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The extended Kalman filter is perhaps the most standard tool to estimate in real time the state of a dynamical system from noisy measurements of some function of the system, with extensive practical applications (such as position tracking…

Optimization and Control · Mathematics 2019-01-04 Yann Ollivier

Optimal sensor placement is essential for minimizing costs and ensuring accurate state estimation in power systems. This paper introduces a novel method for optimal sensor placement for dynamic state estimation of power systems modeled by…

Systems and Control · Electrical Eng. & Systems 2025-02-06 Milos Katanic , Yi Guo , John Lygeros , Gabriela Hug

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

In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…

Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering.…

Machine Learning · Statistics 2016-03-10 Sayed Pouria Talebi , Danilo P. Mandic

The reliability and precision of dynamic database are vital for the optimal operating and global control of integrated energy systems. One of the effective ways to obtain the accurate states is state estimations. A novel robust dynamic…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Liang Chen , Yang Li , Manyun Huang , Xinxin Hui , Songlin Gu

This work presents a distributed method for control centers to monitor the operating condition of a power network, i.e., to estimate the network state, and to ultimately determine the occurrence of threatening situations. State estimation…

Optimization and Control · Mathematics 2011-07-13 Fabio Pasqualetti , Ruggero Carli , Francesco Bullo

This paper considers state estimation of linear systems using analog amplify and forwarding with multiple sensors, for both multiple access and orthogonal access schemes. Optimal state estimation can be achieved at the fusion center using a…

Information Theory · Computer Science 2009-06-11 Alex S. Leong , Subhrakanti Dey , Jamie S. Evans

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

Numerical Analysis · Mathematics 2021-06-23 Gottfried Hastermann , Maria Reinhardt , Rupert Klein , Sebastian Reich

For the first time quaternions have been used for real-time frequency estimation, where the multi-dimensional nature of quaternions allows for the full characterization of three-phase power systems. This is achieved through the use of…

Systems and Control · Computer Science 2016-03-25 Sayed Pouria Talebi , Professor Danilo P. Mandic

We study the problem of distributed Kalman filtering for sensor networks in the presence of model uncertainty. More precisely, we assume that the actual state-space model belongs to a ball, in the Kullback-Leibler topology, about the…

Optimization and Control · Mathematics 2020-04-20 Mattia Zorzi

We consider the problem of distributed Kalman filtering for sensor networks in the case there is a limit in data transmission and there is model uncertainty. More precisely, we propose a distributed filtering strategy with event-triggered…

Optimization and Control · Mathematics 2022-05-18 Davide Ghion , Mattia Zorzi

This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

The paper deals with decentralized state estimation for spatially distributed systems described by linear partial differential equations from discrete in-space-and-time noisy measurements provided by sensors deployed over the spatial domain…

Systems and Control · Computer Science 2016-04-11 Giorgio Battistelli , Luigi Chisci , Nicola Forti , Stefano Selleri , Giuseppe Pelosi

In this paper, we investigate a distributed estimation problem for multi-agent systems with state equality constraints (SEC). First, under a time-based consensus communication protocol, applying a modified projection operator and the…

Systems and Control · Computer Science 2019-03-12 Xingkang He , Chen Hu , Yiguang Hong , Ling Shi , Haitao Fang

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

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,…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Jiaqi Yan , Yilin Mo , Hideaki Ishii