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We consider the problem of parameter estimation in dynamic systems described by ordinary differential equations. A review of the existing literature emphasizes the need for deterministic global optimization methods due to the nonconvex…

Optimization and Control · Mathematics 2025-06-16 M. Fernández de Dios , Ángel M. González-Rueda , Julio R. Banga , Julio González-Díaz , David R. Penas

Power systems modeling and planning has long leveraged mathematical programming for its ability to provide optimality and feasibility guarantees. One feature that has been recognized in the optimization literature since the 1970s is the…

Optimization and Control · Mathematics 2025-11-13 Matthew Viens , J. Kyle Skolfield , William E. Hart , Michael Ferris

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

Power system optimization models are large mathematical models used by researchers and policymakers that pose tractability issues when representing real-world systems. Several aggregation techniques have been proposed to address these…

Optimization and Control · Mathematics 2023-10-31 David Cardona-Vasquez , Thomas Klatzer , Sonja Wogrin

We introduce a data-based approach to estimating key quantities which arise in the study of nonlinear control systems and random nonlinear dynamical systems. Our approach hinges on the observation that much of the existing linear theory may…

Optimization and Control · Mathematics 2016-04-04 Jake Bouvrie , Boumediene Hamzi

This paper studies the optimal state estimation problem for interconnected systems. Each subsystem can obtain its own measurement in real time, while, the measurements transmitted between the subsystems suffer from random delay. The optimal…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Yan Wang , Junlin Xiong , Zaiyue Yang , Rong Su

In this paper the empirical observability Gramian calculated around the operating region of a power system is used to quantify the degree of observability of the system states under specific phasor measurement unit (PMU) placement. An…

Optimization and Control · Mathematics 2014-10-08 Junjian Qi , Kai Sun , Wei Kang

A number of problems in quantum state and system identification are addressed. Specifically, it is shown that the maximum likelihood estimation (MLE) approach, already known to apply to quantum state tomography, is also applicable to…

Quantum Physics · Physics 2007-05-23 Robert Kosut , Ian A. Walmsley , Herschel Rabitz

The ability to design effective experiments is crucial for obtaining data that can substantially reduce the uncertainty in the predictions made using computational models. An optimal experimental design (OED) refers to the choice of a…

Methodology · Statistics 2025-06-17 Troy Butler , John Jakeman , Michael Pilosov , Scott Walsh , Timothy Wildey

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

Numerical Analysis · Mathematics 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

The selection of optimal design for power electronic converter parameters involves balancing efficiency and thermal constraints to ensure high performance without compromising safety. This paper introduces a probabilistic-learning-based…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Akash Mahajan , Shivam Chaturvedi , Srijita Das , Wencong Su , Van-Hai Bui

In recent advances in solving the problem of transmission network expansion planning, the use of robust optimization techniques has been put forward, as an alternative to stochastic mathematical programming methods, to make the problem…

Computational Engineering, Finance, and Science · Computer Science 2016-09-28 Roberto Minguez , Raquel Garcia-Bertrand

Optimal power flow (OPF) over power transmission networks poses challenging large-scale nonlinear optimization problems, which involve a large number of quadratic equality and indefinite quadratic inequality constraints. These…

Systems and Control · Computer Science 2018-02-14 Y. Shi , H. D. Tuan , P. Apkarian , A. V. Savkin

Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…

Numerical Analysis · Mathematics 2026-02-25 Ruhui Jin , Martin Guerra , Qin Li , Stephen Wright

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer

Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…

Statistics Theory · Mathematics 2018-04-12 Asbjørn N. Riseth , Jake P. Taylor-King

Real time operation of the power grid and synchronism of its different elements require accurate estimation of its state variables. Errors in state estimation will lead to sub-optimal Optimal Power Flow (OPF) solutions and subsequent…

Cryptography and Security · Computer Science 2014-01-15 Deepjyoti Deka , Ross Baldick , Sriram Vishwanath

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

The power system of the future will be governed by complex interactions and non-linear phenomena at small time-scales, that should be studied more and more through computationally expensive software simulations. To solve the abovementioned…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Marius Kuhn , Evelyn Heylen , Willem Leterme

Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…

Dynamical Systems · Mathematics 2025-02-11 Linus Balicki , Serkan Gugercin