A Khan, W Xie, B Zhang, LW Liu - Journal of the Franklin Institute, 2021 - Elsevier
The goal of the interval observers is to deal with the large but bounded uncertainties and disturbances by determining certain interval (upper and lower estimates) for the system …
Abstract Along with Markov chain Monte Carlo (MCMC) methods, variational inference (VI) has emerged as a central computational approach to large-scale Bayesian inference …
Now in its second edition, this accessible text presents a unified Bayesian treatment of state- of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state …
I Arasaratnam, S Haykin… - IEEE Transactions on …, 2010 - ieeexplore.ieee.org
In this paper, we extend the cubature Kalman filter (CKF) to deal with nonlinear state-space models of the continuous-discrete kind. To be consistent with the literature, the resulting …
HMT Menegaz, JY Ishihara, GA Borges… - IEEE Transactions on …, 2015 - ieeexplore.ieee.org
In this paper, we propose a systematization of the (discrete-time) Unscented Kalman Filter (UKF) theory. We gather all available UKF variants in the literature, present corrections to …
M Partovibakhsh, G Liu - IEEE Transactions on Control Systems …, 2014 - ieeexplore.ieee.org
In this brief, to get a more accurate and robust state of charge (SoC) estimation, the lithium- ion battery model parameters are identified using an adaptive unscented Kalman filtering …
G Valverde, V Terzija - IET generation, transmission & distribution, 2011 - IET
A new estimation method for power system dynamic state estimation, the unscented Kalman filter (UKF), is presented. It is based on the application of the unscented transformation (UT) …
Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of …
S Särkkä - IEEE transactions on automatic control, 2008 - ieeexplore.ieee.org
This note considers the application of the unscented transform to optimal smoothing of nonlinear state--space models. In this note, a new Rauch--Tung--Striebel type form of the …