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We present a method for the evaluation of time-dependent linear response functions for systems of active Ornstein-Uhlenbeck particles from unperturbed simulations. The method is inspired by the Malliavin weights sampling method proposed by…

Soft Condensed Matter · Physics 2017-05-24 Grzegorz Szamel

Considering increasing distributed energy resources and responsive loads in smart grid, this paper proposes a stochastic simulation approach for stability analysis of a power system having stochastic loads. The proposed approach solves a…

Systems and Control · Computer Science 2021-03-29 Nan Duan , Kai Sun

Underfrequency (UF) load shedding schemes are traditionally implemented in two ways: One approach is based on manual load shedding, with system operators requesting loads to be shed ahead of anticipated stressful operating conditions.…

Systems and Control · Electrical Eng. & Systems 2023-01-11 Gian Paramo , Arturo Bretas , Newton Bretas

Online transmission line outage detection over the entire network enables timely corrective action to be taken, which prevents a local event from cascading into a large scale blackout. Line outage detection aims to detect an outage as soon…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Xiaozhou Yang , Nan Chen , Chao Zhai

The reduction of overall system inertia in modern power systems due to the increasing deployment of distributed energy resources is generally recognized as a major issue for system stability. Consequently, real-time monitoring of system…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Nicolai Lorenz-Meyer , Hans Würfel , Johannes Schiffer

Load forecasting is crucial for multiple energy management tasks such as scheduling generation capacity, planning supply and demand, and minimizing energy trade costs. Such relevance has increased even more in recent years due to the…

Machine Learning · Computer Science 2024-08-16 Verónica Álvarez , Santiago Mazuelas , José A. Lozano

The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…

Statistics Theory · Mathematics 2019-09-17 Evgeny Pchelintsev

This paper proposes an online steady-state voltage stability assessment scheme to evaluate the proximity to voltage collapse at each bus of a load area. Using a non-iterative holomorphic embedding method (HEM) with a proposed physical germ…

Computational Engineering, Finance, and Science · Computer Science 2017-06-22 Chengxi Liu , Bin Wang , Fengkai Hu , Kai Sun , Claus Leth Bak

We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system. Our method recursively updates the model parameters using…

Statistics Theory · Mathematics 2026-02-25 Louis Sharrock , Nikolas Kantas , Grigorios A. Pavliotis

Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Arnab Sarker , Peter Fisher , Joseph E. Gaudio , Anuradha M. Annaswamy

Identifying the dynamic properties of manipulated objects is essential for safe and accurate robot control. Most methods rely on low noise force torque sensors, long exciting signals, and solving nonlinear optimization problems, making the…

Robotics · Computer Science 2024-08-22 Donghoon Baek , Bo Peng , Saurabh Gupta , Joao Ramos

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

In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…

Statistics Theory · Mathematics 2024-03-28 Yuecai Han , Dingwen Zhang

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…

Optimization and Control · Mathematics 2020-07-16 Xiaonan Lu , Mark Cannon , Denis Koksal-Rivet

In this paper, a hybrid measurement- and model-based method is proposed which can estimate the dynamic state Jacobian matrix in near real-time. The proposed method is computationally efficient and robust to the variation of network…

Systems and Control · Computer Science 2017-03-10 Xiaozhe Wang , Konstantin Turitsyn

Realistic models of biological processes typically involve interacting components on multiple scales, driven by changing environment and inherent stochasticity. Such models are often analytically and numerically intractable. We revisit a…

Populations and Evolution · Quantitative Biology 2022-01-19 K. Bodova , E. Szep , N. H. Barton

Conventionally, the dynamic state estimation of variables in power networks is performed based on the forecasting-aided model of bus voltages. This approach is effective in the stiff grids at the transmission level, where the bus voltages…

Systems and Control · Electrical Eng. & Systems 2021-10-26 Bang L. H. Nguyen , Tuyen V. Vu , Thomas H. Ortmeyer , Tuan Ngo

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

Dynamical modelling lies at the heart of our understanding of physical systems. Its role in science is deeper than mere operational forecasting, in that it allows us to evaluate the adequacy of the mathematical structure of our models.…

Data Analysis, Statistics and Probability · Physics 2015-06-05 Hailiang Du , Leonard A. Smith