Code for the paper "Numerical realization of the Mortensen observer via a Hessian-augmented polynomial approximation of the value function"

Implementation of the numerical scheme presented in the article "Numerical realization of the Mortensen observer via a Hessian-augmented polynomial approximation of the value function" Changes since last version: File README.txt was adjusted (TODO list removed)The dynamical system in Code_Numerical_Realization_of_the_Mortensen_Observer/3Results_Duffing_Oscillator/Results_Duffing_ApprObs_ThirdD_Gain/DREtermNorms.m was corrected. The results in the previous version were faulty due to a copy-and-paste error.In Code_Numerical_Realization_of_the_Mortensen_Observer/4Results_CuckerSmale/Results_CuckerSmale_ObserverPlots/CucSma_ComputeObservers.m the function evalSampCuSm.m is now called with the right input variables. In the previous version x0real was missing which lead to a MATLAB error in the previous version.

Related Organizations

Technical University of Berlin
Germany

Keywords

non-linear observer design, value function approximation, minimum energy estimation, Hamilton-Jacobi-Bellman equation

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