched linear systems defined by a pair of Hurwitz matrices that share a common but not strict quadratic Lyapunov function. Its aim is to give sufficient conditions for such a system to be GUAS.We show that…

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

The harmonic oscillator is a powerful model that can appear as a limit case when examining a nonlinear system. A well known fact is, that without driving, the inclusion of a friction term makes the origin of the phase space -- which is a…

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Control and state estimation of nonlinear systems satisfying a Lipschitz continuity condition have been important topics in nonlinear system theory for over three decades, resulting in a substantial amount of literature. The main criticism…