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We consider the problem of sequential estimation of the unknowns of state-space and deep state-space models that include estimation of functions and latent processes of the models. The proposed approach relies on Gaussian and deep Gaussian…

Machine Learning · Computer Science 2024-03-26 Yuhao Liu , Marzieh Ajirak , Petar Djuric

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

Power network and generators state estimation are usually tackled as separate problems. We propose a dynamic scheme for the simultaneous estimation of the network and the generator states. The estimation is formulated as an optimization…

Systems and Control · Electrical Eng. & Systems 2022-07-26 Milos Katanic , John Lygeros , Gabriela Hug

With the advancement of IoT technologies and the rapid expansion of cyber-physical systems, there is increasing interest in distributed state estimation, where multiple sensors collaboratively monitor large-scale dynamic systems. Compared…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Ruixuan Zhao , Guitao Yang , James Fleming , Boli Chen

This paper focuses on the problem of recursive nonlinear least squares parameter estimation in multi-agent networks, in which the individual agents observe sequentially over time an independent and identically distributed (i.i.d.)…

Optimization and Control · Mathematics 2016-10-20 Anit Kumar Sahu , Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

The paper deals with state estimation of a spatially distributed system given noisy measurements from pointwise-in-time-and-space threshold sensors spread over the spatial domain of interest. A Maximum A posteriori Probability (MAP)…

Systems and Control · Electrical Eng. & Systems 2019-09-24 Giorgio Battistelli , Luigi Chisci , Nicola Forti , Stefano Gherardini

This paper presents a distributed model predictive control (DMPC) scheme for nonlinear continuous-time systems. The underlying distributed optimal control problem is cooperatively solved in parallel via a sensitivity-based algorithm. The…

Optimization and Control · Mathematics 2024-06-06 Maximilian Pierer von Esch , Andreas Völz , Knut Graichen

Nonlinear state estimation (SE), with the goal of estimating complex bus voltages based on all types of measurements available in the power system, is usually solved using the iterative Gauss-Newton method. The nonlinear SE presents some…

Machine Learning · Computer Science 2022-09-09 Ognjen Kundacina , Mirsad Cosovic , Dragisa Miskovic , Dejan Vukobratovic

Accurate estimation of the states of a nonlinear dynamical system is crucial for their design, synthesis, and analysis. Particle filters are estimators constructed by simulating trajectories from a sampling distribution and averaging them…

Signal Processing · Electrical Eng. & Systems 2023-02-03 Fernando Gama , Nicolas Zilberstein , Martin Sevilla , Richard Baraniuk , Santiago Segarra

In this work, we introduce a sample- and data-based moving horizon estimation framework for linear systems. We perform state estimation in a sample-based fashion in the sense that we assume to have only few, irregular output measurements…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Tobias M. Wolff , Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

This paper focuses on the system identification of an important class of nonlinear systems: linearly parameterized nonlinear systems, which enjoys wide applications in robotics and other mechanical systems. We consider two system…

Systems and Control · Electrical Eng. & Systems 2024-11-22 Negin Musavi , Ziyao Guo , Geir Dullerud , Yingying Li

This paper deals with the problem of designing a distributed fault detection and isolation algorithm for nonlinear large-scale systems that are subjected to multiple fault modes. To solve this problem, a network of communicating detection…

Systems and Control · Computer Science 2016-09-27 Elaheh Noursadeghi , Ioannis Raptis

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

Systems and Control · Electrical Eng. & Systems 2020-05-28 Romeo Ortega , Emmanuel Nuño , Alexei Bobtsov

In this paper we propose a new state observer design technique for nonlinear systems. It consists of an extension of the recently introduced parameter estimation-based observer, which is applicable for systems verifying a particular…

Dynamical Systems · Mathematics 2020-11-16 Romeo Ortega , Alexey Bobtsov , Nikolay Nikolaev , Johannes Schiffer , Denis Dochain

This paper proposes a method for set-valued state estimation of nonlinear, discrete-time systems. This is achieved by combining graphs of functions representing system dynamics and measurements with the hybrid zonotope set representation…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Jacob A. Siefert , Andrew F. Thompson , Jonah J. Glunt , Herschel C. Pangborn

Nonparametric estimation for semilinear SPDEs, namely stochastic reaction-diffusion equations in one space dimension, is studied. We consider observations of the solution field on a discrete grid in time and space with infill asymptotics in…

Statistics Theory · Mathematics 2023-02-03 Florian Hildebrandt , Mathias Trabs

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…

Machine Learning · Statistics 2014-06-13 Yariv Dror Mizrahi , Misha Denil , Nando de Freitas

Distribution System State Estimation (DSSE) is becoming increasingly important with the integration of Distributed Energy Resources (DERs) and the active operation of distribution networks (DNs), but it remains challenging due to the…

Optimization and Control · Mathematics 2026-05-25 J. G. De la Varga , S. Pineda , A. Stratigakos , J. M. Morales

This paper presents a unified modeling, control, and estimation framework for the quadruple-tank process, a benchmark multivariable system that exhibits either minimum phase or nonminimum phase behavior depending on valve flow ratios. A…

Systems and Control · Electrical Eng. & Systems 2025-07-09 Moh Kamalul Wafi , Bambang L. Widjiantoro

We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…

Econometrics · Economics 2020-05-08 Ruijun Bu , Kaddour Hadri , Dennis Kristensen