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Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance…

Numerical Analysis · Mathematics 2025-10-09 Tongtong Li , Anne Gelb , Yoonsang Lee

This paper proposes a joint input and state dynamic estimation scheme for power networks in microgrids and active distribution systems with unknown inputs. The conventional dynamic state estimation of power networks in the transmission…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Bang L. H. Nguyen , Tuyen V. Vu , Joseph M. Guerrero , Mischael Steurer , Karl Schoder , Tuan Ngo

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Yang Li , Jing Li , Liang Chen , Junjian Qi , Guoqing Li

The unscented Kalman filter (UKF) is a commonly used algorithm capable of estimating the states of nonlinear dynamic systems. It carefully chooses a set of sample points, called sigma points that capture the nonlinear system states…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Amit Levy , Itzik Klein

Many estimation problems in aerospace navigation and robotics involve measurements that depend on prior states. A prominent example is odometry, which measures the relative change between states over time. Accurately handling these…

Robotics · Computer Science 2026-05-13 Tara Mina , Lindsey Marinello , John Christian

This paper develops a new nonlinear filter, called Moment-based Kalman Filter (MKF), using the exact moment propagation method. Existing state estimation methods use linearization techniques or sampling points to compute approximate values…

Robotics · Computer Science 2023-01-24 Yutaka Shimizu , Ashkan Jasour , Maani Ghaffari , Shinpei Kato

Autonomous mobile robot competitions judge based on a robot's ability to quickly and accurately navigate the game field. This means accurate localization is crucial for creating an autonomous competition robot. Two common localization…

Systems and Control · Electrical Eng. & Systems 2023-10-18 Ethan Kou , Acshi Haggenmiller

In this paper, we consider distributed simultaneous state and parameter estimation for a class of nonlinear systems, for which the augmented model comprising both the states and the parameters is only partially observable. Specifically, we…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Siyu Liu , Xunyuan Yin , Jinfeng Liu , Feng Ding

Distributed state estimation (DSE) is considered as a more robust and reliable alternative for centralized state estimation (CSE) in power system. Especially, taking into account the future power grid, so called smart grid in which…

Systems and Control · Electrical Eng. & Systems 2021-04-12 Sajjad Asefi , Elena Gryazina , Helder Leite

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by…

Computation · Statistics 2009-07-20 Jan Mandel , Jonathan D. Beezley

Recently, distributed algorithms for power system state estimation have attracted significant attention. Along with such advantages as decomposition, parallelization of the original problem and absence of a central computation unit,…

Optimization and Control · Mathematics 2020-07-07 Samal Kubentayeva , Elena Gryazina , Sergei Parsegov , Alexander Gasnikov , Federico Ibáñez

A dynamic weighted directed graph (DWDG) is commonly encountered in various application scenarios. It involves extensive dynamic interactions among numerous nodes. Most existing approaches explore the intricate temporal patterns hidden in a…

Artificial Intelligence · Computer Science 2024-08-01 Hongxun Zhou , Xiangyu Chen , Ye Yuan

A priori state vector and error covariance computation for the Unscented Kalman Filter (UKF) is described. The original UKF propagates multiple sigma points to compute the a priori mean state vector and the error covariance, resulting in a…

Optimization and Control · Mathematics 2017-03-29 Sanat Biswas , Li Qiao , Andrew Dempster

A data-driven investigation of the flow around a high-rise building is performed combining heterogeneous experimental samples and RANS CFD. The coupling is performed using techniques based on the Ensemble Kalman Filter (EnKF), including…

Fluid Dynamics · Physics 2023-01-27 Lucas Villanueva , Miguel Martinez Valero , Anina Sarkic Glumac , Marcello Meldi

Distribution system state estimation (DSSE) is an essential tool for operation of distribution networks, the results of which enables the operator to have a thorough observation of the system. Thus, most distribution management systems…

Systems and Control · Computer Science 2015-04-15 Vahid Rasouli Disfani , Mohammad Chehreghani Bozchalui , Ratnesh Sharma

This paper introduces a Gaussian Bayesian Network-based Extended Kalman Filter (GBN-EKF) for non-linear state estimators on stiff and ill-conditioned continuous-discrete stochastic systems, with a further analysis on systems with…

Optimization and Control · Mathematics 2025-11-05 Priyank Behera , C. Robert Kenley

Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distribution of the latent state and the observations is described…

Methodology · Statistics 2018-04-23 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet , Pierre Tandeo

In this paper, a distributed dual-quaternion multiplicative extended Kalman filter for the estimation of poses and velocities of individual satellites in a fleet of spacecraft is analyzed. The proposed algorithm uses both absolute and…

Optimization and Control · Mathematics 2024-12-02 Mathias Hudoba de Badyn , Jonas Binz , Andrea Iannelli , Roy S. Smith