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In this paper we propose a model-based approach to the design of online optimization algorithms, with the goal of improving the tracking of the solution trajectory (trajectories) w.r.t. state-of-the-art methods. We focus first on quadratic…

Optimization and Control · Mathematics 2023-07-24 Nicola Bastianello , Ruggero Carli , Sandro Zampieri

In this letter, we consider the problem of field estimation using binary measurements. Previous work has formulated the problem as a parameter estimation problem, with the parameter estimation carried out in an online manner using…

Methodology · Statistics 2022-09-14 Alex S. Leong , Mohammad Zamani , Iman Shames

Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…

Statistics Theory · Mathematics 2018-04-12 Asbjørn N. Riseth , Jake P. Taylor-King

We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…

Statistical Mechanics · Physics 2025-02-18 Manish Patel , Amir Shee , Debasish Chaudhuri

Online joint estimation of unknown parameters and states in a dynamical system with uncertainty quantification is crucial in many applications. For example, digital twins dynamically update their knowledge of model parameters and states to…

Methodology · Statistics 2026-01-01 Liliang Wang , Alex Gorodetsky

Wide-area synchrophasor ambient measurements provide a valuable data source for real-time oscillation mode monitoring and analysis. This paper introduces a novel method for identifying inter-area oscillation modes using wide-area ambient…

Signal Processing · Electrical Eng. & Systems 2021-03-03 Shutang You

Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

This paper presents a new approach to accurately simulating 3D overhead cranes with friction. Although nonlinear friction dynamics has a significant impact on these systems, accurately modeling this phenomenon in simulations is a…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Jorge Vicente-Martinez , Edgar Ramirez-Laboreo

This paper proposes a stochastic approach to model temperature dynamic and study related risk measures. The dynamic of temperatures can be modelled by a mean-reverting process such as an Ornstein-Uhlenbeck one. In this study, we estimate…

In this paper, we propose a robust non-Gaussian process emulator based on the Schweppe-type generalized maximum likelihood estimator, which is trained on metered time series of voltage phasors and power injections to perform stochastic…

Applications · Statistics 2022-02-10 Pooja Algikar , Yijun Xu , Lamine Mili

Power system state estimation (PSSE) is commonly formulated as weighted least-square (WLS) algorithm and solved using iterative methods such as Gauss-Newton methods. However, iterative methods have become more sensitive to system operating…

Systems and Control · Electrical Eng. & Systems 2021-01-12 Narayan Bhusal , Raj Mani Shukla , Mukesh Gautam , Mohammed Benidris , Shamik Sengupta

When studying high-dimensional dynamical systems such as macromolecules, quantum systems and polymers, a prime concern is the identification of the most probable states and their stationary probabilities or free energies. Often, these…

Data Analysis, Statistics and Probability · Physics 2013-01-01 Hao Wu , Frank Noé

The optimal tracking problem is addressed in the robotics literature by using a variety of robust and adaptive control approaches. However, these schemes are associated with implementation limitations such as applicability in uncertain…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Mohammed Abouheaf , Wail Gueaieb , Davide Spinello

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

A hybrid dynamical system switches between dynamic regimes at time- or state-triggered events. We propose an offline algorithm that simultaneously estimates discrete and continuous components of a hybrid system's state. We formulate state…

Optimization and Control · Mathematics 2019-05-23 Jize Zhang , Andrew M. Pace , Samuel A. Burden , Aleksandr Aravkin

Recent works on the application of Physics-Informed Neural Networks to traffic density estimation have shown to be promising for future developments due to their robustness to model errors and noisy data. In this paper, we introduce a…

Machine Learning · Computer Science 2025-04-07 Dennis Wilkman , Kateryna Morozovska , Karl Henrik Johansson , Matthieu Barreau

We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…

Optimization and Control · Mathematics 2023-03-21 Léo Simpson , Andrea Ghezzi , Jonas Asprion , Moritz Diehl

Phasor Measurement Unit measurement data have been widely used in nowadays power system applications both in steady state and dynamic analysis. The performance of these applications running in utilities' energy management system depends…

Systems and Control · Electrical Eng. & Systems 2019-11-06 Chen Wang , Virgilio A. Centeno , Kevin D. Jones , Duotong Yang

We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…

Optimization and Control · Mathematics 2018-10-16 Simone Carlo Surace , Jean-Pascal Pfister

Distribution network operation is becoming more challenging because of the growing integration of intermittent and volatile distributed energy resources (DERs). This motivates the development of new distribution system state estimation…

Systems and Control · Electrical Eng. & Systems 2021-10-06 Jianqiao Huang , Xinyang Zhou , Bai Cui