相关论文: Approximations of the Mortensen observer using hig…
Two related numerical schemes for the realization of the Mortensen observer or minimum energy estimator for the state reconstruction of non-linear dynamical systems subject to deterministic disturbances are proposed and compared. Both…
The analytical background of nonlinear observers based on minimal energy estimation is discussed. It is shown that locally the derivation of the observer equation based on a trajectory with pointwise minimal energy can be done rigorously.…
Nonlinear observers based on the well-known concept of minimum energy estimation are discussed. The approach relies on an output injection operator determined by a Hamilton-Jacobi-Bellman equation and is subsequently approximated by a…
The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…
We address the problem of deterministic sequential estimation for a nonsmooth dynamics in R governed by a variational inequality, as illustrated by the Skorokhod problem with a reflective boundary condition at 0. For smooth dynamics,…
An observer is an estimator of the state of a dynamical system from noisy sensor measurements. The need for observers is ubiquitous, with applications in fields ranging from engineering to biology to economics. The most widely used observer…
In order for biomass drying processes to be efficient, it is crucial to achieve the target residual water content within a close margin, since more conservative drying would result in a waste of energy. A method for a reliable estimation of…
We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on numerical homogenization and finite element discretization and…
Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…
The model of partially observed linear system depending on some unknown parameters is considered. An approximation of the unobserved component is proposed. This approximation is realized in three steps. First an estimator of the method of…
The models of partially observed linear stochastic differential equations with unknown initial values of the non-observed component are considered in two situations. In the first problem, the initial value is deterministic, and in the…
This paper contains a concise comparison of a number of nonlinear attitude filtering methods that have attracted attention in the robotics and aviation literature. With the help of previously published surveys and comparison studies, the…
Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…
We propose a regularization method for ensemble Kalman filtering (EnKF) with elliptic observation operators. Commonly used EnKF regularization methods suppress state correlations at long distances. For observations described by elliptic…
Some methods for the convergence acceleration of the M{\o}ller-Plesset perturbation series for the correlation energy are discussed. The order-by-order summation is less effective than the Feenberg series. The latter is obtained by…
The model of partially observed linear stochastic differential equations depending on some unknown parameters is considered. An proximation of the unobserved component is proposed. This approximation is realized in three steps. First an…
Accurate state estimates are required for increasingly complex systems, to enable, for example, feedback control. However, available state estimation schemes are not necessarily real-time feasible for certain large-scale systems. Therefore,…
This note is devoted to deriving the measurement update of the geometric extended Kalman filter using the multiplicative extended Kalman filtering approach, resulting in the attitude estimator referred as geometric multiplicative extended…
We formulate a recursive estimation problem for multiple dynamical systems coupled through a low dimensional stochastic input, and we propose an efficient sub-optimal solution. The suggested approach is an approximation of the Kalman filter…
It is well known that any port-Hamiltonian (pH) system is passive, and conversely, any minimal and stable passive system has a pH representation. Nevertheless, this equivalence is only concerned with the input-output mapping but not with…