arXiv subjects

Angel L. Cedeño

Publications and source records attributed to Angel L. Cedeño.

8 recordsLinked to original sources

arXiv2026

The Zonotopic Mixture Filter

State estimation is commonly posed in either a probabilistic or an unknown-but-bounded framework. The former requires a fully specified noise distribution, typically with unbounded support, while the latter yields guaranteed enclosures that carry no probabilistic weighting. Bridging these noise descriptions, this paper proposes a zonotopic mixture noise model, in which the noise is generated by drawing a zonotope from a finite collection according to fixed probabilities and then realizing an arbitrary element of it. For this noise model, we derive the zonotopic mixture filter, which propagates a bank of zonotopic Kalman filters over mode histories, discards the histories falsified by the data, and weights the surviving ones by their relative probability. The resulting state enclosures yield guaranteed coverage probabilities and remain valid for every noise realization compatible with the bounds, and a greedy mixture reduction scheme preserves these statistical guarantees while keeping the representation tractable. Numerical examples illustrate the proposed approach and its potential benefits over related state estimation methods.

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arXiv2025

Filtering in Multivariate Systems with Quantized Measurements using a Gaussian Mixture-Based Indicator Approximation

This work addresses the problem of state estimation in multivariable dynamic systems with quantized outputs, a common scenario in applications involving low-resolution sensors or communication constraints. A novel method is proposed to explicitly construct the probability mass function associated with the quantized measurements by approximating the indicator function of each region defined by the quantizer using Gaussian mixture models. Unlike previous approaches, this technique generalizes to any number of quantized outputs without requiring case-specific numerical solutions, making it a scalable and efficient solution. Simulation results demonstrate that the proposed filter achieves high accuracy in state estimation, both in terms of fidelity of the filtering distributions and mean squared error, while maintaining significantly reduced computational cost.

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arXiv2025

Truncated Gaussian Noise Estimation in State-Space Models

Within Bayesian state estimation, considerable effort has been devoted to incorporating constraints into state estimation for process optimization, state monitoring, fault detection and control. Nonetheless, in the domain of state-space system identification, the prevalent practice entails constructing models under Gaussian noise assumptions, which can lead to inaccuracies when the noise follows bounded distributions. With the aim of generalizing the Gaussian noise assumption to potentially truncated densities, this paper introduces a method for estimating the noise parameters in a state-space model subject to truncated Gaussian noise. Our proposed data-driven approach is rooted in maximum likelihood principles combined with the Expectation-Maximization algorithm. The efficacy of the proposed approach is supported by a simulation example.

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arXiv2025

Simultaneous Input and State Estimation under Output Quantization: A Gaussian Mixture approach

Simultaneous Input and State Estimation (SISE) enables the reconstruction of unknown inputs and internal states in dynamical systems, with applications in fault detection, robotics, and control. While various methods exist for linear systems, extensions to systems with output quantization are scarce, and no formal connections to limit Kalman filters are known in this context. This work addresses these gaps by proposing a novel SISE algorithm for linear systems with quantized output measurements. The proposed algorithm introduces a Gaussian mixture model formulation of the observation model, which leads to closed-form recursive equations in the form of a Gaussian sum filter. In the absence of input prior knowledge, the recursions are shown to converge to a limit-case SISE algorithm, implementable as a bank of linear SISE filters running in parallel. A simulation example is presented to illustrate the effectiveness of the proposed approach.

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arXiv2025

Observer Switching Strategy for Enhanced State Estimation in CSTR Networks

Accurate state estimation is essential for monitoring and controlling nonlinear chemical reactors, such as continuous stirred-tank reactors (CSTRs), where limited sensor coverage and process uncertainties hinder real-time observability. This paper introduces a novel multi-observer switching framework that combines several advanced estimators: Extended Luenberger Observer (ELO), Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF), Quadrature Kalman Filter (QKF), and Particle Filter (PF), operating in parallel. At each sampling instant, a cost function based on the $L_1$ norm and Kullback-Leibler divergence selects the observer, yielding the best agreement with available measurements. The proposed architecture is validated through simulations of both linearized and fully nonlinear CSTR models with up to three reactors in series. Results show that the switching strategy significantly reduces estimation errors compared to single-observer approaches, especially under partial observability and parametric uncertainty. Despite its modular design, the framework remains computationally tractable, making it suitable for real-time industrial applications such as fault detection and model-based predictive control.

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arXiv2025

The Quadrature Gaussian Sum Filter and Smoother for Wiener Systems

Block-Oriented Nonlinear (BONL) models, particularly Wiener models, are widely used for their computational efficiency and practicality in modeling nonlinear behaviors in physical systems. Filtering and smoothing methods for Wiener systems, such as particle filters and Kalman-based techniques, often struggle with computational feasibility or accuracy. This work addresses these challenges by introducing a novel Gaussian Sum Filter for Wiener system state estimation that is built on a Gauss-Legendre quadrature approximation of the likelihood function associated with the output signal. In addition to filtering, a two-filter smoothing strategy is proposed, enabling accurate computation of smoothed state distributions at single and consecutive time instants. Numerical examples demonstrate the superiority of the proposed method in balancing accuracy and computational efficiency compared to traditional approaches, highlighting its benefits in control, state estimation and system identification, for Wiener systems.

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arXiv2023

An EM Algorithm for Lebesgue-sampled State-space Continuous-time System Identification

This paper concerns the identification of continuous-time systems in state-space form that are subject to Lebesgue sampling. Contrary to equidistant (Riemann) sampling, Lebesgue sampling consists of taking measurements of a continuous-time signal whenever it crosses fixed and regularly partitioned thresholds. The knowledge of the intersample behavior of the output data is exploited in this work to derive an expectation-maximization (EM) algorithm for parameter estimation of the state-space and noise covariance matrices. For this purpose, we use the incremental discrete-time equivalent of the system, which leads to EM iterations of the continuous-time state-space matrices that can be computed by standard filtering and smoothing procedures. The effectiveness of the identification method is tested via Monte Carlo simulations.

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arXiv2021

On Recursive State Estimation for Linear State-Space Models Having Quantized Output Data

In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering and smoothing distributions of the state conditioned to quantized data. The classical approaches include the Extended Kalman filter/smoother in which we consider an approximation of the quantizer non-linearity based on the arctan function, the quantized Kalman filter/smoother, the Unscented Kalman filter/smoother, and the Sequential Monte Carlo sampling method also called particle filter/smoother. We consider a new approach based on the Gaussian sum filter/smoother where the probability mass function of the quantized data given the state is modeled as an integral equation and approximated using Gauss-Legendre quadrature. The Particle filter is addressed considering some resampling methods used to deal with the degeneracy problem. Also, the sample impoverishment caused by the resampling method is addressed by introducing diversity in the samples set using the Markov Chain Monte Carlo method. In this paper, we discuss the implementation of the aforementioned algorithms and the Particle filter/smoother implementation is studied by using different resampling methods combined with two Markov Chain algorithms. A numerical simulation is presented to analyze the accuracy of the estimation and the computational cost.

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