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We present a re-parameterization of vector autoregressive moving average (VARMA) models that allows estimation of parameters under the constraints of causality and invertibility. The parameter constraints associated with a causal invertible…

Statistics Theory · Mathematics 2014-06-19 Anindya Roy , Tucker S. McElroy , Peter Linton

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…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis , Andrew W. Smyth

This paper deals with a unifying approach to the problems of computing the admissible sets of parametrical multi perturbations in appropriate bounded sets such that some fundamental properties of parameter-varying linear dynamic systems are…

Optimization and Control · Mathematics 2008-03-28 M. De la Sen

Physical models of biological systems can become difficult to interpret when they have a large number of parameters. But the models themselves actually depend on (i.e. are sensitive to) only a subset of those parameters. Rigorously…

Biological Physics · Physics 2018-11-27 Chieh-Ting Hsu , Gary J. Brouhard , Paul François

State estimates from weak constraint 4D-Var data assimilation can vary significantly depending on the data and model error covariances. As a result, the accuracy of these estimates heavily depends on the correct specification of both model…

Methodology · Statistics 2025-04-28 Sandra R. Babyale , Jodi Mead , Donna Calhoun , Patricia O. Azike

In this paper, we propose an analytical framework to quantify the amount of data samples needed to obtain accurate state estimation in a power system - a problem known as sample complexity analysis in computer science. Motivated by the…

Optimization and Control · Mathematics 2019-09-20 Joshua Comden , Marcello Colombino , Andrey Bernstein , Zhenhua Liu

Parameter estimation in structural dynamics generally involves inferring the values of physical, geometric, or even customized parameters based on first principles or expert knowledge, which is challenging for complex structural systems. In…

Computational Engineering, Finance, and Science · Computer Science 2025-04-08 Mingyuan Zhou , Haoze Song , Wenjing Ye , Wei Wang , Zhilu Lai

Conventional power system optimization framework is becoming less reliable and efficient due to the stability issues brought by the ever-increasing inverter-interfaced renewable penetration. To ensure system stability during system…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Zhongda Chu , Fei Teng

Standard variational methods tend to obtain upper bounds on the ground state energy of quantum many-body systems. Here we study a complementary method that determines lower bounds on the ground state energy in a systematic fashion, scales…

Quantum Physics · Physics 2015-05-28 Tillmann Baumgratz , Martin B. Plenio

In this paper, a novel linear formulation for power system state estimation that simultaneously treats conventional and synchrophasor measurements is proposed. A linear circuit model for conventional measurements is introduced to enable a…

Signal Processing · Electrical Eng. & Systems 2018-12-04 Aleksandar Jovicic , Marko Jereminov , Larry Pileggi , Gabriela Hug

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay

This paper focuses on securely estimating the state of a nonlinear dynamical system from a set of corrupted measurements. In particular, we consider two broad classes of nonlinear systems, and propose a technique which enables us to perform…

Systems and Control · Computer Science 2016-03-23 Qie Hu , Dariush Fooladivanda , Young Hwan Chang , Claire J. Tomlin

In this paper, in an attempt to improve power grid resilience, a machine learning model is proposed to predictively estimate the component states in response to extreme events. The proposed model is based on a multi-dimensional Support…

Systems and Control · Computer Science 2018-02-19 Rozhin Eskandarpour , Amin Khodaei , Ali Arab

The problem of state reconstruction is considered for uncertain linear time-invariant systems with overparameterization, arbitrary state-space matrices and unknown additive perturbation described by an exosystem. A novel adaptive observer…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Anton Glushchenko , Konstantin Lastochkin

Power grid expansion planning requires making large investment decisions in the present that will impact the future cost and reliability of a system exposed to wide-ranging uncertainties. Extreme temperatures can pose significant challenges…

Optimization and Control · Mathematics 2024-05-30 Ramsey Rossmann , Mihai Anitescu , Julie Bessac , Michael Ferris , Mitchell Krock , James Luedtke , Line Roald

In this paper, we consider a least-squares (LS)-based distributed algorithm build on a sensor network to estimate an unknown parameter vector of a dynamical system, where each sensor in the network has partial information only but is…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Siyu Xie , Yaqi Zhang , Lei Guo

Most renewable energy sources (RES) do not provide any inertial response. Their integration in a power grid implies a highly reduced level of system inertia, which leads to a deteriorated frequency performance. Then, the requirement for…

Systems and Control · Electrical Eng. & Systems 2020-01-14 Luis Badesa , Fei Teng , Goran Strbac

One of the recognized principal issues brought along by the steadfast migration towards power electronic interfaced energy sources is the loss of rotational inertia. In conventional power systems, the inertia of the synchronous machines…

Optimization and Control · Mathematics 2021-04-22 Bala Kameshwar Poolla , Saverio Bolognani , Li Na , Florian Dörfler

This work presents a distributed method for control centers to monitor the operating condition of a power network, i.e., to estimate the network state, and to ultimately determine the occurrence of threatening situations. State estimation…

Optimization and Control · Mathematics 2011-07-13 Fabio Pasqualetti , Ruggero Carli , Francesco Bullo

A parameter method is introduced in order to estimate the relationship among the various variables of a system in equilibrium, where the potential energy functions are incompletely known or the quantum mechanical calculations very…

General Physics · Physics 2011-05-12 Walton R. Gutierrez