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The focus of this paper is on linear system identification in the setting where it is known that the underlying partially-observed linear dynamical system lies within a finite collection of known candidate models. We first consider the…

Optimization and Control · Mathematics 2024-04-15 Haoyuan Sun , Ali Jadbabaie

Under distribution uncertainty, on the basis of discrete data we investigate the consistency of the least squares estimator (LSE) of the parameter for the stochastic differential equation (SDE) where the noise are characterized by…

Statistics Theory · Mathematics 2019-04-30 Chen Fei , Weiyin Fei

Nonlinear dynamic models are widely used for characterizing functional forms of processes that govern complex biological pathway systems. Over the past decade, validation and further development of these models became possible due to data…

Methodology · Statistics 2019-08-13 Itai Dattner , Shota Gugushvili , Harold Ship , Eberhard O. Voit

We study the problem of parameter estimation for reflected stochastic processes driven by a standard Brownian motion. The estimator is obtained using nonlinear least squares method based on discretely observed processes. Under some certain…

Statistics Theory · Mathematics 2022-05-03 Han Yuecai , Zhang Dingwen

In this document, some general results in approximation theory and matrix analysis with applications to sparse identification of time series models and nonlinear discrete-time dynamical systems are presented. The aforementioned theoretical…

Numerical Analysis · Mathematics 2021-08-04 Fredy Vides

Stochastic unary computing provides low-area circuits. However, the required area consuming stochastic number generators (SNGs) in these circuits can diminish their overall gain in area, particularly if several SNGs are required. We propose…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Sayed Ahmad Salehi

The goal of the state estimation (SE) algorithm is to estimate complex bus voltages as state variables based on the available set of measurements in the power system. Because phasor measurement units (PMUs) are increasingly being used in…

Machine Learning · Computer Science 2023-02-02 Ognjen Kundacina , Mirsad Cosovic , Dejan Vukobratovic

In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Xinghua Zhu , Zhixin Liu

This paper proposes an Adaptive Stochastic Model Predictive Control (MPC) strategy for stable linear time-invariant systems in the presence of bounded disturbances. We consider multi-input, multi-output systems that can be expressed by a…

Systems and Control · Electrical Eng. & Systems 2019-12-11 Monimoy Bujarbaruah , Charlott Vallon

This study defines a multivariate Self--Exciting Threshold Autoregressive with eXogenous input (MSETARX) models and present an estimation procedure for the parameters. The conditions for stationarity of the nonlinear MSETARX models is…

Methodology · Statistics 2014-07-30 Peter Martey Addo

Offline procedures for estimating parameters of robot dynamics are practically based on the parameterized inverse dynamic model. In this paper, we present a novel approach to parameter estimation of robot dynamics which removes the…

Robotics · Computer Science 2012-11-07 Hossein Jahandideh , Mehrzad Namvar

We consider the problem of optimal distributed beamforming in a sensor network where the sensors observe a dynamic parameter in noise and coherently amplify and forward their observations to a fusion center (FC). The FC uses a Kalman filter…

Information Theory · Computer Science 2013-04-02 Feng Jiang , Jie Chen , A. Lee Swindlehurst

In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…

Methodology · Statistics 2022-04-12 Rohan Hore , Abhik Ghosh

An equivalent circuit formulation for power system analysis was demonstrated to improve robustness of Power Flow and enable more generalized modeling, including that for RTUs (Remote Terminal Units) and PMUs (Phasor Measurement Units).…

Signal Processing · Electrical Eng. & Systems 2019-05-02 Martin R. Wagner , Marko Jereminov , Amritanshu Pandey , Larry Pileggi

In this paper, we propose a novel approach for the data-driven characterization of power system dynamics. The developed method of Extended Subspace Identification (ESI) is suitable for systems with output measurements when all the dynamics…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Pranav Sharma , Venkataramana Ajjarapu , Umesh Vaidya

In this paper, automated generation of linear parameter-varying (LPV) state-space models to embed the dynamical behavior of nonlinear systems is considered, focusing on the trade-off between scheduling complexity and model accuracy and on…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Arash Sadeghzadeh , Bardia Sharif , Roland Toth

Real-time acquisition of accurate machine parameters is of significance to achieving high performance in electric drives, particularly targeted for mission-critical applications. Unlike the saturation effects, the temperature variations are…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Aravinda Perera , Roy Nilsen

One of the fundamental concerns in the operation of modern power systems is the assessment of their frequency stability in case of inertia-reduction induced by the large share of power electronic interfaced resources. Within this context,…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Francesco Conte , Stefano Massucco , Mario Paolone , Giacomo-Piero Schiapparelli , Federico Silvestro , Yihui Zuo

Estimating the parameters of max-stable parametric models poses significant challenges, particularly when some parameters lie on the boundary of the parameter space. This situation arises when a subset of variables exhibits extreme values…

Methodology · Statistics 2026-04-08 Anas Mourahib , Anna Kiriliouk , Johan Segers

This paper presents a reproducible and physically feasible dynamic parameter identification framework for CRANE-X7, a low-cost robot arm driven by modular smart actuators. To improve practical identifiability, products of inertia are…

Robotics · Computer Science 2026-05-18 Junji Oaki , Koki Yamane , Koki Inami , Sho Sakaino
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