Related papers: Subsystem decomposition and state estimation of no…
This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational inference. Three different parameterizations of the assumed…
State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…
This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…
The input-parameter-state estimation capabilities of a novel unscented Kalman filter is examined herein on both linear and nonlinear systems. The unknown input is estimated in two stages within each time step. Firstly, the predicted dynamic…
In many signal processing applications it is required to estimate the unobservable state of a dynamic system from its noisy measurements. For linear dynamic systems with Gaussian Mixture (GM) noise distributions, Gaussian Sum Filters (GSF)…
Smart grid is a large complex network with a myriad of vulnerabilities, usually operated in adversarial settings and regulated based on estimated system states. In this study, we propose a novel highly secure distributed dynamic state…
This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…
Predicting the behavior of a dynamical system from noisy observations of its past outputs is a classical problem encountered across engineering and science. For linear systems with Gaussian inputs, the Kalman filter -- the best linear…
This paper proposes a fully distributed robust state-estimation (D-RBSE) method that is applicable to multi-area power systems with nonlinear measurements. We extend the recently introduced bilinear formulation of state estimation problems…
In this paper, a synthesis method for distributed estimation is presented, which is suitable for dealing with large-scale interconnected linear systems with disturbance. The main feature of the proposed method is that local estimators only…
This paper proposes a decentralized dynamic state estimation (DSE) algorithm with bimodal Gaussian mixture measurement noise. The decentralized DSE is formulated using the Ensemble Kalman Filter (EnKF) and then compared with the unscented…
System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…
In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The implicit filter approximates conditional distributions in the…
In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…
In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…
In this paper, we propose a suboptimal moving horizon estimator for a general class of nonlinear systems. For the stability analysis, we transfer the "feasibility-implies-stability/robustness" paradigm from model predictive control to the…
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…
A space-time domain decomposition approach is presented as a natural extension of the enhanced velocity mixed finite element (EVMFE) [Wheeler et. al] for spatial domain decomposition. The proposed approach allows for different space-time…
We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…
This paper studies the problem of distributed state estimation (DSE) over sensor networks on matrix Lie groups, which is crucial for applications where system states evolve on Lie groups rather than vector spaces. We propose a…