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This paper introduces a unified approach for state estimation and control of nonlinear dynamic systems, employing the State-Dependent Riccati Equation (SDRE) framework. The proposed approach naturally extends classical linear quadratic…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Azra Redzovic , Adnan Tahirovic

Wireless sensor networks (WSNs) represent a critical research domain within the Internet of Things (IoT) technology. The distributed Kalman filter (DKF) has garnered significant attention as an information fusion method for WSNs. However,…

Signal Processing · Electrical Eng. & Systems 2025-03-11 Xuemei Mao , Gang Wang , Bei Peng , Jiacheng He , Kun Zhang , Song Gao , Jian Chen

This paper studies the convergence of the estimation error process and the characterization of the corresponding invariant measure in distributed Kalman filtering for potentially unstable and large linear dynamic systems. A gossip network…

Information Theory · Computer Science 2015-01-13 Di Li , Soummya Kar , Jose' M. F. Moura , H. Vincent Poor , Shuguang Cui

State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popular choice, its performance degrades significantly when…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

Currently, adaptive filtering algorithms have been widely applied in frequency estimation for power systems. However, research on diffusion tasks remains insufficient. Existing diffusion adaptive frequency estimation algorithms exhibit…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Haiquan Zhao , Yi Peng , Jinsong Chen , Jinhui Hu

This paper proposes a distributed diagnosis scheme to detect and estimate actuator and power line faults in DC microgrids (e.g., electric-vehicle charging microgrids) subject to unknown power loads and stochastic noise. To address actuator…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Jingwei Dong , Mahdieh S. Sadabadi , Per Mattsson , André Teixeira

Power distribution networks, especially in North America, are often unbalanced but are designed to keep unbalance levels within the limits specified by IEEE, IEC, and NEMA standards. However, rapid integration of unbalanced devices, such as…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Rahul K. Gupta , Daniel K. Molzahn

Extended Kalman Filtering (EKF) can be used to propagate and quantify input uncertainty through a Deep Neural Network (DNN) assuming mild hypotheses on the input distribution. This methodology yields results comparable to existing methods…

Machine Learning · Computer Science 2018-09-18 Jessica S. Titensky , Hayden Jananthan , Jeremy Kepner

Today's power generation and distribution networks are quickly moving toward automated control and integration of renewable resources - a complex, integrated system termed the Smart Grid. A key component in planning and managing of Smart…

Signal Processing · Electrical Eng. & Systems 2020-01-01 Shervin Mehryar , Moe Z. Win

We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…

Systems and Control · Electrical Eng. & Systems 2021-02-18 Damián Marelli , Tianju Sui , Minyue Fu

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

Modern power systems face new operational hurdles due to the increasing adoption of inverter-coupled distributed energy resources, which impact system stability and control. Central to these challenges is the dynamic nature of grid…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Phuoc Sang Nguyen , Ghavameddin Nourbakhsh , Gerard Ledwich

Power systems are highly complex, large-scale engineering systems subject to many uncertainties, which makes accurate mathematical modeling challenging. This paper proposes a novel, centralized dynamic state estimator for power systems that…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Milos Katanic , John Lygeros , Gabriela Hug

This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…

Optimization and Control · Mathematics 2023-12-19 Feng Bao , Guannan Zhang , Zezhong Zhang

The optimal fusion of estimates in a Distributed Kalman Filter (DKF) requires tracking of the complete network error covariance, problematic in terms of memory and communication. A scalable alternative is to fuse estimates under unknown…

Systems and Control · Electrical Eng. & Systems 2022-06-14 Eduardo Sebastián , Eduardo Montijano , Carlos Sagüés

In this paper, we address a partition-based distributed state estimation problem for large-scale general nonlinear processes by proposing a Kalman-based approach. First, we formulate a linear full-information estimation design within a…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Xiaojie Li , Adrian Wing-Keung Law , Xunyuan Yin

A new class of iterated linearization-based nonlinear filters, dubbed dynamically iterated filters, is presented. Contrary to regular iterated filters such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter…

Signal Processing · Electrical Eng. & Systems 2023-09-15 Anton Kullberg , Isaac Skog , Gustaf Hendeby

Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Yang Li , Jing Li , Liang Chen , Junjian Qi , Guoqing Li

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Hassan Mortada , Cyril Falcon , Yanis Kahil , Mathéo Clavaud , Jean-Philippe Michel