2 papers
math.OC2025
Constrained non-linear estimation and links with stochastic filtering
Louis-Pierre Chaintron, Laurent Mertz, Philippe Moireau +1
This article studies the problem of estimating the state variable of non-smooth subdifferential dynamics constrained in a bounded convex domain given some real-time observation. On…
math.AP2022
Mortensen Observer for a class of variational inequalities -Lost equivalence with stochastic filtering approaches
L. P. Chaintron, Álvaro Mateos González, Laurent Mertz +1
We address the problem of deterministic sequential estimation for a nonsmooth dynamics in R governed by a variational inequality, as illustrated by the Skorokhod problem with a ref…