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Simultaneous Input and State Estimation (SISE) enables the reconstruction of unknown inputs and internal states in dynamical systems, with applications in fault detection, robotics, and control. While various methods exist for linear…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Rodrigo A. González , Angel L. Cedeño

We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Mohammad Hussein Yoosefian Nooshabadi , Laurent Lessard

Multi-modal densities appear frequently in time series and practical applications. However, they cannot be represented by common state estimators, such as the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF), which…

Systems and Control · Computer Science 2014-01-03 Sanket Kamthe , Jan Peters , Marc P Deisenroth

As the phasor measurement unit (PMU) placement problem involves a cost-benefit trade-off, more PMUs get placed on the higher voltage buses. However, this causes many of the lower voltage levels of the bulk power system to not be observed by…

Signal Processing · Electrical Eng. & Systems 2024-03-22 Antos Cheeramban Varghese , Hritik Shah , Behrouz Azimian , Anamitra Pal , Evangelos Farantatos

In the presence of renewable resources, distribution networks have become extremely complex to monitor, operate and control. Furthermore, for the real time applications, active distribution networks require fast real time distribution state…

Applications · Statistics 2018-04-24 Mehdi Shafiei , Gerard Ledwich , Ghavameddin Nourbakhsh , Ali Arefi , Houman Pezeshki

Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…

Systems and Control · Computer Science 2015-06-26 Leila Pishdad , Fabrice Labeau

We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…

Numerical Analysis · Mathematics 2026-02-09 Fabio Nobile , Sébastien Riffaud , Thomas Trigo Trindade

The minimum error entropy (MEE) has been extensively used in unscented Kalman filter (UKF) to handle impulsive noises or abnormal measurement data in non-Gaussian systems. However, the MEE-UKF has poor numerical stability due to the inverse…

Signal Processing · Electrical Eng. & Systems 2023-09-19 Boyu Tian , Haiquan Zhao

Fast and robust dynamic state estimation (DSE) is essential for accurately capturing the internal dynamic processes of power systems, and it serves as the foundation for reliably implementing real-time dynamic modeling, monitoring, and…

Systems and Control · Electrical Eng. & Systems 2025-01-07 Jianhua Pei , Ping Wang , Jingyu Wang , Dongyuan Shi

Time-synchronized state estimation is a challenge for distribution systems because of limited real-time observability. This paper addresses this challenge by formulating a deep learning (DL)-based approach to perform unbalanced three-phase…

Machine Learning · Computer Science 2021-02-11 Behrouz Azimian , Reetam Sen Biswas , Anamitra Pal , Lang Tong

We devise neuro-dynamic state estimation (Neuro-DSE), a learning-based dynamic state estimation (DSE) algorithm for networked microgrids (NMs) under unknown subsystems. Our contributions include: 1) a data-driven Neuro-DSE algorithm for NMs…

Systems and Control · Electrical Eng. & Systems 2023-08-17 Fei Feng , Yifan Zhou , Peng Zhang

The increasing deployment of distribution-level phasor measurement units (PMUs) calls for dynamic distribution state estimation (DDSE) approaches that tap into high-rate measurements to maintain a comprehensive view of the…

Optimization and Control · Mathematics 2020-01-09 Jianhan Song , Emiliano Dall'Anese , Andrea Simonetto , Hao Zhu

Dynamic state and parameter estimation (DSE) plays a key role for reliably monitoring and operating future, power-electronics-dominated power systems. While DSE is a very active research field, experimental applications of proposed…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Nicolai Lorenz-Meyer , René Suchantke , Johannes Schiffer

Kalman filters and observers are two main classes of dynamic state estimation (DSE) routines. Power system DSE has been implemented by various Kalman filters, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF).…

Systems and Control · Computer Science 2018-07-03 Junjian Qi , Ahmad F. Taha , Jianhui Wang

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

We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…

Systems and Control · Electrical Eng. & Systems 2021-02-18 Damián Marelli , Tianju Sui , Minyue Fu

Accurate modeling and prediction of complex physical systems often rely on data assimilation techniques to correct errors inherent in model simulations. Traditional methods like the Ensemble Kalman Filter (EnKF) and its variants as well as…

Machine Learning · Computer Science 2024-09-12 Phillip Si , Peng Chen

Non-Gaussian noise and the uncertainty of noise distribution are the common factors that reduce accuracy in dynamic state estimation of power systems (PS). In addition, the optimal value of the free coefficients in the unscented Kalman…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu , Le Ngoc Giang

Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Ningxin Liu , Shuigen Liu , Xin T. Tong , Lijian Jiang

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong