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An informative measurement is the most efficient way to gain information about an unknown state. We present a first-principles derivation of a general-purpose dynamic programming algorithm that returns an optimal sequence of informative…

Machine Learning · Computer Science 2023-02-01 Peter N. Loxley , Ka-Wai Cheung

This paper considers the Linear Minimum Variance recursive state estimation for the linear discrete time dynamic system with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is shown…

Information Theory · Computer Science 2007-07-13 Dandan Luo , Yunmin Zhu

Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…

Systems and Control · Computer Science 2016-10-12 Tong Zhou

We consider the problem of reconstructing the dynamic state matrix of transmission power grids from time-stamped PMU measurements in the regime of ambient fluctuations. Using a maximum likelihood based approach, we construct a family of…

Systems and Control · Computer Science 2017-10-31 Andrey Y. Lokhov , Marc Vuffray , Dmitry Shemetov , Deepjyoti Deka , Michael Chertkov

Accurate state estimation is crucial for legged robot locomotion, as it provides the necessary information to allow control and navigation. However, it is also challenging, especially in scenarios with uneven and slippery terrain. This…

The Kalman filter computes the optimal variable-gain using prior knowledge of the initial state and random (process and measurement) noise distributions, which are assumed to be Gaussian with known variance. However, when these…

Systems and Control · Electrical Eng. & Systems 2022-01-31 Hugh Lachlan Kennedy

This paper investigates optimal fiducial marker placement on the surface of a satellite performing relative proximity operations with an observer satellite. The absolute and relative translation and attitude equations of motion for the…

Systems and Control · Electrical Eng. & Systems 2025-01-06 Nicholas B. Andrews , Kristi A. Morgansen

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

Data Structures and Algorithms · Computer Science 2010-01-28 Sudipto Guha , Kamesh Munagala

Deep learning has emerged as an effective solution for addressing the challenges of short-term voltage stability assessment (STVSA) in power systems. However, existing deep learning-based STVSA approaches face limitations in adapting to…

Machine Learning · Computer Science 2023-09-21 Yang Li , Shitu Zhang , Yuanzheng Li , Jiting Cao , Shuyue Jia

In this paper, the empirical controllability covariance (ECC), which is calculated around the considered operating condition of a power system, is applied to quantify the degree of controllability of system voltages under specific dynamic…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Weihong Huang , Kai Sun , Wei Kang

Many specific problems ranging from theoretical probability to applications in statistical physics, combinatorial optimization and communications can be formulated as an optimal tuning of local parameters in large systems of interacting…

Probability · Mathematics 2020-01-23 Bartłomiej Błaszczyszyn , Christian Hirsch

Solving the optimal power flow problem is one of the main objectives in electrical power systems analysis and design. The modern optimization algorithms such as the evolutionary algorithms are also adopted to solve this problem, especially…

Computational Engineering, Finance, and Science · Computer Science 2016-01-19 Mohamed Abuella , Constantine Hatziadoniu

Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…

Information Theory · Computer Science 2017-03-06 Parisa Mansourifard , Tara Javidi , Bhaskar Krishnamachari

The Phasor measurement unit (PMU) measurements are mandatory to monitor the power system's voltage stability margin in an online manner. Monitoring is key to the secure operation of the grid. Traditionally, online monitoring of voltage…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Kishan Prudhvi Guddanti , Amarsagar Reddy Ramapuram Matavalam , Yang Weng

Power system dynamic state estimation is essential to monitoring and controlling power system stability. Kalman filtering approaches are predominant in estimation of synchronous machine dynamic states (i.e. rotor angle and rotor speed).…

Systems and Control · Computer Science 2017-02-03 Shahrokh Akhlaghi , Ning Zhou

An Equivalent Circuit Programming (ECP) approach that expresses the optimality conditions of an optimization problem in terms of an equivalent circuit model and uses circuit simulation techniques to solve for an optimal solution, is applied…

Signal Processing · Electrical Eng. & Systems 2019-04-11 Marko Jereminov , Aleksandar Jovicic , Martin R. Wagner , Gabriela Hug , Larry Pileggi

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

The optimization conditions for minimum error discrimination of linearly independent pure states comprise of two kinds: stationary conditions over the space of rank one projective measurements and the global maximization conditions. A…

Quantum Physics · Physics 2014-02-20 Tanmay Singal , Sibasish Ghosh

Collaborative Localisation has been studied extensively in recent years as a way to improve pose estimation of unmanned aerial vehicles in challenging environments. However little attention has been paid toward advancing the underlying…

Robotics · Computer Science 2021-04-14 Jack Henderson , Mohammad Zamani , Robert Mahony , Jochen Trumpf

The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…

Computation · Statistics 2025-09-30 Sarra Abaoubida , Mylène Bédard , Florian Maire
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