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math.OC2026
Approximations of the Mortensen observer using higher order extended Kalman filters
Tobias Breiten, Justus Ramme, Jesper Schröder
A polynomial approximation of the minimum energy estimator, also called Mortensen observer, is discussed. The method relies on successive differentiations of an underlying value fu…
math.OC2025
Risk averse deterministic Kalman filters for uncertain dynamical systems
Karl Kunisch, Jesper Schröder
Taking a deterministic viewpoint this work investigates extensions of the Kalman-Bucy filter for state reconstruction to systems containing parametric uncertainty in the state oper…
math.OC2024
Local well-posedness of the minimum energy estimator for a defocusing cubic wave equation
Jesper Schröder
This work is concerned with the minimum energy estimator for a nonlinear hyperbolic partial differential equation. The Mortensen observer - originally introduced for the energy-opt…