Optimization viewpoint on Kalman smoothing, with applications to robust and sparse estimation

In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications. We first formulate classic Kalman smoothing as a least squares problem, highlight special structure, and show that the classic filtering and smoothing algorithms are equivalent to a particular algorithm for solving this problem. Once this equivalence is established, we present extensions of Kalman smoothing to systems with nonlinear process and measurement models, systems with linear and nonlinear inequality constraints, systems with outliers in the measurements or sudden changes in the state, and systems where the sparsity of the state sequence must be accounted for. All extensions preserve the computational efficiency of the classic algorithms, and most of the extensions are illustrated with numerical examples, which are part of an open source Kalman smoothing Matlab/Octave package.Comment: 46 pages, 11 figure

Unscented Kalman filter with parameter identifiability analysis for the estimation of multiple parameters in kinetic models

In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. What differentiates this approach is the integration of an orthogonal-based local identifiability method into the unscented Kalman filter (UKF), rather than using the more common observability-based method which has inherent limitations. It also introduces a variable step size based on the system uncertainty of the UKF during the sensitivity calculation. This method identified 10 out of 12 parameters as identifiable. These ten parameters were estimated using the UKF, which was run 97 times. Throughout the repetitions the UKF proved to be more consistent than the estimation algorithms used for comparison

Influence of ethylene-Oxy spacer group on the activity of linezolid: synthesis of potent antibacterials possessing a thiocarbonyl group

The influence of an ethylene-oxy spacer element between the heterocycle and the aromatic ring in linezolid is reported. The introduction of such spacer group generated compounds with inferior antibacterial activity. However, the conversion of the acetamide group present in the linezolid analogues to either thiocarbamate or thioacetamide functionality restored the activity. The synthesis of linezolid analogues possessing the ethylene-oxy spacer group along with SAR studies with different heterocycles and preparation of some thiocarbonyl compounds possessing potent antibacterial property are presented