Numerical realization of the Mortensen observer via a Hessian-augmented polynomial approximation of the value function

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations
Hyperbolic cross approximation. Lecture notes given at the courses on constructive approximation and harmonic analysis, Barcelona, Spain, May 30 -- June 3, 2016
Numerical study of polynomial feedback laws for a bilinear control problem
Analysis of the Barzilai-Borwein step-sizes for problems in Hilbert spaces
Neural network based nonlinear observers
Minimum energy estimation applied to the Lorenz attractor
Correcting for unknown errors in sparse high-dimensional function approximation
Controlled Markov processes and viscosity solutions
Maximum-likelihood recursive nonlinear filtering
Conditional Markov Processes
Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
Two-Point Step Size Gradient Methods
Some Characterizations of Optimal Trajectories in Control Theory
Polynomial Approximation of High-Dimensional Hamilton--Jacobi--Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs
Optimal weighted least-squares methods
Adaptive Deep Learning for High-Dimensional Hamilton--Jacobi--Bellman Equations
Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations
Semiglobal optimal feedback stabilization of autonomous systems via deep neural network approximation
Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats
A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the Mortensen observer
Adaptive two-point stepsize gradient algorithm
Optimal polynomial feedback laws for finite horizon control problems
New results in linear filtering and prediction theory
Local well-posedness of the Mortensen observer

This page was built for publication: Numerical realization of the Mortensen observer via a Hessian-augmented polynomial approximation of the value function