Probabilistic Estimation and Control of Dynamical Systems Using Particle Filter with Adaptive Backward Sampling
Abstract
:1. Introduction
2. Methods
2.1. Formulation of State-Space Model
2.2. Estimation of the Hidden State
2.3. Estimation of the Parameter
2.3.1. EM Algorithm
2.3.2. AdaSmooth-Based Online EM Algorithm
2.4. Control Strategy for the Dynamics
3. Experiments
3.1. Application to Chaotic Lorenz System
3.1.1. Formulation of State-Space Model
3.1.2. Derivation of Online EM Algorithm
3.1.3. Formulation of the Augmented State-Space Model for Control
3.1.4. Settings
3.1.5. Results
3.2. Application to Morris–Lecar Neuron Model
3.2.1. Formulation of State-Space Model
3.2.2. Derivation of Online EM Algorithm
3.2.3. Formulation of the Augmented State-Space Model for Control
3.2.4. Settings
3.2.5. Results
4. Conclusions
Author Contributions
Funding
Data Availability Statement
Conflicts of Interest
Abbreviations
SSM | State-space model |
PF | Particle filter |
EM algorithm | Expectation-maximization algorithm |
AdaSmooth | Adaptive smoothing |
MPC | Model predictive control |
PF-MPC | Particle filter-based model predictive control |
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Variable | Description | |
---|---|---|
Input | u | Control input |
Output | Latent state | |
Output | Parameters |
Variable | Description | |
---|---|---|
Input | I | External input current |
Output | Latent state | |
Output | Parameters |
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Omi, T.; Omori, T. Probabilistic Estimation and Control of Dynamical Systems Using Particle Filter with Adaptive Backward Sampling. Entropy 2024, 26, 653. https://doi.org/10.3390/e26080653
Omi T, Omori T. Probabilistic Estimation and Control of Dynamical Systems Using Particle Filter with Adaptive Backward Sampling. Entropy. 2024; 26(8):653. https://doi.org/10.3390/e26080653
Chicago/Turabian StyleOmi, Taketo, and Toshiaki Omori. 2024. "Probabilistic Estimation and Control of Dynamical Systems Using Particle Filter with Adaptive Backward Sampling" Entropy 26, no. 8: 653. https://doi.org/10.3390/e26080653
APA StyleOmi, T., & Omori, T. (2024). Probabilistic Estimation and Control of Dynamical Systems Using Particle Filter with Adaptive Backward Sampling. Entropy, 26(8), 653. https://doi.org/10.3390/e26080653