Related papers: A robust extended Kalman filter for power system d…
The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors…
We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…
We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…
We consider the problem of PMU-based state estimation combining information coming from ubiquitous power demand time series and only a limited number of PMUs. Conversely to recent literature in which synchrophasor devices are often assumed…
Outliers can contaminate the measurement process of many nonlinear systems, which can be caused by sensor errors, model uncertainties, change in ambient environment, data loss or malicious cyber attacks. When the extended Kalman filter…
This paper addresses the problem of nonlinear state estimation for dynamical systems whose governing equations are approximated through Koopman operator liftings. While Koopman-based predictors have demonstrated broad approximation…
State estimation of dynamical systems in real-time is a fundamental task in signal processing. For systems that are well-represented by a fully known linear Gaussian state space (SS) model, the celebrated Kalman filter (KF) is a low…
The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…
Distributed state estimation strongly depends on collaborative signal processing, which often requires excessive communication and computation to be executed on resource-constrained sensor nodes. To address this problem, we propose an…
We propose a probabilistic filtering method which fuses joint measurements with depth images to yield a precise, real-time estimate of the end-effector pose in the camera frame. This avoids the need for frame transformations when using it…
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian L\'evy noise is present, the conventional Kalman filter may fail to be effective due to the fact that the non-Gaussian…
For the battery management system of electric vehicle, accurate estimation of the State of Charge of Lithium-ion battery can effectively avoid structural damage caused by overcharge or over discharge inside the battery. Considering that the…
This paper addresses the problem of robust fault detection filtering for linear time-varying (LTV) systems with non-Gaussian noise and additive faults. The conventional generalized likelihood ratio (GLR) method utilizes the Kalman filter,…
Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…
In this paper, we compare four measures of the empirical observability gramian, including the determinant, the trace, the minimum eigenvalue, and the condition number, which can be used to quantify the observability of system states and to…
The classic, two-component, crust-superfluid model of a neutron star can be formulated as a noise-driven, linear dynamical system, in which the angular velocities of the crust and superfluid are tracked using a Kalman filter applied to…
Grid-following (GFL) inverters are commonly used for integrating renewable energy sources into power grids. However, the dynamic performance of GFL models can be significantly impacted by the Phase-Locked Loop (PLL) in a weak grid, leading…
Real-time transmission line outage detection is difficult because of partial phasor measurement unit (PMU) deployment and varying outage signal strength. Existing detection approaches focus on monitoring PMU-measured nodal algebraic states,…
We propose a short-term wind forecasting framework for predicting real-time variations in atmospheric turbulence based on nacelle-mounted anemometer and ground-level air-pressure measurements. Our approach combines linear stochastic…
This paper presents an LMI-based design framework for multirate steady-state Kalman filters in systems with sensors operating at different sampling rates. The multirate system is formulated as a periodic time-varying system, where the…