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This work is concerned with the finite-horizon optimal covariance steering of networked systems governed by discrete-time stochastic linear dynamics. In contrast with existing work that has only considered systems with dynamically decoupled…

Optimization and Control · Mathematics 2025-04-29 Ahmed Khalil , Yoonjae Lee , Efstathios Bakolas

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

State estimation for discrete-time linear systems with quantized measurements is addressed. By exploiting the set-theoretic nature of the information provided by the quantizer, the problem is cast in the set membership estimation setting.…

Systems and Control · Electrical Eng. & Systems 2023-12-05 Marco Casini , Andrea Garulli , Antonio Vicino

This paper considers the state estimation problem for discrete-time linear systems under event-triggered scheme. In order to improve performance, a novel event-triggered scheme based on confidence level is proposed using the chi-square…

Systems and Control · Electrical Eng. & Systems 2024-03-25 Wei Liu

Posterior sampling has been shown to be a powerful Bayesian approach for solving imaging inverse problems. The recent plug-and-play unadjusted Langevin algorithm (PnP-ULA) has emerged as a promising method for Monte Carlo sampling and…

Machine Learning · Statistics 2025-08-13 Marien Renaud , Jiaming Liu , Valentin de Bortoli , Andrés Almansa , Ulugbek S. Kamilov

Distribution systems of the future smart grid require enhancements to the reliability of distribution system state estimation (DSSE) in the face of low measurement redundancy, unsynchronized measurements, and dynamic load profiles. Micro…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Austin Cooper , Arturo Bretas , Sean Meyn , Newton G. Bretas

Operating modern power grids with stability guarantees is admittedly imperative. Classic stability methods are not well-suited for these dynamic systems as they involve centralized gathering of information and computation of the system's…

Systems and Control · Electrical Eng. & Systems 2020-03-18 Stefanos Baros , Andrey Bernstein , Nikos Hatziargyriou

In the power system, state estimation (SE) is important monitoring task for the reliable operation of the system. The optimal estimate from the SE is delivered to all EMS application such as fault analysis, automatic generation control.…

Optimization and Control · Mathematics 2018-02-20 Byungkwon Park

In power system steady-state estimation (PSSE), one needs to consider (1) the need for robust statistics, (2) the nonconvex transmission constraints, (3) the fast-varying nature of the inputs, and the corresponding need to track optimal…

Optimization and Control · Mathematics 2025-01-08 Pavel Rytir , Ales Wodecki , Martin Malachov , Pavel Baxant , Premysl Vorac , Miloslava Chladova , Jakub Marecek

This paper introduces a stochastic plug-and-play (PnP) sampling algorithm that leverages variable splitting to efficiently sample from a posterior distribution. The algorithm based on split Gibbs sampling (SGS) draws inspiration from the…

Machine Learning · Statistics 2023-04-24 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Recently, distributed algorithms for power system state estimation have attracted significant attention. Along with such advantages as decomposition, parallelization of the original problem and absence of a central computation unit,…

Optimization and Control · Mathematics 2020-07-07 Samal Kubentayeva , Elena Gryazina , Sergei Parsegov , Alexander Gasnikov , Federico Ibáñez

In this paper, we study the structural state and input observability of continuous-time switched linear time-invariant systems and unknown inputs. First, we provide necessary and sufficient conditions for their structural state and input…

Systems and Control · Electrical Eng. & Systems 2021-07-29 Emily A. Reed , Guilherme Ramos , Paul Bogdan , Sérgio Pequito

New methods that exploit sparse structures arising in smart grid networks are proposed for the state estimation problem when data injection attacks are present. First, construction strategies for unobservable sparse data injection attacks…

Information Theory · Computer Science 2015-02-17 Mete Ozay , Inaki Esnaola , Fatos T. Yarman Vural , Sanjeev R. Kulkarni , H. Vincent Poor

This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…

Systems and Control · Electrical Eng. & Systems 2020-03-30 Ali Reza Pedram , Takashi Tanaka

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Mohammad Hussein Yoosefian Nooshabadi , Laurent Lessard

This paper considers physical systems described by hidden states and indirectly observed through repeated measurements corrupted by unmodeled nuisance parameters. A network-based representation learns to disentangle the coherent information…

Computational Physics · Physics 2022-02-08 Pawan Bharadwaj , Matthew Li , Laurent Demanet

A fixed-order set-valued observer is presented for linear parameter-varying systems with bounded-norm noise and under completely unknown attack signals, which simultaneously finds bounded sets of states and unknown inputs that include the…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Mohammad Khajenejad , Sze Zheng Yong

This paper deals with the analysis of input/output-to-state stability (IOSS) and construction of state-norm estimators for continuous-time switched nonlinear systems under restricted switching. Our contributions are twofold. First, given a…

Optimization and Control · Mathematics 2024-04-25 Atreyee Kundu

General nonlinear continuous-time systems are considered for which its state is estimated via a packet-based communication network. We assume that the system has multiple sensor nodes, affected by measurement noise, which can transmit at…

Systems and Control · Electrical Eng. & Systems 2021-12-09 Koen J. A. Scheres , Michelle S. Chong , Romain Postoyan , W. P. Maurice H. Heemels