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An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…
This paper develops a probabilistic anticipation algorithm for dynamic objects observed by an autonomous robot in an urban environment. Predictive Gaussian mixture models are used due to their ability to probabilistically capture continuous…
This paper presents a method for calculating the smoothed state distribution for Jump Markov Linear Systems. More specifically, the paper details a novel two-filter smoother that provides closed-form expressions for the smoothed hybrid…
Distribution network operation is becoming more challenging because of the growing integration of intermittent and volatile distributed energy resources (DERs). This motivates the development of new distribution system state estimation…
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…
In this letter, a new filtering technique to solve a nonlinear state estimation problem has been developed. It is well known that for a nonlinear system, the prior and posterior probability density functions (pdf) are non-Gaussian in…
We propose a fast real-time state estimator based on the belief propagation algorithm for the power system state estimation. The proposed estimator is easy to distribute and parallelize, thus alleviating computational limitations and…
Hybrid AC/DC distribution systems are becoming a popular means to accommodate the increasing penetration of distributed energy resources and flexible loads. This paper proposes a distributed and robust state estimation (DRSE) method for…
Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…
To address the challenges and exploit the opportunities that the decarbonization of the energy sector is bringing about, advanced distribution network management and operation strategies are being developed. Many of these require accurate…
This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…
The increasing penetration of renewable energy resources in distribution systems necessitates high-speed monitoring and control of voltage for ensuring reliable system operation. However, existing voltage control algorithms often make…
This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…
This paper considers state estimation of linear systems using analog amplify and forwarding with multiple sensors, for both multiple access and orthogonal access schemes. Optimal state estimation can be achieved at the fusion center using a…
We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…
Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Gaussian processes have been introduced as…
Single time-scale distributed estimation of dynamic systems via a network of sensors/estimators is addressed in this letter. In single time-scale distributed estimation, the two fusion steps, consensus and measurement exchange, are…
In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…
The increased deployment of distributed energy generation and the integration of new, large electric loads such as electric vehicles and heat pumps challenge the correct and reliable operation of low voltage distribution systems. To tackle…
This paper proposes a DC microgrid state estimation and sensor placement method based on compressive sensing. Formulations of various types of measurements and components are developed under the proposed framework. A measurement placing…