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This paper investigates the state estimation problem for linear systems subject to Gaussian noise, where the model parameters are unknown. By formulating and solving an optimization problem that incorporates both offline and online system…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Peihu Duan , Jiabao He , Yuezu Lv , Guanghui Wen

Distribution system state estimation (DSSE) is an essential tool for operation of distribution networks, the results of which enables the operator to have a thorough observation of the system. Thus, most distribution management systems…

Systems and Control · Computer Science 2015-04-15 Vahid Rasouli Disfani , Mohammad Chehreghani Bozchalui , Ratnesh Sharma

This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Mohammad Khajenejad , Zeyuan Jin

State estimation and sensor selection problems for nonlinear networks and systems are ubiquitous problems that are important for the control, monitoring, analysis, and prediction of a large number of engineered and physical systems. Sensor…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Aleksandar Haber

In characterization of quantum systems, adapting measurement settings based on data while it is collected can generally outperform in efficiency conventional measurements that are carried out independently of data. The existing methods for…

Quantum Physics · Physics 2016-11-21 Markku P. V. Stenberg , Frank K. Wilhelm

The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

In this paper, we propose a sample-based moving horizon estimation (MHE) scheme for general nonlinear systems to estimate the current system state using irregularly and/or infrequently available measurements. The cost function of the MHE…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

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…

Systems and Control · Computer Science 2016-06-29 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

In this paper, we present a new approach to distributed moving horizon estimation for constrained nonlinear processes. The method involves approximating the arrival costs of local estimators through a recursive framework. First, distributed…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Xiaojie Li , Xunyuan Yin

Recently, distributed algorithms for power system state estimation have attracted significant attention. Along with such advantages as decomposition, parallelization of the original problem and absence of a central computation unit,…

Optimization and Control · Mathematics 2020-07-07 Samal Kubentayeva , Elena Gryazina , Sergei Parsegov , Alexander Gasnikov , Federico Ibáñez

Dynamic state and parameter estimation (DSE) plays a key role for reliably monitoring and operating future, power-electronics-dominated power systems. While DSE is a very active research field, experimental applications of proposed…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Nicolai Lorenz-Meyer , René Suchantke , Johannes Schiffer

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

This paper introduces a novel recursive distributed estimation algorithm aimed at synthesizing input and state interval observers for nonlinear bounded-error discrete-time multi-agent systems. The considered systems have sensors and…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Mohammad Khajenejad , Scott Brown , Sonia Martinez

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Vincenzo Matta , Ali H. Sayed

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…

Systems and Control · Computer Science 2017-11-22 Damian Marelli , Mohsen Zamani , Minyue Fu

A general decentralized computational framework for set-valued state estimation and prediction for the class of systems that accept a hybrid state machine representation is considered in this article. The decentralized scheme consists of a…

Systems and Control · Computer Science 2013-02-28 Naim Bajcinca , Yashar Kouhi , Vladislav Nenchev , Jörg Raisch

Current transmission and distribution system states are mostly unobservable to each other, and state estimation is separately conducted in the two systems owing to the differences in network structures and analytical models. The large-scale…

Systems and Control · Electrical Eng. & Systems 2021-11-09 Ying Zhang , Yanbo Chen , Jianhui Wang , Yue Meng , Tianqiao Zhao

Distributed parameter identification for large-scale multi-agent networks encounters challenges due to nonlinear dynamics and partial observations. Simultaneously, ensuring the stability is crucial for the robust identification of dynamic…

Dynamical Systems · Mathematics 2024-01-09 Chunhui Li , Chengpu Yu

We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…

Computation · Statistics 2021-09-27 Andrew Golightly , Chris Sherlock