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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2604.25643 |
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Table of 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.