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We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…

Numerical Analysis · Mathematics 2018-02-28 Christian Kümmerle , Juliane Sigl

In this paper we present novel methodology for automatic anomaly and switch event filtering to improve load estimation in power grid systems. By leveraging unsupervised methods with supervised optimization, our approach prioritizes…

Machine Learning · Computer Science 2024-10-24 Roel Bouman , Linda Schmeitz , Luco Buise , Jacco Heres , Yuliya Shapovalova , Tom Heskes

Dynamic state and parameter estimation methods for dynamic security assessment in power systems are becoming increasingly important for system operators. Usually, the data used for this type of applications stems from phasor measurement…

Systems and Control · Electrical Eng. & Systems 2022-09-01 Nicolai Lorenz-Meyer , René Suchantke , Johannes Schiffer

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…

Robotics · Computer Science 2019-10-15 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

The Wang-Landau (WL) algorithm has been widely used for simulations in many areas of physics. Our analysis of the WL algorithm explains its properties and shows that the difference of the largest eigenvalue of the transition matrix in the…

Statistical Mechanics · Physics 2017-10-19 L. Yu. Barash , M. A. Fadeeva , L. N. Shchur

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

Weighted nuclear norm minimization has been recently recognized as a technique for reconstruction of a low-rank matrix from compressively sampled measurements when some prior information about the column and row subspaces of the matrix is…

Information Theory · Computer Science 2022-04-27 Hamideh Sadat Fazael Ardakani , Sajad Daei , Farzan Haddadi

In this paper, High-dimensional data analysis methods are proposed to deal with random matrix which is composed by the real data from power network before and after the fault. The mean spectral radius (MSR) of non-Hermitian random matrices…

Applications · Statistics 2015-03-31 Y. Cao , L. Cai , C. Qiu , J. Gu , X. He , Q. Ai , Z. Jin

The weighted nonlinear least-squares problem for low-rank signal estimation is considered. The problem of constructing a numerical solution that is stable and fast for long time series is addressed. A modified weighted Gauss-Newton method,…

Numerical Analysis · Mathematics 2022-07-08 Nikita Zvonarev , Nina Golyandina

The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Roy S. Smith

In this paper, a new quantum state restoration scheme is proposed based on the environment-assisted error correction (EAEC) scheme. By introducing a weak measurement reversal (WMR) operation, we shall show how to recover an initial state of…

Quantum Physics · Physics 2014-04-24 Kelvin Wang , Xinyu Zhao , Ting Yu

The Kalman filter and Rauch-Tung-Striebel (RTS) smoother are optimal for state estimation in linear dynamic systems. With nonlinear systems, the challenge consists in how to propagate uncertainty through the state transitions and output…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Simon Kuang , Xinfan Lin

Over 85 oversampling algorithms, mostly extensions of the SMOTE algorithm, have been built over the past two decades, to solve the problem of imbalanced datasets. However, it has been evident from previous studies that different…

Machine Learning · Computer Science 2021-07-16 Saptarshi Bej , Kristian Schultz , Prashant Srivastava , Markus Wolfien , Olaf Wolkenhauer

We investigate the performance of distributed least-mean square (LMS) algorithms for parameter estimation over sensor networks where the regression data of each node are corrupted by white measurement noise. Under this condition, we show…

Systems and Control · Computer Science 2016-11-18 Reza Abdolee , Benoit Champagne

We consider the design of a linear sensing system with a fixed energy budget assuming that the sampling noise is the dominant noise source. The energy constraint implies that the signal energy per measurement decreases linearly with the…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Yang Lu , Wei Dai , Yonina C. Eldar

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

Accurate state estimation is a crucial requirement for the reliable operation and control of electric power systems. Here, we construct a data-driven, numerical method to infer missing power load values in large-scale power grids. Given…

Systems and Control · Electrical Eng. & Systems 2026-02-23 Philippe Jacquod , Laurent Pagnier , Daniel J. Gauthier

We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss function. In this paper, we use a family of weighted loss…

Statistics Theory · Mathematics 2021-04-08 William Leeb

State estimation allows to monitor power networks, exploiting field measurements to derive the most likely grid state. In the literature, measurement errors are usually assumed to follow zero-mean Gaussian distributions; however, it has…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Marta Vanin , Tom Van Acker , Reinhilde D'hulst , Dirk Van Hertem