相关论文: Non-linear estimation is easy

An external description for nonperiodically sampled multivariable linear systems has been developed. Emphasis is on the sampling period sequence, included among the variables to be handled. The computational procedure is simple and no use…

The linearization of complex ordinary differential equations is studied by extending Lie's criteria for linearizability to complex functions of complex variables. It is shown that the linearization of complex ordinary differential equations…

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

State estimation and sensor selection problems for nonlinear networks and systems are ubiquitous problems that are important for the control, monitoring, analysis, and prediction of a large number of engineered and physical systems. Sensor…

This note presents a new definition of nonlinear statistics mean and variance to simplify the nonlinear statistics computations. These concepts aim to provide a theoretical explanation of a novel nonlinear weighted residual methodology…

In this paper, we study connections between the classical model-based approach to nonlinear system theory, where systems are represented by equations, and the nonlinear behavioral approach, where systems are defined as sets of trajectories.…

A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimation in an infinite dimensional space, with the aid of…

Rapid development in numerical modelling of materials and the complexity of new models increases quickly together with their computational demands. Despite the growing performance of modern computers and clusters, calibration of such models…

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

In this paper, we consider distributed simultaneous state and parameter estimation for a class of nonlinear systems, for which the augmented model comprising both the states and the parameters is only partially observable. Specifically, we…

Whilst the partial differential equations that govern the dynamics of our world have been studied in great depth for centuries, solving them for complex, high-dimensional conditions and domains still presents an incredibly large…

A hybrid dynamical system switches between dynamic regimes at time- or state-triggered events. We propose an offline algorithm that simultaneously estimates discrete and continuous components of a hybrid system's state. We formulate state…

Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

Mathematical modelling allows us to concisely describe fundamental principles in biology. Analysis of models can help to both explain known phenomena, and predict the existence of new, unseen behaviours. Model analysis is often a complex…

We study how to identify a class of continuous-time nonlinear systems defined by an ordinary differential equation affine in the unknown parameter. We define a notion of asymptotic consistency as $(n, h) \to (\infty, 0)$, and we achieve it…

We present a hybrid scheme for the parameter and state estimation of nonlinear continuous-time systems, which is inspired by the supervisory setup used for control. State observers are synthesized for some nominal parameter values and a…

Straightforward method for the derivation of linearized version of stochastic stability analysis of the nonlinear differential equations is presented. Methods for the study of large time behavior of the moments are exposed. These general…

By topological arguments, we prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions of a class of perturbed nonlinear integral equations. These type of integral equations arise, for example,…

This paper deals with the problem of state estimation for a class of linear time-invariant systems with quadratic output measurements. An immersion-type approach is presented that transforms the system into a state-affine system by adding a…