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This paper presents a robust non-linear state estimator for autonomous surface vehicles, where the movement is restricted to the horizontal plane. It is assumed that only the vehicle position and orientation can be measured, being the…

Systems and Control · Electrical Eng. & Systems 2024-02-07 Guillermo Bejarano , Sufiyan N-Yo , Luis Orihuela

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

Optimal state estimation for linear discrete-time systems is considered. Motivated by the literature on differential privacy, the measurements are assumed to be corrupted by Laplace noise. The optimal least mean square error estimate of the…

Optimization and Control · Mathematics 2016-09-02 Farhad Farokhi , Jezdimir Milosevic , Henrik Sandberg

We derive a reduced-order state estimator for discrete-time infinite dimensional linear systems with finite dimensional Gaussian input and output noise. This state estimator is the optimal one-step estimate that takes values in a fixed…

Optimization and Control · Mathematics 2014-10-08 Atte Aalto

This paper addresses the problem of estimating multiplicative fault signals in linear time-invariant systems by processing its input and output variables, as well as designing an input signal to maximize the accuracy of such estimates. The…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Gabriel de Albuquerque Gleizer , Peyman Mohajerin Esfahani , Tamas Keviczky

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

In this paper, we consider the state estimation problem for nonlinear stochastic discrete-time systems. We combine Lyapunov's method in control theory and deep reinforcement learning to design the state estimator. We theoretically prove the…

Machine Learning · Computer Science 2021-01-08 Liang Hu , Chengwei Wu , Wei Pan

This paper presents a detection algorithm for sensor attacks and a resilient state estimation scheme for a class of uniformly observable nonlinear systems. An adversary is supposed to corrupt a subset of sensors with the possibly unbounded…

Systems and Control · Computer Science 2021-01-11 Junsoo Kim , Chanhwa Lee , Hyungbo Shim , Yongsoon Eun , Jin Heon Seo

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent, but numerically…

Statistics Theory · Mathematics 2017-03-17 Yasutaka Shimizu

We consider a finite horizon linear discrete time varying system whose input is a random noise with an imprecisely known probability law. The statistical uncertainty is described by a nonnegative parameter a which constrains the anisotropy…

Systems and Control · Computer Science 2012-08-21 Eugene A. Maximov , Alexander P. Kurdyukov , Igor G. Vladimirov

Robustness is established for the predictor feedback for linear time-invariant systems with respect to possibly time-varying perturbations of the input delay, with a constant nominal delay. Prior results have addressed qualitatively…

Optimization and Control · Mathematics 2012-07-20 Iasson Karafyllis , Miroslav Krstic

This contribution proposes a recursive, computationally efficient, ready-to-use, online method for the ellipsoidal state characterization for linear discrete-time models with additive unknown disturbances vectors (bounded by known possibly…

Systems and Control · Electrical Eng. & Systems 2021-04-28 Yasmina Becis-Aubry

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Jean-Sébastien Brouillon , Keith Moffat , Florian Dörfler , Giancarlo Ferrari-Trecate

Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…

Optimization and Control · Mathematics 2021-12-13 Chris van der Ploeg , Emilia Silvas , Nathan van de Wouw , Peyman Mohajerin Esfahani

This paper presents an efficient algorithm for robust network reconstruction of Linear Time-Invariant (LTI) systems in the presence of noise, estimation errors and unmodelled nonlinearities. The method here builds on previous work on robust…

Dynamical Systems · Mathematics 2016-11-18 David Hayden , Ye Yuan , Jorge Gonçalves

Control systems are inevitably affected by external disturbances, and a major objective of the control design is to attenuate or eliminate their adverse effects on the system performance. This paper presents a disturbance rejection approach…

Systems and Control · Electrical Eng. & Systems 2020-07-30 Zhitao Li , Amin Vahidi-Moghaddam , Hamidreza Modares , Jinsheng Sun

This paper discusses the problem of estimating the state of a linear time-invariant system when some of its sensors and actuators are compromised by an adversarial agent. In the model considered in this paper, the malicious agent attacks an…

Optimization and Control · Mathematics 2019-04-04 Mehrdad Showkatbakhsh , Yasser Shoukry , Suhas Diggavi , Paulo Tabuada

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

This paper deals with the state estimation problem in discrete-event systems modeled with nondeterministic finite automata, partially observed via a sensor measuring unit whose measurements (reported observations) may be vitiated by a…

Information Theory · Computer Science 2020-11-04 Yuting Li , Christoforos N. Hadjicostis , Naiqi Wu , Zhiwu Li