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In this paper, a robust data-driven moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems is introduced. The scheme solely relies on offline collected data without employing any system identification step.…

Systems and Control · Electrical Eng. & Systems 2024-02-29 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

We propose a novel approach for blind room impulse response (RIR) estimation systems in the context of a downstream application scenario, far-field automatic speech recognition (ASR). We first draw the connection between improved RIR…

This paper introduces a stochastic hybrid system (SHS) framework in state space model to capture sensor, communication, and system contingencies in modern power systems (MPS). Within this new framework, the paper concentrates on the…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Shuo Yuan , Le Yi Wang , George Yin , Masoud H. Nazari

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

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

We explore efficient estimation of statistical quantities, particularly rare event probabilities, for stochastic reaction networks. Consequently, we propose an importance sampling (IS) approach to improve the Monte Carlo (MC) estimator…

Numerical Analysis · Mathematics 2024-03-12 Chiheb Ben Hammouda , Nadhir Ben Rached , Raúl Tempone , Sophia Wiechert

Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector of a stochastic dynamic system under feedback control, for which the current input may depend on the past…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Wenxiao Zhao , George G. Yin , Er-Wei Bai

The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…

Machine Learning · Statistics 2025-03-04 Hee-Geon Kang , Sunggon Kim

Monitoring software systems at runtime is key for understanding workloads, debugging, and self-adaptation. It typically involves collecting and storing observable software data, which can be analyzed online or offline. Despite the…

Software Engineering · Computer Science 2023-05-03 Jhonny Mertz , Ingrid Nunes

We present a mathematically justifiable, computationally simple, sample eigenvalue based procedure for estimating the number of high-dimensional signals in white noise using relatively few samples. The main motivation for considering a…

Statistics Theory · Mathematics 2007-05-23 N. Raj Rao , Alan Edelman

Integration of intermittent renewable energy sources in modern power systems is increasing very fast. Replacement of synchronous generators with zero-to-low variable renewables substantially decreases the system inertia. In a large system,…

Signal Processing · Electrical Eng. & Systems 2020-06-23 Mingjian Tuo , Xingpeng Li

A commonly employed measure of the signal amplification properties of an input/output system is its induced L2 norm, sometimes also known as "H infinity" gain. In general, however, it is extremely difficult to compute the numerical value…

Quantitative Methods · Quantitative Biology 2007-05-23 Eduardo D. Sontag , Madalena Chaves

Several powerful machines, such as the D-Wave 2000Q, dedicated to solving combinatorial optimization problems through the Ising-model formulation have been developed. To input problems into the machines, the unknown parameters on the Ising…

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

This paper presents a speech intelligibility model based on automatic speech recognition (ASR), combining phoneme probabilities from deep neural networks (DNN) and a performance measure that estimates the word error rate from these…

This work uses an information-based methodology to infer the connectivity of complex systems from observed time-series data. We first derive analytically an expression for the Mutual Information Rate (MIR), namely, the amount of information…

Chaotic Dynamics · Physics 2016-05-04 E. Bianco-Martinez , N. Rubido , Ch. G. Antonopoulos , M. S. Baptista

This article considers a novel and widely applicable approach to modeling high-dimensional dependent data when a large number of explanatory variables are available and the signal-to-noise ratio is low. We postulate that a $p$-dimensional…

Methodology · Statistics 2024-12-09 Zhaoxing Gao , Ruey S. Tsay

Error mitigation is essential for extracting reliable results from quantum computations performed on noisy intermediate-scale quantum hardware. Here we introduce Noise-Robust Estimation (NRE), a noise-agnostic framework that suppresses…

Lowering the noise level of short pulse lasers has been a long-standing effort for decades. Modeling the noise performance plays a crucial role in isolating the noise sources and reducing them. Modeling to date has either used analytical or…

Applied Physics · Physics 2018-10-17 Shaokang Wang , Thomas F. Carruthers , Curtis R. Menyuk

\noindent Randomized nomination sampling (RNS) is a rank-based sampling technique which has been shown to be effective in several nonparametric studies involving environmental and ecological applications. In this paper, we investigate…

Methodology · Statistics 2015-12-18 Mohammad Nourmohammadi , Mohammad Jafari Jozani , Brad Johnson