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A new semi-parametric Expected Shortfall (ES) estimation and forecasting framework is proposed. The proposed approach is based on a two-step estimation procedure. The first step involves the estimation of Value-at-Risk (VaR) at different…

Risk Management · Quantitative Finance 2021-03-16 Giuseppe Storti , Chao Wang

The real-world data of power networks is often inaccessible due to privacy and security concerns, highlighting the need for tools to generate realistic synthetic network data. Existing methods leverage geographic tools like OpenStreetMap…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Henrique O. Caetano , Rahul K. Gupta , Marco Aiello , Carlos Dias Maciel

With fluid antenna system (FAS) gradually establishing itself as a possible enabling technology for next generation wireless communications, channel estimation for FAS has become a pressing issue. Existing methodologies however face…

Signal Processing · Electrical Eng. & Systems 2025-07-09 Zhen Chen , Jianqing Li , Xiu Yin Zhang , Kai-Kit Wong , Chan-Byoung Chae , Yangyang Zhang

This paper investigates the problem of distributed best linear unbiased estimation (BLUE) of a random parameter at the fusion center (FC) of a wireless sensor network (WSN). In particular, the application of limited-feedback strategies for…

Information Theory · Computer Science 2013-12-02 Mohammad Fanaei , Matthew C. Valenti , Natalia A. Schmid

The Gauss Markov theorem states that the weighted least squares estimator is a linear minimum variance unbiased estimation (MVUE) in linear models. In this paper, we take a first step towards extending this result to non linear settings via…

Machine Learning · Computer Science 2023-11-30 Tzvi Diskin , Yonina C. Eldar , Ami Wiesel

Accurate inertia estimates and forecasts are crucial to support the system operation in future low-inertia power systems. A large literature on inertia estimation methods is available. This paper aims to provide an overview and…

Systems and Control · Electrical Eng. & Systems 2020-08-31 Evelyn Heylen , Goran Strbac , Fei Teng

When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…

Signal Processing · Electrical Eng. & Systems 2021-11-08 Alejandro J. Ordóñez-Conejo , Armin Lederer , Sandra Hirche

Modern state and parameter estimations in power systems consist of two stages: the outer problem of minimizing the mismatch between network observation and prediction over the network parameters, and the inner problem of predicting the…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Laurent Pagnier , Michael Chertkov

This paper proposes a fully distributed robust state-estimation (D-RBSE) method that is applicable to multi-area power systems with nonlinear measurements. We extend the recently introduced bilinear formulation of state estimation problems…

Systems and Control · Computer Science 2015-08-18 Weiye Zheng , Wenchuan Wu , Antonio Gomez-Exposito , Boming Zhang

In this paper we study the problem of distributed estimation of a Gaussian vector with linear observation model in a wireless sensor network (WSN) consisting of K sensors that transmit their modulated quantized observations over orthogonal…

Signal Processing · Electrical Eng. & Systems 2020-05-01 Mojtaba Shirazi , Alireza Sani , Azadeh Vosoughi

Fast and accurate unveiling of power line outages is of paramount importance not only for preventing faults that may lead to blackouts, but also for routine monitoring and control tasks of the smart grid, including state estimation and…

Systems and Control · Computer Science 2015-03-19 Hao Zhu , Georgios B. Giannakis

Subspace identification methods (SIMs) have proven very powerful for estimating linear state-space models. To overcome the deficiencies of classical SIMs, a significant number of algorithms has appeared over the last two decades, where most…

Systems and Control · Electrical Eng. & Systems 2024-05-08 Jiabao He , Cristian R. Rojas , Håkan Hjalmarsson

The state estimation problem can be solved through different methods. In terms of robustness, an effective approach is represented by the Least Absolute Value (LAV) estimator, though vulnerable to leverage points. Based on a previously…

Systems and Control · Electrical Eng. & Systems 2020-08-11 Mathias Dorier , Guglielmo Frigo , Ali Abur , Mario Paolone

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

Deregulation of energy markets, penetration of renewables, advanced metering capabilities, and the urge for situational awareness, all call for system-wide power system state estimation (PSSE). Implementing a centralized estimator though is…

Machine Learning · Statistics 2012-07-03 Vassilis Kekatos , Georgios B. Giannakis

To overcome the tradeoff of the conventional normalized least mean square (NLMS) algorithm between fast convergence rate and low steady-state misalignment, this paper proposes a variable step size (VSS) NLMS algorithm by devising a new…

Systems and Control · Computer Science 2015-04-22 Yi Yu , Haiquan Zhao

In this paper, the line spectral estimation (LSE) problem with multiple measurement vectors (MMVs) is studied utilizing the Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) method, we develop…

Information Theory · Computer Science 2018-11-29 Jiang Zhu , Qi Zhang , Peter Gerstoft , Mihai-Alin Badiu , Zhiwei Xu

A low-observable distribution system has insufficient measurements for conventional weighted least square state estimators. Matrix completion state estimators have been suggested, but their computational times could be prohibitive. To…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Xuzhuo Wang , Guoan Yan , Zhengshuo Li

The advancement of distributed generation technologies in modern power systems has led to a widespread integration of renewable power generation at customer side. However, the intermittent nature of renewable energy poses new challenges to…

Machine Learning · Computer Science 2023-01-31 Devinder Kaur , Shama Naz Islam , Md. Apel Mahmud , Md. Enamul Haque , Adnan Anwar

As inverter-based loads and energy sources become increasingly prevalent, accurate estimation of line impedance between inverters and the grid is essential for optimizing performance and enhancing control strategies. This paper presents a…

Systems and Control · Electrical Eng. & Systems 2025-04-10 Jaesang Park , Alireza Askarian , Srinivasa Salapaka