Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2604.25643 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866911628987990016 |
|---|---|
| author | Breiten, Tobias Ramme, Justus Schröder, Jesper |
| author_facet | Breiten, Tobias Ramme, Justus Schröder, Jesper |
| contents | A polynomial approximation of the minimum energy estimator, also called Mortensen observer, is discussed. The method relies on successive differentiations of an underlying value function and the Hamilton-Jacobi-Bellman equation, respectively. By means of neglecting higher order derivatives of the value function along the unknown observer trajectory, a coupled set of nonlinear tensor structured differential equations is derived. In its simplest form, the approach boils down to the well-known extended Kalman filter. Numerical experiments with polynomials up to the order eight illustrate the potential of the new approach and indicate local convergence to the Mortensen observer. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_25643 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Approximations of the Mortensen observer using higher order extended Kalman filters Breiten, Tobias Ramme, Justus Schröder, Jesper Optimization and Control Dynamical Systems A polynomial approximation of the minimum energy estimator, also called Mortensen observer, is discussed. The method relies on successive differentiations of an underlying value function and the Hamilton-Jacobi-Bellman equation, respectively. By means of neglecting higher order derivatives of the value function along the unknown observer trajectory, a coupled set of nonlinear tensor structured differential equations is derived. In its simplest form, the approach boils down to the well-known extended Kalman filter. Numerical experiments with polynomials up to the order eight illustrate the potential of the new approach and indicate local convergence to the Mortensen observer. |
| title | Approximations of the Mortensen observer using higher order extended Kalman filters |
| topic | Optimization and Control Dynamical Systems |
| url | https://arxiv.org/abs/2604.25643 |