Related papers: Distributed bounded-error state estimation for par…
This paper considers robust stability analysis of a large network of interconnected uncertain systems. To avoid analyzing the entire network as a single large, lumped system, we model the network interconnections with integral quadratic…
Motivated by an increasing demand for models that can effectively describe features of complex multivariate time series, e.g. from sensor data in biomechanics, motion analysis, and sports science, we introduce a novel state-space modeling…
Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…
Power system state estimation plays a fundamental and critical role in the energy management system (EMS). To achieve a high performance and accurate system states estimation, a graph computing based distributed state estimation approach is…
This paper studies attack-resilient estimation of a class of switched nonlinear systems subject to stochastic noises. The systems are threatened by both of signal attacks and switching attacks. The problem is formulated as the joint…
In this work, we introduce a sample- and data-based moving horizon estimation framework for linear systems. We perform state estimation in a sample-based fashion in the sense that we assume to have only few, irregular output measurements…
This paper considers the problem of distributed estimation in a sensor network, where multiple sensors are deployed to infer the state of a linear time-invariant (LTI) Gaussian system. By proposing a lossless decomposition of Kalman filter,…
We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…
This paper discusses the problem of estimating the state of a linear time-invariant system when some of its sensors and actuators are compromised by an adversarial agent. In the model considered in this paper, the malicious agent attacks an…
The increasing deployment of distribution-level phasor measurement units (PMUs) calls for dynamic distribution state estimation (DDSE) approaches that tap into high-rate measurements to maintain a comprehensive view of the…
A resilient state estimation scheme for uniformly observable nonlinear systems, based on a method for local identification of sensor attacks, is presented. The estimation problem is combinatorial in nature, and so many methods require…
While local basis function (LBF) estimation algorithms, commonly used for identifying/tracking systems with time-varying parameters, demonstrate good performance under the assumption of normally distributed measurement noise, the estimation…
This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…
We present a distributed optimization algorithm for solving online personalized optimization problems over a network of computing and communicating nodes, each of which linked to a specific user. The local objective functions are assumed to…
We address the problem of distributed state estimation of a linear dynamical process in an attack-prone environment. Recent attempts to solve this problem impose stringent redundancy requirements on the measurement and communication…
We study the problem of collaboratively estimating the state of an LTI system monitored by a network of sensors, subject to the following important practical considerations: (i) certain sensors might be arbitrarily compromised by an…
Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…
This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…
We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…
We explore why many recently proposed robust estimation problems are efficiently solvable, even though the underlying optimization problems are non-convex. We study the loss landscape of these robust estimation problems, and identify the…