Browsing by Subject "State estimation"
Now showing items 120 of 28

Conference Object
Abrupt and incipient fault isolation of nonlinear uncertain systems
(2000)This paper presents a robust fault diagnosis scheme for abrupt and incipient faults in nonlinear uncertain dynamical systems. A detection and approximation estimator is used for online health monitoring. Once a fault is ...

Article
Bounds on the number of markings consistent with label observations in petri nets
(2009)In this paper, we consider state estimation in discreteevent systems (DESs) modeled by labeled Petri nets and present upper bounds on the number of system states (or markings) that are consistent with an observed sequence ...

Article
Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
(1997)This paper is concerned with partially observed stochastic optimal control problems when nonlinearities enter the dynamics of the unobservable state and the observations as gradients of potential functions. Explicit ...

Article
Conditional densities for continuoustime nonlinear hybrid systems with applications to fault detection
(1999)Continuoustime nonlinear stochastic differential state and measurement equations, all of which have coefficients capable of abrupt changes at a random time, are considered; finitestate jump Markov chains are used to model ...

Article
Conditional densities for continuoustime nonlinear hybrid systems with applications to fault detection
(1998)Continuoustime nonlinear stochastic differential state and measurement equations, all of which have coefficients capable of abrupt changes at a random time, are considered; finitestate jump Markov chains are used to model ...

Article
Coverage analysis of mobile agent trajectory via statebased opacity formulations
(2011)This paper performs coverage analysis of mobile agent trajectory utilizing discrete event system models and employing statebased notions of opacity. Nondeterministic finite automata with partial observation on their ...

Conference Object
Decentralized state estimation in discrete event systems under partially ordered observation sequences
(Institute of Electrical and Electronics Engineers Inc., 2016)We consider the problem of decentralized state estimation, where two or more observation sites send information to a coordinator who aims to determine the set of possible current states of a given discrete event system ...

Article
Delayed observers for linear systems with unknown inputs
(2007)We present a method for constructing reducedorder state observers for linear systems with unknown inputs. Our approach provides a characterization of observers with delay, which eases the established necessary conditions ...

Conference Object
Intersection based decentralized diagnosis: Implementation and verification
(Institute of Electrical and Electronics Engineers Inc., 2013)We consider decentralized diagnosis in discrete event systems that are modeled as nondeterministic finite automata and are observed, through distinct natural projection maps, at multiple observation sites. Specifically, ...

Conference Object
Kdetectability in discrete event systems
(Institute of Electrical and Electronics Engineers Inc., 2016)This paper studies observability in discrete event systems (DES), and introduces and analyzes the property of Kdetectability. In particular, a given DES is strongly Kdetectable if eventually (after a finite number of ...

Article
Marking observer in labeled petri nets with application to supervisory control
(2017)In this paper, we consider the problem of marking estimation in labeled Petri nets whose initial marking is known to belong to a given convex set, in the presence of silent transitions (i.e., transitions labeled with the ...

Conference Object
Marking observer of labeled petri nets with uncertainty in the initial marking
(2013)In this paper we consider marking estimation in labeled Petri nets whose initial marking is known to belong to a given convex set. We allow for silent transitions (i.e., transitions labeled with the empty word) and ...

Conference Object
New finitedimensional risksensitive filters: Smallnoise limits
(IEEE, 1997)This paper is concerned with continuoustime nonlinear risksensitive filters. It is shown that for large classes of nonlinearities entering both the dynamics and measurements, these filters are finitedimensional, ...

Article
Nonconcurrent Error Detection and Correction in FaultTolerant Linear FiniteState Machines
(2003)In this paper, we construct faulttolerant linear finitestate machines (LFSMs) in which error detection and correction can be performed nonconcurrently (e.g., periodically). More specifically, by jointly choosing the state ...

Article
Opacityenforcing supervisory strategies via state estimator constructions
(2012)Statebased notions of opacity, such as initialstate opacity and infinitestep opacity, emerge as key properties in numerous security applications of discrete event systems. We consider systems that are modeled as partially ...

Article
Optimal filtering over uncertain wireless communication channels
(2011)In this letter, filtering over wireless communication channels subject to packet losses is considered. The packet losses are assumed to follow a Bernoulli distribution. The latter is interpreted as a special case of a ...

Conference Object
Optimal state estimators for linear systems with unknown inputs
(2006)We present a method for constructing linear minimumvariance unbiased state estimators for discretetime linear stochastic systems with unknown inputs. Our design provides a characterization of estimators with delay, which ...

Article
Partial state observers for linear systems with unknown inputs
(2008)We consider the problem of constructing partial state observers for discretetime linear systems with unknown inputs. Specifically, for any given system, we develop a design procedure that characterizes the set of all ...

Article
Performance analysis for a changepoint problem
(1999)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum meansquareerrortype are used in likelihoodratio tests to detect the time of change. ...

Article
Performance analysis for a changepoint problem
(1999)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum meansquareerrortype are used in likelihoodratio tests to detect the time of change. ...