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The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

Machine Learning · Statistics 2016-08-31 Michael C. Burkhart , David M. Brandman , Carlos E. Vargas-Irwin , Matthew T. Harrison

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

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

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

Kalman filters and observers are two main classes of dynamic state estimation (DSE) routines. Power system DSE has been implemented by various Kalman filters, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF).…

Systems and Control · Computer Science 2018-07-03 Junjian Qi , Ahmad F. Taha , Jianhui Wang

Data assimilation is concerned with sequentially estimating a temporally-evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and…

Machine Learning · Statistics 2021-07-21 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Machine Learning · Computer Science 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

Simultaneous localization and mapping (SLAM) is a method that constructs a map of an unknown environment and localizes the position of a moving agent on the map simultaneously. Extended Kalman filter (EKF) has been widely adopted as a low…

Signal Processing · Electrical Eng. & Systems 2022-10-19 Geon Choi , Jeonghun Park , Nir Shlezinger , Yonina C. Eldar , Namyoon Lee

The increasing deployment of distribution-level phasor measurement units (PMUs) calls for dynamic distribution state estimation (DDSE) approaches that tap into high-rate measurements to maintain a comprehensive view of the…

Optimization and Control · Mathematics 2020-01-09 Jianhan Song , Emiliano Dall'Anese , Andrea Simonetto , Hao Zhu

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

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Numerical Analysis · Mathematics 2024-03-07 Tongtong Li , Anne Gelb , Yoonsang Lee

This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Peihu Duan , Tao Liu , Yu Xing , Karl Henrik Johansson

State estimation of dynamical systems in real-time is a fundamental task in signal processing. For systems that are well-represented by a fully known linear Gaussian state space (SS) model, the celebrated Kalman filter (KF) is a low…

Signal Processing · Electrical Eng. & Systems 2022-04-13 Guy Revach , Nir Shlezinger , Xiaoyong Ni , Adria Lopez Escoriza , Ruud J. G. van Sloun , Yonina C. Eldar

Recent research in nonlinear filtering and signal processing has suggested an efficient derivative-free Extended Kalman filter (EKF) designed for discrete-time stochastic systems. Such approach, however, has failed to address the estimation…

Optimization and Control · Mathematics 2024-02-20 Maria V. Kulikova , Gennady Yu. Kulikov

Intelligent vehicles in autonomous driving and obstacle avoidance, the precise relative state of vehicles put forward a higher demand. For a vehicle-borne sensor network with time-varying transmission delays, the problem of coordinate…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Hang Yu , Keren Dai , Haojie Li , Yao Zou , Xiang Ma , Shaojie Ma , He Zhang

An online Data Assimilation strategy based on the Ensemble Kalman Filter (EnKF) is used to improve the predictive capabilities of Large Eddy Simulation (LES) for the analysis of the turbulent flow in a plane channel, $Re_\tau \approx 550$.…

Fluid Dynamics · Physics 2023-10-30 Lucas Villanueva , Karine Truffin , Marcello Meldi

The increasing distributed and renewable energy resources and controllable devices in distribution systems make fast distribution system state estimation (DSSE) crucial in system monitoring and control. We consider a large multi-phase…

Optimization and Control · Mathematics 2020-05-22 Xinyang Zhou , Zhiyuan Liu , Yi Guo , Changhong Zhao , Jianqiao Huang , Lijun Chen

Advanced driver assistance systems are critically dependent on reliable and accurate information regarding a vehicles' driving state. For estimation of unknown quantities, model-based and learning-based methods exist, but both suffer from…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Jan-Hendrik Ewering , Zygimantas Ziaukas , Simon F. G. Ehlers , Thomas Seel

In this paper we propose a novel partition-based distributed state estimation scheme for non-overlapping subsystems based on Kalman filter. The estimation scheme is designed in order to account, in a rigorous fashion, for dynamic coupling…

Systems and Control · Computer Science 2015-07-27 Marcello Farina , Ruggero Carli

Hybrid AC/DC distribution systems are becoming a popular means to accommodate the increasing penetration of distributed energy resources and flexible loads. This paper proposes a distributed and robust state estimation (DRSE) method for…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Manyun Huang , Junbo Zhao , Zhinong Wei , Marco Pau , Guoqiang Sun