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The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

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…

Dynamical Systems · Mathematics 2013-03-12 Xu Sun , Jinqiao Duan , Xiaofan Li , Xiangjun Wang

This paper deals with the problem of estimating the state of a linear time-invariant system in the presence of sporadically available measurements and external perturbations. An observer with a continuous intersample injection term is…

Systems and Control · Computer Science 2020-11-06 Francesco Ferrante , Frédéric Gouaisbaut , Ricardo G. Sanfelice , Sophie Tarbouriech

With the emergence of cyber-attacks on control systems it has become clear that improving the security of control systems is an important task in today's society. We investigate how an attacker that has access to the measurements…

Systems and Control · Electrical Eng. & Systems 2021-11-08 David Umsonst , Henrik Sandberg

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

Systems and Control · Computer Science 2018-09-12 Xingkang He , Xiaocheng Zhang , Wenchao Xue , Haitao Fang

In this paper, we consider the problem of state-estimation in the presence of Denial-of-Service (DoS) attack. We formulate this problem as an state estimation problem for a plant with switching measured outputs. In the absence of attack,…

Optimization and Control · Mathematics 2019-07-26 Mohammad Naghnaeian

Networked systems are increasingly the target of cyberattacks that exploit vulnerabilities within digital communications, embedded hardware, and software. Arguably, the simplest class of attacks -- and often the first type before launching…

Cryptography and Security · Computer Science 2024-02-27 Xinhao Yan , Guanzhong Zhou , Daniel E. Quevedo , Carlos Murguia , Bo Chen , Hailong Huang

In this paper, we consider a secure distributed filtering problem for linear time-invariant systems with bounded noises and unstable dynamics under compromised observations. A malicious attacker is able to compromise a subset of the agents…

Systems and Control · Computer Science 2019-03-19 Xingkang He , Xiaoqiang Ren , Henrik Sandberg , Karl Henrik Johansson

In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

This paper considers the problem of set-based state estimation for linear time-invariant (LTI) systems under time-varying sensor attacks. Provided that the LTI system is stable and observable via every single sensor and that at least one…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Muhammad Umar B. Niazi , Amr Alanwar , Michelle S. Chong , Karl Henrik Johansson

Safety filtering is an effective method for enforcing constraints in safety-critical systems, but existing methods typically assume perfect state information. This limitation is especially problematic for systems that rely on neural network…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Nicholas Rober , Alex Rose , Jonathan P. How

We present an optimal control-based strategy to enhance the estimation of impulse-like disturbances in continuously monitored linear classical and quantum systems by exploiting non-equilibrium states. Using optimal estimation techniques for…

Quantum Physics · Physics 2026-05-13 Kaspar Schmerling , Andreas Kugi , Andreas Deutschmann-Olek

Consider a linear time-invariant (LTI) dynamical system monitored by a network of sensors, modeled as nodes of an underlying directed communication graph. We study the problem of collaboratively estimating the state of the system when…

Systems and Control · Computer Science 2018-10-09 Aritra Mitra , Shreyas Sundaram

Safely exploring an unknown dynamical system is critical to the deployment of reinforcement learning (RL) in physical systems where failures may have catastrophic consequences. In scenarios where one knows little about the dynamics, diverse…

Machine Learning · Computer Science 2017-12-01 Tyler Lu , Martin Zinkevich , Craig Boutilier , Binz Roy , Dale Schuurmans

We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…

Optimization and Control · Mathematics 2018-06-07 John Tsinias , Constantinos Kitsos

We study the problem of collaboratively estimating the state of an LTI system monitored by a network of sensors, subject to the following important practical considerations: (i) certain sensors might be arbitrarily compromised by an…

Systems and Control · Computer Science 2018-01-29 Aritra Mitra , Shreyas Sundaram

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

With the rising penetration of distributed energy resources, distribution system control and enabling techniques such as state estimation have become essential to distribution system operation. However, traditional state estimation…

Optimization and Control · Mathematics 2019-04-11 Priya L. Donti , Yajing Liu , Andreas J. Schmitt , Andrey Bernstein , Rui Yang , Yingchen Zhang

This paper considers a method of coding the sensor outputs in order to detect stealthy false data injection attacks. An intelligent attacker can design a sequence of data injection to sensors and actuators that pass the state estimator and…

Cryptography and Security · Computer Science 2016-11-17 Fei Miao , Quanyan Zhu , Miroslav Pajic , George J. Pappas

Limited measurement availability at the distribution grid presents challenges for state estimation and situational awareness. This paper combines the advantages of two sparsity-based state estimation approaches (matrix completion and…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Shweta Dahale , Balasubramaniam Natarajan
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