Related papers: On State Estimation with Bad Data Detection
In this paper, we consider the problem of sparse recovery from nonlinear measurements, which has applications in state estimation and bad data detection for power networks. An iterative mixed $\ell_1$ and $\ell_2$ convex program is used to…
A variety of algorithms have been proposed to address the power system state estimation problem in the presence of uncertainties in the data. However, less emphasis has been given to handling perturbations in the model. In the context of…
A new approach to design of nonlinear observers (state estimators) is proposed. The main idea is to (i) construct a convex set of dynamical systems which are contracting observers for a particular system, and (ii) optimize over this set for…
Misspecifications (i.e. errors on the parameters) of state space models lead to incorrect inference of the hidden states. This paper studies weakly nonlin-ear state space models with additive Gaussian noises and proposes a method for…
In this paper, a novel linear algorithm is proposed for state estimation including bad data detection of power systems that are monitored both by conventional and synchrophasor measurements. Both types of data are treated simultaneously and…
In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…
Supervised learning methods with missing data have been extensively studied not just due to the techniques related to low-rank matrix completion. Also in unsupervised learning one often relies on imputation methods. As a matter of fact,…
In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation via Convex Programming. Specifically, we focus on…
This paper delivers improved theoretical guarantees for the convex programming approach in low-rank matrix estimation, in the presence of (1) random noise, (2) gross sparse outliers, and (3) missing data. This problem, often dubbed as…
State estimation is required whenever we deal with high-dimensional dynamical systems, as the complete measurement is often unavailable. It is key to gaining insight, performing control or optimizing design tasks. Most deep learning-based…
This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint…
This paper investigates the sparse recovery models for bad data detection and state estimation in power networks. Two sparse models, the sparse L1-relaxation model (L1-R) and the multi-stage convex relaxation model (Capped-L1), are compared…
In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…
This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…
We investigate the optimal tradeoff between information gained about an unknown coherent state and the state disturbance caused by the measurement process. We propose several optical schemes that can enable this task, and we implement one…
Traditional largest normalize residual (LNR) test for bad data identification relies on state estimation residuals and thus can only be implemented after running Power System State Estimation (PSSE). LNR may fail to detect bad data in…
The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors…
A new method is proposed for variable screening, variable selection and prediction in linear regression problems where the number of predictors can be much larger than the number of observations. The method involves minimizing a penalized…
This paper considers the linear inverse problem where we wish to estimate a structured signal $x$ from its corrupted observations. When the problem is ill-posed, it is natural to make use of a convex function $f(\cdot)$ that exploits the…
Data attacks on meter measurements in the power grid can lead to errors in state estimation. This paper presents a new data attack model where an adversary produces changes in state estimation despite failing bad-data detection checks. The…