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Kalman filter is a best linear unbiased state estimator. It is also comprehensible from the point view of the Bayesian estimation. However, this note gives a detailed derivation of Kalman filter from the mutual information perspective for…

Information Theory · Computer Science 2021-01-05 Yarong Luo , Jianlang Hu , Chi Guo

Real time operation of the power grid and synchronism of its different elements require accurate estimation of its state variables. Errors in state estimation will lead to sub-optimal Optimal Power Flow (OPF) solutions and subsequent…

Cryptography and Security · Computer Science 2014-01-15 Deepjyoti Deka , Ross Baldick , Sriram Vishwanath

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

We consider a state estimation problem where observations are made by multiple sensors. These observations are communicated over a lossy wireless network to a central base station that computes estimates via a Kalman filter. The goal is to…

Optimization and Control · Mathematics 2008-09-25 Ufuk Topcu , Kenneth Hsu , Kameshwar Poolla

Cyber-physical systems can be subject to sensor attacks, e.g., sensor spoofing, leading to unsafe behaviors. This paper addresses this problem in the context of linear systems when an omniscient attacker can spoof several system sensors at…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Xiao Tan , Pio Ong , Paulo Tabuada , Aaron D. Ames

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

Utilizing highly synchronized measurements from synchrophasors, dynamic state estimation (DSE) can be applied for real-time monitoring of smart grids. Concurrent DSE studies for power systems are intolerant to unknown inputs and potential…

Systems and Control · Computer Science 2015-08-31 Ahmad F. Taha , Junjian Qi , Jianhui Wang , Jitesh H. Panchal

Given a plant subject to delayed sensor measurement, there are several approaches to compensate for the delay. An obvious approach is to address this problem in state space, where the $n$-dimensional plant state is augmented by an…

Optimization and Control · Mathematics 2023-02-27 Di Cao , Noah J. Cowan , James S. Freudenberg

Recommender systems play an important role in modern information and e-commerce applications. While increasing research is dedicated to improving the relevance and diversity of the recommendations, the potential risks of state-of-the-art…

Machine Learning · Computer Science 2020-08-31 Jiaxi Tang , Hongyi Wen , Ke Wang

When tracking a target particle that is interacting with nearest neighbors in a known way, positional data of the neighbors can be used to improve the state estimate. Effects of the accuracy of such positional data on the target track…

Plasma Physics · Physics 2011-12-19 Neil P. Oxtoby , Jason F. Ralph , Dmitry Samsonov , Céline Durniak

In this work, we address the problem of sensor selection for state estimation via Kalman filtering. We consider a linear time-invariant (LTI) dynamical system subject to process and measurement noise, where the sensors we use to perform…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Christopher I. Calle , Shaunak D. Bopardikar

Optimal state estimation for linear discrete-time systems is considered. Motivated by the literature on differential privacy, the measurements are assumed to be corrupted by Laplace noise. The optimal least mean square error estimate of the…

Optimization and Control · Mathematics 2016-09-02 Farhad Farokhi , Jezdimir Milosevic , Henrik Sandberg

A Bayesian knowledge transfer mechanism that leverages external information to improve the performance of the Kalman fixed-lag interval smoother (FLIS) is proposed. Exact knowledge of the external observation model is assumed to be missing,…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Ondřej Skalský , Jakub Dokoupil

Recent high-profile incidents have exposed security risks in control systems. Particularly important and safety-critical modules for security analysis are estimation and control (E&C). Prior works have analyzed the security of E&C for…

Systems and Control · Electrical Eng. & Systems 2023-01-02 R. Spencer Hallyburton , Amir Khazraei , Miroslav Pajic

Indoor tracking and pose estimation, i.e., determining the position and orientation of a moving target, are increasingly important due to their numerous applications. While Inertial Navigation Systems (INS) provide high update rates, their…

Robotics · Computer Science 2024-09-04 Mohammed H. AlSharif , Mohanad Ahmed , Mohamed Siala , Tareq Y. Al-Naffouri

Robotic systems are vulnerable to False Data Injection Attacks (FDIAs), where adversaries corrupt sensor signals to gain malicious control. Feedback linearization exposes robotic systems to integrator vulnerability, making them susceptible…

Robotics · Computer Science 2026-05-22 Gabriele Gualandi , Carl Mikael Larsson , Alessandro V. Papadopoulos

We study the information loss of a class of inference strategies that is solely based on time averaging. For an array of independent binary sensors (e.g., receptors, single electron transistors) measuring a weak random signal (e.g., ligand…

Statistical Mechanics · Physics 2016-10-25 David Hartich , Udo Seifert

We consider the problem of distributed Kalman filtering for sensor networks in the case there are constraints in data transmission and there is model uncertainty. More precisely, we propose two distributed filtering strategies with…

Optimization and Control · Mathematics 2022-09-12 Davide Ghion , Mattia Zorzi

The optimal predictor for a linear dynamical system (with hidden state and Gaussian noise) takes the form of an autoregressive linear filter, namely the Kalman filter. However, a fundamental problem in reinforcement learning and control…

Machine Learning · Computer Science 2019-05-27 Holden Lee , Cyril Zhang

The security of energy supply in a power grid critically depends on the ability to accurately estimate the state of the system. However, manipulated power flow measurements can potentially hide overloads and bypass the bad data detection…

Systems and Control · Electrical Eng. & Systems 2022-12-16 Chenguang Wang , Kaikai Pan , Simon Tindemans , Peter Palensky
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