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In this paper an unscented Kalman filter with guaranteed positive semidefinite state covariance is proposed by calculating the nearest symmetric positive definite matrix in Frobenius norm and is applied to power system dynamic state…

信息论 · 计算机科学 2014-09-12 Junjian Qi , Kai Sun

A problem of vibration control of smart beams was addressed in various publications which primarily utilize collocated sensors and actuators and neglect the effect of measurement noise in the observer design. This paper develops a natural…

最优化与控制 · 数学 2014-10-30 M. A. Pinsky , A. O. Ozer

This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…

系统与控制 · 电气工程与系统科学 2021-04-06 Marcos Netto , Junbo Zhao , Lamine Mili

We propose a robust data-driven output feedback control algorithm that explicitly incorporates inherent finite-sample model estimate uncertainties into the control design. The algorithm has three components: (1) a subspace identification…

系统与控制 · 电气工程与系统科学 2022-05-12 Benjamin Gravell , Iman Shames , Tyler Summers

Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in many cases. However, this filters only…

统计方法学 · 统计学 2012-07-19 Oliver Grothe

Structural vibrations induced by external excitations pose significant risks, including safety hazards for occupants, structural damage, and increased maintenance costs. While conventional model-based control strategies, such as Linear…

机器学习 · 计算机科学 2025-10-03 Rohan Vitthal Thorat , Juhi Singh , Rajdip Nayek

This paper introduces an algorithmic solution to a broader class of unlabeled sensing problems with multiple measurement vectors (MMV). The goal is to recover an unknown structured signal matrix, $\mathbf{X}$, from its noisy linear…

信息论 · 计算机科学 2024-06-13 Mohamed Akrout , Amine Mezghani , Faouzi Bellili

Current experimental design techniques for dynamical systems often only incorporate measurement noise, while dynamical systems also involve process noise. To construct experimental designs we need to quantify their information content. The…

统计方法学 · 统计学 2026-03-24 Arno Strouwen , Bart M. Nicolaï , Peter Goos

Large-scale dynamic inverse problems are often ill-posed due to model complexity and the high dimensionality of the unknown parameters. Regularization is commonly employed to mitigate ill-posedness by incorporating prior information and…

数值分析 · 数学 2026-01-21 Aryeh Keating , Mirjeta Pasha

Digital twins (DTs) rely on continuous synchronization between physical systems and their virtual counterparts through online parameter estimation under uncertainty. In many practical settings, however, this task is challenged by low…

计算工程、金融与科学 · 计算机科学 2026-05-19 Yasar Yanik , Himadri Basu , Ricardo G. Sanfelice , Daniele Venturi

Optoelectronic systems based on multiple modes of light can often exceed the performance of their single-mode counterparts. However, multimode nonlinear interactions often introduce considerable amounts of noise, limiting the ultimate…

This paper addresses the problem of designing the {\it continuous-discrete} unscented Kalman filter (UKF) implementation methods. More precisely, the aim is to propose the MATLAB-based UKF algorithms for {\it accurate} and {\it robust}…

数值分析 · 数学 2023-10-09 Maria Kulikova , Gennady Kulikov

We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…

统计方法学 · 统计学 2020-04-02 Joonha Park , Edward L. Ionides

Many industries extensively use flexible materials. Effective approaches for handling flexible objects with a robot manipulator must address residual vibrations. Existing solutions rely on complex models, use additional instrumentation for…

机器人学 · 计算机科学 2022-11-22 Daniele Ronzani , Shamil Mamedov , Jan Swevers

In this paper, we develop and open-source, for the first time, a square-root filter (SRF)-based visual-inertial navigation system (VINS), termed sqrtVINS, which is ultra-fast, numerically stable, and capable of dynamic initialization even…

机器人学 · 计算机科学 2025-10-14 Yuxiang Peng , Chuchu Chen , Kejian Wu , Guoquan Huang

This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time)…

系统与控制 · 电气工程与系统科学 2024-06-11 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw

This paper introduces a geometric Quaternion-based Unscented Particle Filter for Visual-Inertial Navigation (QUPF-VIN) specifically designed for a vehicle operating with six degrees of freedom (6 DoF). The proposed QUPF-VIN technique is…

机器人学 · 计算机科学 2025-04-29 Khashayar Ghanizadegan , Hashim A. Hashim

This technical note addresses the UD factorization based Kalman filtering (KF) algorithms. Using this important class of numerically stable KF schemes, we extend its functionality and develop an elegant and simple method for computation of…

系统与控制 · 计算机科学 2016-11-28 Julia V. Tsyganova , Maria V. Kulikova

Indoor tracking and pose estimation, i.e., determining the position and orientation of a moving target, are increasingly important due to their numerous applications. While Inertial Navigation Systems (INS) provide high update rates, their…

机器人学 · 计算机科学 2024-09-04 Mohammed H. AlSharif , Mohanad Ahmed , Mohamed Siala , Tareq Y. Al-Naffouri

In this paper, we present a nodal hydraulic head estimation methodology for water distribution networks (WDN) based on an Unscented Kalman Filter (UKF) scheme with application to leak localization. The UKF refines an initial estimation of…

系统与控制 · 电气工程与系统科学 2023-11-28 Luis Romero-Ben , Paul Irofti , Florin Stoican , Vicenç Puig