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Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time…

Methodology · Statistics 2023-06-30 Brian King , Daniel R. Kowal

We consider the problem of reconstructing the dynamic state matrix of transmission power grids from time-stamped PMU measurements in the regime of ambient fluctuations. Using a maximum likelihood based approach, we construct a family of…

Systems and Control · Computer Science 2017-10-31 Andrey Y. Lokhov , Marc Vuffray , Dmitry Shemetov , Deepjyoti Deka , Michael Chertkov

Dynamic tensor data are becoming prevalent in numerous applications. Existing tensor clustering methods either fail to account for the dynamic nature of the data, or are inapplicable to a general-order tensor. Also there is often a gap…

Machine Learning · Statistics 2018-09-17 Will Wei Sun , Lexin Li

Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…

Optimization and Control · Mathematics 2022-05-03 Rui Gao , Anton J. Kleywegt

Nonlinear state estimation (SE), with the goal of estimating complex bus voltages based on all types of measurements available in the power system, is usually solved using the iterative Gauss-Newton method. The nonlinear SE presents some…

Machine Learning · Computer Science 2022-09-09 Ognjen Kundacina , Mirsad Cosovic , Dragisa Miskovic , Dejan Vukobratovic

A tri-objective optimal Micro Phasor Measurement Units ({\mu}-PMUs) Placement method is presented, with a focus on minimizing the following three parameters: i) the total number of {\mu}-PMU channels, (ii) the maximum state estimation…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Arya Abdolahi , Navid Taghizadegan Kalantari

The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a…

Optimization and Control · Mathematics 2020-02-03 Sophie M. Fosson

This paper proposes a novel approach for detecting the topology of distribution networks based on the analysis of time series measurements. The time-based analysis approach draws on data from high-precision phasor measurement units (PMUs or…

Systems and Control · Computer Science 2015-04-23 Guido Cavraro , Reza Arghandeh , Alexandra von Meier

This paper proposes a decentralized dynamic state estimation scheme for microgrids. The approach employs the voltage and current measurements in the dq0 reference frame through phasor synchronization to be able to exclude orthogonal…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Bang L. H. Nguyen , Tuyen V. Vu , Tuan A. Ngo

This paper considers the problem of online feedback optimization to solve the AC Optimal Power Flow in real-time in power grids. This consists in continuously driving the controllable power injections and loads towards the optimal…

Systems and Control · Electrical Eng. & Systems 2021-11-18 Miguel Picallo , Saverio Bolognani , Florian Dörfler

This work develops compressive sampling strategies for computing the dynamic mode decomposition (DMD) from heavily subsampled or output-projected data. The resulting DMD eigenvalues are equal to DMD eigenvalues from the full-state data. It…

Dynamical Systems · Mathematics 2013-12-19 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

Distributionally Robust Optimization (DRO), which aims to find an optimal decision that minimizes the worst case cost over the ambiguity set of probability distribution, has been widely applied in diverse applications, e.g., network…

Optimization and Control · Mathematics 2025-07-31 Yang Jiao , Kai Yang , Dongjin Song

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

State estimation is required whenever we deal with high-dimensional dynamical systems, as the complete measurement is often unavailable. It is key to gaining insight, performing control or optimizing design tasks. Most deep learning-based…

Machine Learning · Computer Science 2022-03-15 Yash Kumar , Souvik Chakraborty

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

We propose a distributed algorithm to solve a dynamic programming problem with multiple agents, where each agent has only partial knowledge of the state transition probabilities and costs. We provide consensus proofs for the presented…

Optimization and Control · Mathematics 2023-06-19 Nikolaus Vertovec , Kostas Margellos

Accurate voltage estimation in distribution networks is critical for real-time monitoring and increasing the reliability of the grid. As DER penetration and distribution level voltage variability increase, robust distribution system state…

Machine Learning · Computer Science 2025-10-21 Muhy Eddin Za'ter , Bri-Mathias Hodge

Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed decision dependence arises when the deployed decision affects…

Optimization and Control · Mathematics 2025-03-11 Zhiyu He , Saverio Bolognani , Florian Dörfler , Michael Muehlebach

The increasing amount of controllable generation and consumption in distribution grids poses a severe challenge in keeping voltage values within admissible ranges. Existing approaches have considered different optimal power flow…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Miguel Picallo , Adolfo Anta , Bart De Schutter

The problem of state estimation for unobservable distribution systems is considered. A deep learning approach to Bayesian state estimation is proposed for real-time applications. The proposed technique consists of distribution learning of…

Machine Learning · Statistics 2019-02-26 Kursat Rasim Mestav , Jaime Luengo-Rozas , Lang Tong