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Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering.…

Machine Learning · Statistics 2016-03-10 Sayed Pouria Talebi , Danilo P. Mandic

In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…

Systems and Control · Electrical Eng. & Systems 2023-03-15 Christopher I. Calle , Shaunak D. Bopardikar

Decentralized state estimation in a communication-constrained sensor network is considered. The exchanged estimates are dimension-reduced to reduce the communication load using a linear mapping to a lower-dimensional space. The mean squared…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Robin Forsling , Fredrik Gustafsson , Zoran Sjanic , Gustaf Hendeby

In this article, the state estimation problems with unknown process noise and measurement noise covariances for both linear and nonlinear systems are considered. By formulating the joint estimation of system state and noise parameters into…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Hua Lan , Shijie Zhao , Jinjie Hu , Zengfu Wang , Jing Fu

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Hua Lan , Jinjie Hu , Zengfu Wang , Qiang Cheng

Dynamic state estimation (DSE) accurately tracks the dynamics of a power system and provides the evolution of the system state in real-time. This paper focuses on the control and protection applications of DSE, comprehensively presenting…

In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…

Systems and Control · Electrical Eng. & Systems 2021-12-16 Angel L. Cedeño , Ricardo Albornoz , Boris I. Godoy , Rodrigo Carvajal , Juan C. Agüero

This paper proposes decentralized stability conditions for multi-converter systems based on the combination of the small gain theorem and the small phase theorem. Instead of directly computing the closed-loop dynamics, e.g., eigenvalues of…

Systems and Control · Electrical Eng. & Systems 2024-01-11 Linbin Huang , Dan Wang , Xiongfei Wang , Huanhai Xin , Ping Ju , Karl H. Johansson , Florian Dörfler

A recently developed data-driven Kalman filter requires offline measurement of the process disturbance; a requirement that is often unmet for many practical applications. We propose a solution that parametrizes the Kalman filter exclusively…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Mohamed Abdalmoaty , Roy S. Smith

In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing,…

Information Theory · Computer Science 2013-01-22 Lukas Bolliger , Hans-Andrea Loeliger , Christian Vogel

This paper proposes an online data-driven Koopman-inspired identification and control method for microgrid secondary voltage and frequency control. Unlike typical data-driven methods, the proposed method requires no warm-up training yet…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Xun Gong , Xiaozhe Wang

This letter deals with the problem of state estimation for a class of systems involving linear dynamics with multiple quadratic output measurements. We propose a systematic approach to immerse the original system into a linear time-varying…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Soulaimane Berkane , Dionysis Theodosis , Tarek Hamel , Dimos V. Dimarogonas

Kalman Filters (KF) are fundamental to real-time state estimation applications, including radar-based tracking systems used in modern driver assistance and safety technologies. In a linear dynamical system with Gaussian noise distributions…

Robotics · Computer Science 2024-11-27 Arian Mehrfard , Bharanidhar Duraisamy , Stefan Haag , Florian Geiss

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

Robotics · Computer Science 2022-02-10 Fahira Afzal Maken , Fabio Ramos , Lionel Ott

Many dynamical systems are subjected to stochastic influences, such as random excitations, noise, and unmodeled behavior. Tracking the system's state and parameters based on a physical model is a common task for which filtering algorithms,…

Signal Processing · Electrical Eng. & Systems 2024-07-03 Jan Grashorn , Matteo Broggi , Ludovic Chamoin , Michael Beer

This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…

Methodology · Statistics 2016-11-14 Jonathan R. Stroud , Matthias Katzfuss , Christopher K. Wikle

Control performance of Unmanned Aerial Vehicles (UAVs) is directly affected by their ability to estimate their states accurately. With the increasing popularity of autonomous UAV solutions in real world applications, it is imperative to…

Robotics · Computer Science 2021-06-15 Mohamad Wahbah , Mohamad Chehadeh , Yahya Zweiri

This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

In this paper, we present a fast and decentralized state estimation framework for the control of legged locomotion. The nonlinear estimation of the floating base states is decentralized to an orientation estimation via Extended Kalman…

Robotics · Computer Science 2024-10-15 Jiarong Kang , Yi Wang , Xiaobin Xiong